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VXX vs STOT

Comparison between iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX, ETF) and STATE STREET(R) DOUBLELINE(R) SHORT DURATION TOTAL RETURN TACTICAL ETF (STOT, ETF).

5-Year PerformanceSTOT has outperformed VXX, delivering a return of +2.9% compared to -46.3%

VXX vs STOT - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
VXX
$508M
STOT
$507M
Expense Ratio
VXX
0.89%
Winner
STOT
0.45%
Max Drawdown
VXX
100.00%
Winner
STOT
9.93%
Sharpe Ratio
VXX
-0.97
Winner
STOT
-0.38
5Y Beta
VXX
0.00
Winner
STOT
-0.00
5Y Dividends CAGR
VXX
N/A
STOT
22.21%

VXX vs STOT - Historical Returns

Returns include dividend reinvestment.

1M
VXX
-16.50%
Winner
STOT
+0.55%
3M
VXX
-27.18%
Winner
STOT
+0.83%
6M
VXX
-31.81%
Winner
STOT
+0.96%
1Y
VXX
-48.34%
Winner
STOT
+3.45%
5Y(CAGR)
VXX
-46.30%
Winner
STOT
+2.94%
10Y(CAGR)
VXX
-46.37%
Winner
STOT
+2.39%
Max(CAGR)
VXX
-51.78%
Winner
STOT
+2.45%

VXX vs STOT - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

YearVXXSTOT
2026-28.47%+1.70%
2025-43.49%+5.61%
2024-26.22%+5.33%
2023-72.27%+6.34%
2022-21.12%-3.62%
2021-74.62%+0.38%
2020+15.71%+2.47%
2019-66.77%+4.31%
2018+73.95%+0.97%
2017-70.55%+1.72%
2016-70.11%+0.89%
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 STOT 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 STOT was -6.07%, occurring on Nov 7, 2022. Recovery took 567 trading sessions.

The current VXX drawdown is -100.00%.

RankVXXSTOT
#1-100.00%
Feb 23, 2009 - Aug 25, 2026
-6.07%
Aug 3, 2021 - Nov 2, 2023
#2-6.55%
Jan 30, 2009 - Feb 10, 2009
-5.13%
Mar 5, 2020 - Jul 23, 2020
#3-2.50%
Feb 10, 2009 - Feb 17, 2009
-1.59%
Nov 7, 2016 - Apr 12, 2017
#4N/A-1.33%
Sep 7, 2017 - Aug 20, 2018
#5N/A-0.85%
Feb 12, 2021 - Jul 6, 2021
#6N/A-0.80%
May 18, 2017 - Aug 3, 2017
#7N/A-0.76%
Feb 27, 2026 - Apr 17, 2026
#8N/A-0.72%
Oct 1, 2024 - Nov 27, 2024
#9N/A-0.72%
Aug 20, 2018 - Dec 18, 2018
#10N/A-0.71%
May 7, 2025 - May 22, 2025
#11N/A-0.66%
Apr 4, 2025 - Apr 28, 2025
#12N/A-0.57%
Apr 18, 2017 - May 16, 2017
#13N/A-0.51%
May 22, 2025 - Jun 18, 2025
#14N/A-0.48%
Oct 18, 2016 - Nov 7, 2016
#15N/A-0.44%
Sep 4, 2019 - Oct 2, 2019

Correlation

Correlation between VXX and STOT is -0.55 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.55
-101

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