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VXX vs NTSI

Comparison between iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX, ETF) and WISDOMTREE INTERNATIONAL EFFICIENT CORE FUND (NTSI, ETF).

5-Year PerformanceNTSI has outperformed VXX, delivering a return of +5.5% compared to -45.3%

VXX vs NTSI - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
VXX
$501M
NTSI
$500M
Expense Ratio
VXX
0.89%
Winner
NTSI
0.26%
Max Drawdown
VXX
100.00%
Winner
NTSI
36.12%
Sharpe Ratio
VXX
-1.08
Winner
NTSI
1.03
5Y Beta
Winner
VXX
0.00
NTSI
0.66

VXX vs NTSI - Historical Returns

Returns include dividend reinvestment.

1M
VXX
-12.89%
Winner
NTSI
+2.06%
3M
VXX
-29.75%
Winner
NTSI
+6.90%
6M
VXX
-18.05%
Winner
NTSI
+9.39%
1Y
VXX
-52.70%
Winner
NTSI
+19.16%
5Y(CAGR)
VXX
-45.26%
Winner
NTSI
+5.49%
10Y(CAGR)
VXX
-48.07%
NTSI
N/A
Max(CAGR)
VXX
-51.47%
Winner
NTSI
+6.03%

VXX vs NTSI - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

YearVXXNTSI
2026-7.28%+6.74%
2025-43.49%+30.60%
2024-26.22%+2.34%
2023-72.27%+15.02%
2022-21.12%-19.23%
2021-74.62%+1.76%
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 NTSI Drawdown Comparison

The maximum drawdown for VXX was -100.00%, occurring on Jun 4, 2026. This drawdown has not yet recovered.

The maximum drawdown for NTSI was -34.02%, occurring on Sep 27, 2022. Recovery took 746 trading sessions.

The current VXX drawdown is -100.00%. The current NTSI drawdown is -1.92%.

RankVXXNTSI
#1-100.00%
Feb 23, 2009 - Jun 4, 2026
-34.02%
Sep 3, 2021 - Aug 23, 2024
#2-6.55%
Jan 30, 2009 - Feb 10, 2009
-13.21%
Sep 26, 2024 - Apr 29, 2025
#3-2.50%
Feb 10, 2009 - Feb 17, 2009
-12.33%
Feb 25, 2026 - Mar 20, 2026
#4N/A-5.00%
Nov 12, 2025 - Dec 11, 2025
#5N/A-3.98%
Jul 23, 2025 - Aug 12, 2025
#6N/A-3.75%
Jun 15, 2021 - Aug 3, 2021
#7N/A-2.96%
Aug 23, 2024 - Sep 19, 2024
#8N/A-2.82%
Jun 12, 2025 - Jun 27, 2025
#9N/A-2.73%
Oct 6, 2025 - Oct 16, 2025
#10N/A-2.52%
Aug 22, 2025 - Sep 8, 2025
#11N/A-2.38%
Oct 28, 2025 - Nov 12, 2025
#12N/A-2.22%
Aug 13, 2021 - Sep 2, 2021
#13N/A-2.19%
Jul 10, 2025 - Jul 23, 2025
#14N/A-2.05%
Jan 12, 2026 - Jan 23, 2026
#15N/A-1.68%
Sep 16, 2025 - Oct 1, 2025

Correlation

Correlation between VXX and NTSI is -0.46 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.46
-101

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