VXX vs SFTY
Comparison between iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX, ETF) and HORIZON MANAGED RISK ETF (SFTY, ETF).
VXX vs SFTY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
VXX
$508M
Winner
SFTY
$508M
Expense Ratio
VXX
0.89%
Winner
SFTY
0.77%
Max Drawdown
VXX
100.00%
Winner
SFTY
8.64%
Sharpe Ratio
VXX
-0.97
Winner
SFTY
1.25
5Y Beta
Winner
VXX
0.00
SFTY
0.93
P/E Ratio
VXX
N/A
SFTY
25.44
Forward P/E
VXX
N/A
SFTY
20.40
PEG Ratio
VXX
N/A
SFTY
0.30
5Y EPS CAGR
VXX
N/A
SFTY
25.76%
Debt to Equity
VXX
N/A
SFTY
2.52%
P/S Ratio
VXX
N/A
SFTY
3.67
P/B Ratio
VXX
N/A
SFTY
5.76
VXX vs SFTY - Historical Returns
Returns include dividend reinvestment.
1M
VXX
-16.50%
Winner
SFTY
+3.78%
3M
VXX
-27.18%
Winner
SFTY
+2.91%
6M
VXX
-31.81%
Winner
SFTY
+10.59%
1Y
VXX
-48.34%
Winner
SFTY
+20.39%
5Y(CAGR)
VXX
-46.30%
SFTY
N/A
10Y(CAGR)
VXX
-46.37%
SFTY
N/A
Max(CAGR)
VXX
-51.78%
Winner
SFTY
+21.84%
VXX vs SFTY - Annual Returns (2009 - 2026)
Returns include dividend reinvestment.
| Year | VXX | SFTY |
|---|---|---|
| 2026 | -28.47% | +12.31% |
| 2025 | -43.49% | +11.73% |
| 2024 | -26.22% | N/A |
| 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 SFTY Drawdown Comparison
The maximum drawdown for VXX was -100.00%, occurring on Aug 25, 2026. This drawdown has not yet recovered.
The maximum drawdown for SFTY was -8.64%, occurring on Mar 30, 2026. Recovery took 54 trading sessions.
The current VXX drawdown is -100.00%. The current SFTY drawdown is -1.23%.
| Rank | VXX | SFTY |
|---|---|---|
| #1 | -100.00% Feb 23, 2009 - Aug 25, 2026 | -8.64% Jan 27, 2026 - Apr 15, 2026 |
| #2 | -6.55% Jan 30, 2009 - Feb 10, 2009 | -4.59% Oct 28, 2025 - Dec 10, 2025 |
| #3 | -2.50% Feb 10, 2009 - Feb 17, 2009 | -3.77% Jun 2, 2026 - Jul 10, 2026 |
| #4 | N/A | -2.89% Jul 10, 2026 - Aug 3, 2026 |
| #5 | N/A | -2.75% Dec 11, 2025 - Dec 23, 2025 |
| #6 | N/A | -2.56% Oct 8, 2025 - Oct 20, 2025 |
| #7 | N/A | -2.42% Jan 12, 2026 - Jan 27, 2026 |
| #8 | N/A | -1.90% Aug 13, 2026 - Aug 20, 2026 |
| #9 | N/A | -1.88% May 14, 2026 - May 26, 2026 |
| #10 | N/A | -1.57% Jul 25, 2025 - Aug 6, 2025 |
| #11 | N/A | -1.45% Aug 12, 2025 - Aug 28, 2025 |
| #12 | N/A | -1.34% Sep 22, 2025 - Oct 6, 2025 |
| #13 | N/A | -1.26% Dec 24, 2025 - Jan 9, 2026 |
| #14 | N/A | -1.10% Apr 17, 2026 - Apr 24, 2026 |
| #15 | N/A | -1.04% Aug 28, 2025 - Sep 4, 2025 |
Correlation
Correlation between VXX and SFTY is -0.94 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.
-0.94
-101
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