See what your fund actually adds
iPath Series B S&P 500 VIX Mid-Term Futures ETN VXZ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | VXZ | Replication |
|---|---|---|
| Annualized growth | -15.1% | 1.9% |
| Annualized volatility | 25.1% | 1.9% |
| Sharpe ratio | -0.53 | 1.02 |
| Maximum drawdown | 63.4% | 5.3% |
| Replication fit (R²) | 0.00 · Tracking error 25.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model VXZ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 100.0% |