iPath Series B S&P 500 VIX Mid-Term Futures ETN
Symbol: VXZ
Exchange: BATS
Sector: N/A
Category: Trading--Miscellaneous
Inception date: 17/01/2018
Latest date: 16/07/2026
Current price: $50.31
Expense ratio: 0.89%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-4.97%
Ann. 94.78% (Sharpe / Sortino numerator)
Volatility
31.77%
Sharpe ratio
2.869
VaR 95%
-2.76%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-8.97%
Ann. 49.76% (Sharpe / Sortino numerator)
Volatility
23.06%
Sharpe ratio
2.001
VaR 95%
-2.18%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-4.05%
Ann. 11.66% (Sharpe / Sortino numerator)
Volatility
21.52%
Sharpe ratio
0.373
VaR 95%
-2.17%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-14.71%
Ann. 7.63% (Sharpe / Sortino numerator)
Volatility
30.34%
Sharpe ratio
0.132
VaR 95%
-2.60%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.51%
Ann. 2.91% (Sharpe / Sortino numerator)
Volatility
31.70%
Sharpe ratio
-0.023
VaR 95%
-2.80%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-25.88%
Ann. -13.72% (Sharpe / Sortino numerator)
Volatility
29.65%
Sharpe ratio
-0.585
VaR 95%
-2.75%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.
Average daily return
-0.057%
Best day
3.654%
Worst day
-4.346%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $50.07 | $50.50 | $50.07 | $50.31 | 1,700 |
| 15/07/2026 | $50.34 | $50.35 | $49.87 | $49.99 | 17,700 |
| 14/07/2026 | $50.39 | $50.46 | $50.17 | $50.46 | 30,500 |
| 13/07/2026 | $50.41 | $50.66 | $50.30 | $50.43 | 10,600 |
| 10/07/2026 | $50.14 | $50.72 | $50.09 | $50.46 | 23,300 |
| 09/07/2026 | $50.10 | $50.42 | $50.00 | $50.42 | 20,200 |
| 08/07/2026 | $50.74 | $50.74 | $50.12 | $50.20 | 7,400 |
| 07/07/2026 | $50.17 | $50.52 | $50.14 | $50.25 | 10,900 |
| 06/07/2026 | $50.00 | $50.20 | $49.97 | $50.18 | 13,700 |
| 02/07/2026 | $50.42 | $50.61 | $50.11 | $50.36 | 12,400 |