JEMB vs VXX
Comparison between JANUS HENDERSON EMERGING MARKETS DEBT HARD CURRENCY ETF (JEMB, ETF) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX, ETF).
JEMB vs VXX - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
JEMB
$440M
Winner
VXX
$441M
Expense Ratio
Winner
JEMB
0.52%
VXX
0.89%
Max Drawdown
Winner
JEMB
7.69%
VXX
100.00%
Sharpe Ratio
Winner
JEMB
0.88
VXX
-1.10
5Y Beta
JEMB
0.23
Winner
VXX
0.00
JEMB vs VXX - Historical Returns
Returns include dividend reinvestment.
1M
Winner
JEMB
-0.38%
VXX
-5.11%
3M
Winner
JEMB
+1.12%
VXX
-28.50%
6M
Winner
JEMB
+2.28%
VXX
-20.14%
1Y
Winner
JEMB
+10.45%
VXX
-52.36%
5Y(CAGR)
JEMB
N/A
VXX
-46.32%
10Y(CAGR)
JEMB
N/A
VXX
-46.79%
Max(CAGR)
Winner
JEMB
+9.84%
VXX
-51.60%
JEMB vs VXX - Annual Returns (2009 - 2026)
Returns include dividend reinvestment.
| Year | JEMB | VXX |
|---|---|---|
| 2026 | +3.20% | -18.12% |
| 2025 | +14.06% | -43.49% |
| 2024 | +1.79% | -26.22% |
| 2023 | N/A | -72.27% |
| 2022 | N/A | -21.12% |
| 2021 | N/A | -74.62% |
| 2020 | N/A | +15.71% |
| 2019 | N/A | -66.77% |
| 2018 | N/A | +73.95% |
| 2017 | N/A | -70.55% |
| 2016 | N/A | -70.11% |
| 2015 | N/A | -35.14% |
| 2014 | N/A | -27.46% |
| 2013 | N/A | -62.08% |
| 2012 | N/A | -76.38% |
| 2011 | N/A | -2.63% |
| 2010 | N/A | -71.25% |
| 2009 | N/A | -67.41% |
JEMB vs VXX Drawdown Comparison
The maximum drawdown for JEMB was -5.36%, occurring on Apr 10, 2025. Recovery took 66 trading sessions.
The maximum drawdown for VXX was -100.00%, occurring on Jul 15, 2026. This drawdown has not yet recovered.
The current JEMB drawdown is -1.05%. The current VXX drawdown is -100.00%.
| Rank | JEMB | VXX |
|---|---|---|
| #1 | -5.36% Feb 28, 2025 - Jun 4, 2025 | -100.00% Feb 23, 2009 - Jul 15, 2026 |
| #2 | -4.68% Feb 18, 2026 - May 29, 2026 | -6.55% Jan 30, 2009 - Feb 10, 2009 |
| #3 | -3.65% Dec 10, 2024 - Feb 25, 2025 | -2.50% Feb 10, 2009 - Feb 17, 2009 |
| #4 | -3.16% Oct 1, 2024 - Dec 10, 2024 | N/A |
| #5 | -1.77% Jun 18, 2026 - Jul 17, 2026 | N/A |
| #6 | -1.25% Oct 13, 2025 - Oct 21, 2025 | N/A |
| #7 | -1.19% Aug 14, 2025 - Sep 5, 2025 | N/A |
| #8 | -1.18% May 29, 2026 - Jun 15, 2026 | N/A |
| #9 | -1.15% Nov 24, 2025 - Nov 28, 2025 | N/A |
| #10 | -1.11% Dec 24, 2025 - Jan 20, 2026 | N/A |
| #11 | -0.87% Jul 29, 2025 - Aug 8, 2025 | N/A |
| #12 | -0.86% Jul 14, 2025 - Jul 25, 2025 | N/A |
| #13 | -0.78% Oct 3, 2025 - Oct 13, 2025 | N/A |
| #14 | -0.68% Dec 10, 2025 - Dec 22, 2025 | N/A |
| #15 | -0.65% Jan 27, 2026 - Feb 4, 2026 | N/A |
Correlation
Correlation between JEMB and VXX is -0.90 which considered as a strong negative correlation - the stocks tend to move in opposite directions.
-0.90
-101
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