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VIXM vs SPY

Comparison between ProShares VIX Mid-Term Futures ETF (VIXM, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed VIXM, delivering a return of +13.3% compared to -13.5%

VIXM vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
VIXM
$56M
Winner
SPY
$735B
Expense Ratio
VIXM
0.92%
Winner
SPY
0.09%
Max Drawdown
VIXM
96.23%
Winner
SPY
56.47%
Sharpe Ratio
VIXM
-0.59
Winner
SPY
1.62
5Y Beta
Winner
VIXM
-1.54
SPY
1.00
P/E Ratio
VIXM
N/A
SPY
28.99
Forward P/E
VIXM
N/A
SPY
22.37
5Y Dividends CAGR
VIXM
N/A
SPY
5.43%
5Y EPS CAGR
VIXM
N/A
SPY
26.05%
Debt to Equity
VIXM
N/A
SPY
32.40%
P/S Ratio
VIXM
N/A
SPY
3.74
P/B Ratio
VIXM
N/A
SPY
5.61

VIXM vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
VIXM
-2.89%
Winner
SPY
+1.90%
3M
VIXM
-3.62%
Winner
SPY
+8.55%
6M
VIXM
-1.91%
Winner
SPY
+8.18%
1Y
VIXM
-9.92%
Winner
SPY
+25.79%
5Y(CAGR)
VIXM
-13.52%
Winner
SPY
+13.32%
10Y(CAGR)
VIXM
-11.21%
Winner
SPY
+15.19%
Max(CAGR)
VIXM
-17.82%
Winner
SPY
+8.47%

VIXM vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearVIXMSPY
2026+1.58%+8.26%
2025+4.52%+18.00%
2024-13.41%+25.59%
2023-43.92%+26.72%
2022+0.30%-18.64%
2021-18.41%+30.52%
2020+76.27%+17.28%
2019-19.33%+31.09%
2018+28.50%-5.24%
2017-48.41%+20.78%
2016-23.79%+13.59%
2015-14.80%+1.31%
2014-18.01%+14.56%
2013-40.24%+29.00%
2012-52.75%+14.17%
2011-6.90%+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

VIXM vs SPY Drawdown Comparison

The maximum drawdown for VIXM was -96.23%, occurring on Nov 29, 2024. This drawdown has not yet recovered.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current VIXM drawdown is -95.76%. The current SPY drawdown is -2.90%.

RankVIXMSPY
#1-96.23%
Oct 3, 2011 - Nov 29, 2024
-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-27.67%
Jan 4, 2011 - Sep 9, 2011
-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-3.37%
Sep 13, 2011 - Sep 22, 2011
-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-2.88%
Sep 22, 2011 - Sep 28, 2011
-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-0.75%
Sep 28, 2011 - Sep 30, 2011
-19.34%
Sep 20, 2018 - Apr 12, 2019
#6N/A-18.76%
Feb 19, 2025 - Jun 26, 2025
#7N/A-13.02%
Jul 20, 2015 - Apr 18, 2016
#8N/A-10.10%
Jan 26, 2018 - Aug 6, 2018
#9N/A-9.44%
Sep 2, 2020 - Nov 11, 2020
#10N/A-9.30%
Jan 19, 2000 - Mar 17, 2000
#11N/A-9.05%
Jul 19, 2007 - Oct 5, 2007
#12N/A-8.88%
Jan 27, 2026 - Apr 14, 2026
#13N/A-8.41%
Jul 16, 2024 - Sep 19, 2024
#14N/A-7.35%
Sep 14, 2012 - Jan 2, 2013
#15N/A-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between VIXM and SPY is -0.59 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.59
-101

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