VXX ETF Analysis: iPath Series SP500 VIX | BATS

Trading--Miscellaneous | BATS, USA | Market Cap: 525m USD | 12M Return: -48.9% | US06748M1962 | Charts, Fundamentals & Technical Analysis

Volatility Futures, Short-Term Futures, Index Derivatives, Derivatives Exposure
Total Rating 28
Safety 78
Buy Signal -0.26
Trading--Miscellaneous
Category Rotation: +13.2
TER: 0.89%
AUM: 525M
Avg Turnover: 146M
Risk 3d forecast
Volatility45.3%
VaR 5th Pctl6.46%
VaR vs Median-20.8%
Reward TTM
Sharpe Ratio-1.00
Rel. Str. IBD3.6
Rel. Str. Peer Group15
Character TTM
Beta-3.176
Beta Downside-3.679
Hurst Exponent0.396
Drawdowns 3y
Max DD84.54%
CAGR/Max DD-0.53
CAGR/Mean DD-0.76

Warnings

Below Sma 200d

Tailwinds

No distinct edge detected

Seasonality 8.7 years of data

Jan +8.2% 30
Feb +6.5% 20
Mar +6.5% 50
Apr -3.0% 12
May -4.8% 48
Jun -2.5% 31
Jul -0.4% 14
Aug -1.5% 2
Sep +5.3% 25
Oct +8.3% 10
Nov -12.9% 40
Dec -1.0% 12

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: VXX iPath Series SP500 VIX

The iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) provides investors with exposure to futures contracts on the CBOE Volatility Index (VIX) across specified maturities, rather than direct exposure to the VIX spot level. As an exchange-traded note (ETN), it is a debt instrument issued by a financial institution that tracks the performance of an underlying benchmark, in this case a basket of short-term VIX futures.

ETNs like VXX operate within the volatility trading and derivatives sector, offering a way to access the S&P 500s implied volatility without trading options or futures directly. The product is listed on the BATS exchange and is categorized as a miscellaneous trading instrument.

Headlines to Watch Out For
  • Equity market selloffs spike VIX futures demand
  • Futures contango erodes ETN returns over time
  • Investor hedging demand surges during geopolitical uncertainty
What is the price of VXX shares?

As of October 10, 2026, the stock is trading at USD 16.99 with a total of 6,565,244 shares traded. Over the past week, the price has changed by -2.36%, over one month by -7.16%, over three months by -21.27% and over the past year by -48.87%.

Current recommended Stop Loss: 16.50 (which is 2.9% or 1 ATR below the current price).

Is VXX a buy, sell or hold?

iPath Series SP500 VIX has no consensus analysts rating.