VXX - S&P 500 VIX Short-Term Futures ETN Fundamentals

VXX Tracks This Index: S&P 500 VIX Short-Term Futures Index Total Return
Description: The index offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various points along the volatility forward curve. The index futures roll continuously throughout each month from the first month VIX futures contract into the second month VIX futures contract.
  • Issuer: Barclays iPath
  • Structure: ETN
  • Expense Ratio: 0.89%
  • ETFdb Category: Volatility
  • ETF Home Page: VXX
  • Inception: 2009-01-29
  • Tax Form: 1099

Date As Of:

VXX Performance

1 Week Return: -2.33%
2 Week Return: -3.53%
4 Week Return: -11.79%
13 Week Return: -17.93%
26 Week Return: -48.01%
YTD Return: -43.32%
1 Year Return: -78.54%
3 Year Return: -95.80%
5 Year Return: n/a

VXX Expenses & Fees

  • Expense Ratio: 0.89%
  • Category: Volatility
  • Category Range: 0.85% to 1.65%
  • Category Average: 1.05%

VXX Valuation

P/E Ratio: n/a
Beta: -4.83
20 Day Moving Average: $18.78
60 Day Moving Average: $20.34

VXX Dividend

Annual Dividend Rate: n/a
Dividend Date: n/a
Dividend: n/a
Annual Dividend Yield %: n/a

VXX Volatility

5 Day Volatility: 56.87%
20 Day Volatility: 31.15%
50 Day Volatility: 55.49%
200 Day Volatility: 62.05%
Standard Deviation: 18.40%

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