iPath Series B S&P 500 VIX Short-Term Futures ETN
Symbol: VXX
Exchange: BATS
Sector: N/A
Category: Trading--Miscellaneous
Inception Date: 17/01/2018
Latest Date: 02/04/2026
Current Price: $34.70
Expense Ratio: 0.89%
Assets Under Management
$597.9M
-5.81% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
18.59%
Volatility
95.85%
Sharpe Ratio
5.677
VaR 95%
-9.11%
CVaR 95%:
-9.62%
Max Drawdown:
-11.95%
Sortino Ratio:
10.440
Calmar Ratio:
45.83
Return
32.95%
Volatility
73.55%
Sharpe Ratio
2.918
VaR 95%
-7.73%
CVaR 95%:
-9.10%
Max Drawdown:
-11.95%
Sortino Ratio:
4.764
Calmar Ratio:
18.26
Return
3.77%
Volatility
66.67%
Sharpe Ratio
0.062
VaR 95%
-7.67%
CVaR 95%:
-8.64%
Max Drawdown:
-35.58%
Sortino Ratio:
0.100
Calmar Ratio:
0.22
Return
-30.72%
Volatility
73.98%
Sharpe Ratio
-0.466
VaR 95%
-7.41%
CVaR 95%:
-10.54%
Max Drawdown:
-69.85%
Sortino Ratio:
-0.676
Calmar Ratio:
-0.44
Return
-35.50%
Volatility
76.53%
Sharpe Ratio
-0.306
VaR 95%
-7.03%
CVaR 95%:
-10.30%
Max Drawdown:
-70.49%
Sortino Ratio:
-0.476
Calmar Ratio:
-0.28
Return
-80.68%
Volatility
68.66%
Sharpe Ratio
-0.669
VaR 95%
-5.85%
CVaR 95%:
-9.24%
Max Drawdown:
-85.59%
Sortino Ratio:
-1.074
Calmar Ratio:
-0.49
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
-0.037%
Best Day
24.755%
03/04/2025
Worst Day
-20.639%
09/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $36.84 | $37.21 | $34.46 | $34.70 | 13,084,500 |
| 01/04/2026 | $35.01 | $35.74 | $34.21 | $34.73 | 15,107,900 |
| 31/03/2026 | $37.33 | $38.10 | $35.34 | $35.70 | 18,398,300 |
| 30/03/2026 | $37.91 | $39.93 | $37.88 | $39.16 | 15,820,700 |
| 27/03/2026 | $37.34 | $39.80 | $37.17 | $39.41 | 16,448,900 |
| 26/03/2026 | $34.98 | $36.81 | $34.53 | $36.62 | 13,237,100 |
| 25/03/2026 | $34.08 | $35.17 | $33.77 | $34.25 | 11,185,600 |
| 24/03/2026 | $35.32 | $35.54 | $33.70 | $35.01 | 16,083,100 |
| 23/03/2026 | $33.58 | $35.14 | $32.73 | $34.33 | 17,507,600 |
| 20/03/2026 | $33.92 | $36.58 | $33.77 | $35.97 | 19,075,300 |