VXZ S&P 500 VIX Mid-Term Futures ETN

  • ETF
  • VXZ
  • Category
  • Volatility
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VXZ - Profile

Vitals

Investment Themes

Alternative ETFs in the Volatility Category

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Type Ticker Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest
Largest (AUM)
Most Liquid (Volume)
Top YTD Performer

Description

The index offers exposure to a daily rolling long position in the fourth, fifth, sixth and seventh 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 fourth month VIX futures contract into the seventh month VIX futures contract.

Realtime Rating

VXZ - Realtime Rating

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Realtime Rating Summary

VXZ is a passive ETN that seeks to replicate S&P 500 VIX Mid-Term Futures Index Total Return. The index offers exposure to a daily rolling long position in the fourth, fifth, sixth and seventh 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 fourth month VIX futures contract into the seventh month VIX futures contract.

The adjacent table gives investors an individual Realtime Rating for VXZ 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.

VXZ Overall Realtime Rating:

A+ Overall Rated ETF:

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity B+ VXX
Expenses B VIXM
Performance
Volatility
Dividend
Concentration

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VXZ In-Depth Analysis

The following tables and charts contain in-depth metrics for VXZ and compare it to similar peer ETFs within its ETFdb Category.

Holdings

VXZ - Holdings

Holdings data for VXZ is not available.

Expense

VXZ - Expenses & Fees

This section compares the cost efficiency of VXZ to peers in the same ETFdb Category.

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Expenses Ratio Analysis

Expense Ratio
VXZ Rank:
VXZ 0.89%
Category Low
Category High

Commission Free Trading in VXZ

VXZ 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:

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Performance

VXZ - Performance

This section shows how VXZ has performed relative to its peer group ETFdb Category.

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1 Week Return
VXZ Rank:
VXZ -2.68%
Category Low
Category High
4 Week Return
VXZ Rank:
VXZ -10.57%
Category Low
Category High
13 Week Return
VXZ Rank:
VXZ 1.15%
Category Low
Category High
26 Week Return
VXZ Rank:
VXZ -0.24%
Category Low
Category High
Year to Date Return
VXZ Rank:
VXZ -5.87%
Category Low
Category High
1 Year Return
VXZ Rank:
VXZ -20.78%
Category Low
Category High
3 Year Return
VXZ Rank:
VXZ -77.76%
Category Low
Category High
5 Year Return
VXZ Rank:
VXZ -82.07%
Category Low
Category High
Charts

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

Valuation

VXZ - Valuation

This section shows how the P/E multiple of VXZ compares to the peer group ETFdb Category.

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P/E Ratio
VXZ Rank:
No Ranking Available
Category Low
Category High

As of Mar 04, 2015

Dividend

VXZ - Dividend

This section shows how the dividend yield of VXZ compares to the peer group ETFdb Category.

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Annual Dividend Yield
VXZ Rank:
No Ranking Available
Category Low
Category High

As of Mar 04, 2015

Technicals

VXZ - Technicals

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VXZ Volatility Analysis

This section shows how the volatility of VXZ compares to the peer group ETFdb Category.

5 Day Volatility
VXZ Rank:
VXZ 33.79%
Category Low
Category High
20 Day Volatility
VXZ Rank:
VXZ 24.03%
Category Low
Category High
50 Day Volatility
VXZ Rank:
VXZ 34.32%
Category Low
Category High
200 Day Volatility
VXZ Rank:
VXZ 35.35%
Category Low
Category High
Beta
VXZ Rank:
VXZ -2.59
Category Low
Category High
Standard Deviation
VXZ Rank:
VXZ 1.03%
Category Low
Category High

VXZ Technicals

  • 20 Day MA: $13.09
  • 60 Day MA: $13.19
  • MACD 15 Period: -0.52
  • MACD 100 Period: -0.76
  • Williams % Range 10 Day: 94.44
  • Williams % Range 20 Day: 96.57
  • RSI 10 Day: 29
  • RSI 20 Day: 40
  • RSI 30 Day: 44
  • Ultimate Oscillator: 37

VXZ Bollinger Bands

  • Lower Bollinger (10 Day): $12.13
  • Upper Bollinger (10 Day): $13.27
  • Lower Bollinger (20 Day): $12.12
  • Upper Bollinger (20 Day): $14.10
  • Lower Bollinger (30 Day): $12.29
  • Upper Bollinger (30 Day): $14.21

VXZ Support & Resistance

  • Support Level 1: $12.26
  • Support Level 2: $12.16
  • Resistance Level 1: $12.52
  • Resistance Level 2: $12.68

VXZ Stochastic

  • Stochastic Oscillator %D (1 Day): 26.83
  • Stochastic Oscillator %D (5 Day): 14.60
  • Stochastic Oscillator %K (1 Day): 35.69
  • Stochastic Oscillator %K (5 Day): 16.80
Fact Sheet

VXZ - 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.

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.