VSPR - Direxion S&P 1500 RC Volatility Response Shares

Description: The S&P Composite 1500 Dynamic Rebalancing Risk Control Index is designed to respond to the volatility of the S&P 1500 Index. The S&P 1500 Index is a composite index of the S&P 500 Index, S&P 400 Index and S&P 600 Index, which are composed of stocks representing the large capitalization, mid capitalization and small capitalization segments of the U.S. equity market, respectively. The Index is composed of equity securities of the S&P 1500 Index (the “Stock Component”) and fixed income securities, including U.S. Treasury Bills (the “Cash Component”). The Index responds to volatility by establishing a specific volatility target that adjusts the Index’s components among an allocation to the Stock Component and the Cash Component based upon realized exponentially-weighted historical volatility of the S&P 1500 Index. The exponentially-weighted historical volatility calculation weights the more recent historical periods more heavily than older periods. As these volatility targets are met, the Index may be rebalanced as frequently as daily.

Last Updated:

This ETF is no longer active. See active ETFs in the All Cap Equities ETFdb Category.

VSPR - Profile


Summary Data for VSPR

52 Week Lo: $38.89 52 Week Hi: $44.39
AUM: $4.4 M Shares: 0.1 M
Avg. Volume (1 month) 520 Avg. Volume (3 month) 891

VSPR - Holdings

Holdings data for VSPR is not available. View the VSPR. Factsheet
© 2014 Morningstar Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.

VSPR - Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETFdb.com. Information contained within the fact sheet is not guaranteed to be timely or accurate.

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VSPR - Charts

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 VSPR relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.

VSPR - Fundamentals

VSPR Performance

1 Week Return: 0.75%
2 Week Return: 1.19%
4 Week Return: 3.04%
13 Week Return: 2.65%
26 Week Return: 9.67%
YTD Return: 4.92%
1 Year Return: 11.61%
3 Year Return: n/a
5 Year Return: n/a

VSPR Expenses & Fees

  • Expense Ratio: 0.45%
  • Category: All Cap Equities
  • Category Range: 0.04% to 0.99%
  • Category Average: 0.48%

VSPR Valuation

P/E Ratio: n/a
Beta: 2.82
20 Day Moving Average: $42.68
60 Day Moving Average: $41.36

VSPR Dividend

Annual Dividend Rate: $0.69
Dividend Date: 2012-12-18
Dividend: $0.22
Annual Dividend Yield %: 1.56%

VSPR Volatility

5 Day Volatility: 30.81%
20 Day Volatility: 22.88%
50 Day Volatility: 29.50%
200 Day Volatility: n/a
Standard Deviation: n/a

VSPR - Technicals

VSPR Technicals

20 Day MA: $42.68
60 Day MA: $41.36
MACD 15 Period: 1.23
MACD 100 Period: n/a
Williams % Range 10 Day: n/a
Williams % Range 20 Day: n/a
RSI 10 Day: 68
RSI 20 Day: 62
RSI 30 Day: 60
Ultimate Oscillator: 81

VSPR Bollinger Bands

Lower Bollinger (10 Day): $41.70
Upper Bollinger (10 Day): $44.95
Lower Bollinger (20 Day): $40.48
Upper Bollinger (20 Day): $44.85
Lower Bollinger (30 Day): $39.53
Upper Bollinger (30 Day): $44.93

VSPR Support & Resistance

Support Level 1: $44.39
Support Level 2: $44.39
Resistance Level 1: $44.39
Resistance Level 2: $44.39

VSPR Stochastic

Stochastic Oscillator %D (1 Day): 61.66
Stochastic Oscillator %D (5 Day): 91.16
Stochastic Oscillator %K (1 Day): 66.51
Stochastic Oscillator %K (5 Day): 81.04

VSPR Volatility

5 Day Volatility: 30.81%
20 Day Volatility: 22.88%
50 Day Volatility: 29.50%
200 Day Volatility: n/a
Standard Deviation: n/a

VSPR - ETFdb Realtime Rating & Analyst Report

This ETF is closed

VSPR is a passive ETF that seeks to replicate S&P Composite 1500 Dynamic Rebalancing Risk Control Index. The S&P Composite 1500 Dynamic Rebalancing Risk Control Index is designed to respond to the volatility of the S&P 1500 Index. The S&P 1500 Index is a composite index of the S&P 500 Index, S&P 400 Index and S&P 600 Index, which are composed of stocks representing the large capitalization, mid capitalization and small capitalization segments of the U.S. equity market, respectively. The Index is composed of equity securities of the S&P 1500 Index (the “Stock Component”) and fixed income securities, including U.S. Treasury Bills (the “Cash Component”). The Index responds to volatility by establishing a specific volatility target that adjusts the Index’s components among an allocation to the Stock Component and the Cash Component based upon realized exponentially-weighted historical volatility of the S&P 1500 Index. The exponentially-weighted historical volatility calculation weights the more recent historical periods more heavily than older periods. As these volatility targets are met, the Index may be rebalanced as frequently as daily.

ETFdb Category Expense Ratio Inception Date Issuer Structure YTD Return *
All Cap Equities 0.45 2012-01-11 Direxion ETF +4.92%

VSPR Realtime Rating: By Metric

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity n/a
Expenses n/a
Performance ETFdb Pro Members Only
Volatility ETFdb Pro Members Only
Dividend ETFdb Pro Members Only
Concentration ETFdb Pro Members Only

The first adjacent table gives investors an individual Realtime Rating for VSPR on several different metrics, including liquidity, expenses, performance, volatility, dividend, and concentration of holdings. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the All Cap Equities ETFdb Category with the highest Metric Realtime Rating for each individual field.

VSPR Realtime Rating: Overall

ETFdb Rating Type Overall Rating A+ Overall Rated ETF
Realtime Rating (Overall) ETFdb Pro Members Only ETFdb Pro Members Only

The second table shows the overall Realtime Rating for VSPR, as well as the A+ Overall Rated ETF in VSPR's Category. 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.

ETFdb Analyst Report for VSPR

This ETF offers a unique way to gain dynamic exposure to a diversified basket of U.S. stocks, an asset class that is at the core of many long-term, buy-and-hold portfolios. VSPR is based on the idea that observed levels of market volatility can be useful as predictors of equity market performance...

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