VXZ vs UMDD

Comparison between iPath Series B S&P 500 VIX Mid-Term Futures ETN (VXZ, ETF) and PROSHARES ULTRAPRO MIDCAP400 (UMDD, ETF).

5-Year PerformanceUMDD has outperformed VXZ, delivering a return of +3.9% compared to -13.7%

VXZ vs UMDD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VXZ(ETF)	UMDD(ETF)
Net Assets	$35M	$35M
Expense Ratio	0.89%	N/A
Max Drawdown	69.00%	86.39%
Sharpe Ratio	-0.94	0.99
5Y Beta	-1.47	2.94
5Y Dividends CAGR	N/A	131.43%

Net Assets

VXZ

$35M

Winner

UMDD

$35M

Expense Ratio

VXZ

0.89%

UMDD

N/A

Max Drawdown

Winner

VXZ

69.00%

UMDD

86.39%

Sharpe Ratio

VXZ

-0.94

Winner

UMDD

0.99

5Y Beta

Winner

VXZ

-1.47

UMDD

2.94

5Y Dividends CAGR

VXZ

N/A

UMDD

131.43%

VXZ vs UMDD - Historical Returns

Returns include dividend reinvestment.

Period	VXZ	UMDD
1 month	-3.69%	-2.72%
3 months	-9.53%	+8.48%
6 months	-3.58%	+15.75%
1 year	-14.60%	+50.43%
5 years(CAGR)	-13.68%	+3.90%
10 years(CAGR)	-3.36%	+11.24%
Max(CAGR)	-3.36%	+19.13%

VXZ

-3.69%

Winner

UMDD

-2.72%

VXZ

-9.53%

Winner

UMDD

+8.48%

VXZ

-3.58%

Winner

UMDD

+15.75%

VXZ

-14.60%

Winner

UMDD

+50.43%

5Y(CAGR)

VXZ

-13.68%

Winner

UMDD

+3.90%

10Y(CAGR)

VXZ

-3.36%

Winner

UMDD

+11.24%

Max(CAGR)

VXZ

-3.36%

Winner

UMDD

+19.13%

VXZ vs UMDD - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	VXZ	UMDD
2026	-4.98%	+33.72%
2025	+5.13%	-2.11%
2024	-12.29%	+20.82%
2023	-43.19%	+28.47%
2022	+1.69%	-49.98%
2021	-18.73%	+81.33%
2020	+76.74%	-17.44%
2019	-19.12%	+80.06%
2018	+31.89%	-40.78%
2017	N/A	+46.68%
2016	N/A	+65.85%
2015	N/A	-12.64%
2014	N/A	+27.19%
2013	N/A	+104.60%
2012	N/A	+45.14%
2011	N/A	-30.67%
2010	N/A	+89.42%

VXZ vs UMDD Drawdown Comparison

The maximum drawdown for VXZ was -69.00%, occurring on Nov 29, 2024. This drawdown has not yet recovered.

The maximum drawdown for UMDD was -86.25%, occurring on Mar 23, 2020. Recovery took 625 trading sessions.

The current VXZ drawdown is -67.20%. The current UMDD drawdown is -5.90%.

Rank	VXZ	UMDD
#1	-69.00% Mar 18, 2020 - Nov 29, 2024	-86.25% Aug 29, 2018 - Feb 24, 2021
#2	-28.77% Apr 4, 2018 - Mar 9, 2020	-65.66% Apr 29, 2011 - Feb 8, 2013
#3	-6.59% Mar 2, 2018 - Apr 2, 2018	-64.60% Nov 16, 2021 - Jun 30, 2026
#4	-6.05% Feb 14, 2018 - Mar 1, 2018	-50.75% Jun 23, 2015 - Nov 15, 2016
#5	-4.85% Mar 12, 2020 - Mar 16, 2020	-47.01% Apr 23, 2010 - Dec 2, 2010
#6	-3.49% Mar 9, 2020 - Mar 11, 2020	-29.86% Jul 1, 2014 - Nov 24, 2014
#7	-1.07% Jan 18, 2018 - Jan 23, 2018	-27.23% Jan 23, 2018 - Aug 21, 2018
#8	N/A	-21.18% May 7, 2021 - Oct 22, 2021
#9	N/A	-20.60% May 21, 2013 - Jul 11, 2013
#10	N/A	-20.20% Jan 22, 2014 - Feb 26, 2014
#11	N/A	-17.82% Mar 15, 2021 - Apr 15, 2021
#12	N/A	-17.67% Aug 1, 2013 - Oct 1, 2013
#13	N/A	-16.07% Jul 25, 2017 - Sep 29, 2017
#14	N/A	-15.55% Apr 2, 2014 - Jun 5, 2014
#15	N/A	-14.94% Feb 18, 2011 - Mar 30, 2011

Correlation

Correlation between VXZ and UMDD is -0.44 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.44

-101