sotnkcorrelations

VXX iPath Series B S&P 500 VIX Short-Term Futures ETN

Last close
21.95
504-day return
-61.39%
Median $/day
$222.2M
Significant pairs
3431

VXX vs VIXM

Both indexed to 100 at 2026-05-11.

VXX VIXM · range 59–100 · 2026-05-11 → 2026-11-06

Moves with VXX

Same-day co-movement.

Symbol$/dayLagρHoldout ρStabilityqTier
VIXM ProShares VIX Mid-Term Futures ETF$2.7M0d+0.89+0.84100%<1e-15robust
VXZ iPath Series B S&P 500 VIX Mid-Term Futures ETN$572k0d+0.88+0.83100%<1e-15robust
TAIL Cambria Tail Risk ETF$1.9M0d+0.68+0.56100%<1e-15robust
YQQQ Tidal Trust II YieldMax Short N100 Option Income Strategy ETF$353k0d+0.63+0.56100%<1e-15robust
BTAL AGF U.S. Market Neutral Anti-Beta Fund$8.6M0d+0.60+0.54100%<1e-15robust
CRSH YieldMax Short TSLA Option Income Strategy ETF$455k0d+0.48+0.45100%<1e-15robust
DIPS YieldMax Short NVDA Option Income Strategy ETF$211k0d+0.47+0.44100%<1e-15robust
HDGE AdvisorShares Active Bear ETF$1.1M0d+0.53+0.3188%<1e-15robust
CAOS Alpha Architect Tail Risk ETF$2.5M0d+0.39+0.33100%<1e-15robust
DWSH AdvisorShares Trust AdvisorShares Dorsey Wright Short ETF$195k0d+0.44+0.2188%<1e-15moderate
QBER TrueShares Quarterly Bear Hedge ETF$424k0d+0.41+0.4188%<1e-15robust

Moves against VXX

Symbol$/dayLagρHoldout ρStabilityqTier
ZVOL Volatility Premium Plus ETF$181k0d-0.85-0.77100%<1e-15robust
PSTP Innovator Power Buffer Step-Up Strategy ETF$245k0d-0.81-0.75100%<1e-15robust
FMAY FT Vest U.S. Equity Buffer ETF - May$722k0d-0.80-0.77100%<1e-15robust
BMAR Innovator U.S. Equity Buffer ETF - March$259k0d-0.80-0.75100%<1e-15robust
BAPR Innovator U.S. Equity Buffer ETF - April$397k0d-0.80-0.78100%<1e-15robust
FSEP FT Vest U.S. Equity Buffer ETF - September$905k0d-0.80-0.75100%<1e-15robust
FAUG FT Vest U.S. Equity Buffer ETF - August$876k0d-0.80-0.75100%<1e-15robust
PNOV Innovator U.S. Equity Power Buffer ETF - November$1.0M0d-0.80-0.76100%<1e-15robust
XBOC Innovator U.S. Equity Accelerated 9 Buffer ETF - October$164k0d-0.80-0.73100%<1e-15robust
FEBT AllianzIM U.S. Equity Buffer10 Feb ETF$229k0d-0.80-0.76100%<1e-15robust
FMAR FT Vest U.S. Equity Buffer ETF - March$670k0d-0.79-0.74100%<1e-15robust
FNOV FT Vest U.S. Equity Buffer ETF - November$811k0d-0.79-0.76100%<1e-15robust
SPBX AllianzIM 6 Month Buffer10 Allocation ETF$180k0d-0.79-0.74100%<1e-15robust
PSEP Innovator U.S. Equity Power Buffer ETF - September$1.3M0d-0.79-0.75100%<1e-15robust
FFEB FT Vest U.S. Equity Buffer ETF - February$855k0d-0.79-0.75100%<1e-15robust