CVOL C-Tracks ETN Citi Volatility Index Total Return
Alternative ETFs in the Volatility Category
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The index is designed to measure directional exposure to the implied volatility of large cap U.S. stocks. The index methodology combines a daily rolling long exposure to the third- and fourth-month futures contracts on the CBOE Volatility Index with a short exposure to the S&P 500 Total Return Index. The VIX futures contracts exposure is constantly maintained, but the weighting of the S&P 500 Total Return Index is variable and determined monthly via a backward-looking linear regression.
Realtime Rating Summary
CVOL is a passive ETN that seeks to replicate Citi Volatility Index Total Return. The index is designed to measure directional exposure to the implied volatility of large cap U.S. stocks. The index methodology combines a daily rolling long exposure to the third- and fourth-month futures contracts on the CBOE Volatility Index with a short exposure to the S&P 500 Total Return Index. The VIX futures contracts exposure is constantly maintained, but the weighting of the S&P 500 Total Return Index is variable and determined monthly via a backward-looking linear regression.
The adjacent table gives investors an individual Realtime Rating for CVOL on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the Volatility with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.
CVOL In-Depth Analysis
The following tables and charts contain in-depth metrics for this ETF and compare it to similar peer ETFs within its ETFdb Category.
CVOL Expenses & Fees
This section compares the cost efficiency of this ETF to peers in the same ETFdb Category.
Expenses Ratio Analysis
Commission Free Trading
This ETF is not currently available for commission free trading on any platforms.
Category Commission Free Trading
There are 0 other ETFs in the Volatility ETFdb Category that are also eligible for commission free trading:
This section shows how this ETF has performed relative to its peer group ETFdb Category.
The following charts can be customized to display historical performance in a number of different formats, including line charts, bar charts, and candlesticks. Time periods can be adjusted to increase or decrease the period shown, ranging from five minutes to several months.
The following chart also includes the option to compare the performance of CVOL relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.
This section shows how the volatility of this ETF compares to the peer group ETFdb Category.
- 20 Day MA: $0.62
- 60 Day MA: $0.51
- MACD 15 Period: 0.06
- MACD 100 Period: 0.16
- Williams % Range 10 Day: 33.33
- Williams % Range 20 Day: 43.24
- RSI 10 Day: 62
- RSI 20 Day: 59
- RSI 30 Day: 57
- Ultimate Oscillator: 49
- Lower Bollinger (10 Day): $0.50
- Upper Bollinger (10 Day): $0.72
- Lower Bollinger (20 Day): $0.50
- Upper Bollinger (20 Day): $0.75
- Lower Bollinger (30 Day): $0.37
- Upper Bollinger (30 Day): $0.77
Support & Resistance
- Support Level 1: $0.64
- Support Level 2: $0.59
- Resistance Level 1: $0.76
- Resistance Level 2: $0.83
- Stochastic Oscillator %D (1 Day): 43.07
- Stochastic Oscillator %D (5 Day): 65.28
- Stochastic Oscillator %K (1 Day): 48.89
- Stochastic Oscillator %K (5 Day): 57.70
Latest CVOL News
Best & Worst Weekly Performers: December 20th Edition
Best & Worst Weekly Performers: December 13th Edition
Best & Worst Weekly Performers: October 11th Edition
Other ETFs in this ETFdb Category
- VXX S&P 500 VIX Short-Term Futures ETN
- VIXY VIX Short-Term Futures ETF
- VXZ S&P 500 VIX Mid-Term Futures ETN
- VIIX VelocityShares Short-Term VIX Futures ETN
- VIXM VIX Mid-Term Futures ETF
- VIIZ VelocityShares Daily Long VIX Medium-Term ETN
- XVIX E-TRACS Daily Long-Short VIX ETN
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