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