ETFdb Realtime Rating & Analyst Report for VXZ
VXZ is a passive ETN that seeks to replicate the 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.
| ETFdb Category | Expense Ratio | Inception Date | Issuer | Structure | YTD Return * |
|---|---|---|---|---|---|
| Volatility | 0.89% | 2009-01-29 | Barclays iPath | ETN | -16.40% |
* As of 05-24-2012
VXZ Realtime Rating: By Metric
| Metric | Metric Realtime Rating | A+ Metric Rated ETF |
|---|---|---|
| Liquidity | A | VXX |
| Expenses | B+ | VXFF |
| Performance | ![]() |
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| Volatility | ![]() |
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| Dividend | ![]() |
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| Concentration | ![]() |
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The first adjacent table gives investors an individual Realtime Rating for VXZ 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 Volatility ETFdb Category with the highest Metric Realtime Rating for each individual field.
VXZ Realtime Rating: Overall
The second table shows the overall Realtime Rating for VXZ, as well as the A+ Overall Rated ETF in VXZ's Category. To view information on how the ETFdb Realtime Ratings work, click here.
ETFdb Analyst Report for VXZ
This ETP offers exposure to medium-term VIX futures, giving investors a way to achieve exposure to an asset class that often exhibits a strong negative correlation with equities. It should be noted that VXZ does not offer exposure to the spot VIX; rather it replicates an index comprised of futures...
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