XVZ S&P 500 Dynamic VIX ETN

  • ETF
  • XVZ
  • Category
  • Volatility Hedged Equity
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XVZ - Profile

Vitals

Investment Themes

Alternative ETFs in the Volatility Hedged Equity 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 is designed to dynamically allocate between the S&P 500 VIX Short-Term Futures Index Excess Return and the S&P 500 VIX Mid-Term Futures Index Excess Return by monitoring the steepness of the implied volatility curve. The Index seeks to react positively to overall increases in market volatility and aims to lower the roll cost of investments linked to future implied volatility.

Realtime Rating

XVZ - Realtime Rating

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Realtime Rating Summary

XVZ is a passive ETN that seeks to replicate S&P 500 Dynamic VIX Futures Total Return Index. The index is designed to dynamically allocate between the S&P 500 VIX Short-Term Futures Index Excess Return and the S&P 500 VIX Mid-Term Futures Index Excess Return by monitoring the steepness of the implied volatility curve. The Index seeks to react positively to overall increases in market volatility and aims to lower the roll cost of investments linked to future implied volatility.

The adjacent table gives investors an individual Realtime Rating for XVZ 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 Hedged Equity 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.

XVZ Overall Realtime Rating:

A+ Overall Rated ETF:

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity B PHDG
Expenses C+ PHDG
Performance
Volatility
Dividend
Concentration

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XVZ In-Depth Analysis

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

Holdings

XVZ - Holdings

Holdings data for XVZ is not available.

Expense

XVZ - Expenses & Fees

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

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Expenses Ratio Analysis

Expense Ratio
XVZ Rank:
XVZ 0.95%
Category Low
Category High

Commission Free Trading in XVZ

XVZ is not currently available for commission free trading on any platforms.

Category Commission Free Trading

There are 0 other ETFs in the Volatility Hedged Equity ETFdb Category that are also eligible for commission free trading:

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Performance

XVZ - Performance

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

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1 Week Return
XVZ Rank:
XVZ 1.55%
Category Low
Category High
4 Week Return
XVZ Rank:
XVZ 1.23%
Category Low
Category High
13 Week Return
XVZ Rank:
XVZ 0.49%
Category Low
Category High
26 Week Return
XVZ Rank:
XVZ -4.86%
Category Low
Category High
Year to Date Return
XVZ Rank:
XVZ 0.95%
Category Low
Category High
1 Year Return
XVZ Rank:
XVZ -8.82%
Category Low
Category High
3 Year Return
XVZ Rank:
XVZ -51.70%
Category Low
Category High
5 Year Return
XVZ Rank:
No Ranking Available
Category Low
Category High
Charts

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

Valuation

XVZ - Valuation

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

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

As of Mar 26, 2015

Dividend

XVZ - Dividend

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

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

As of Mar 26, 2015

Technicals

XVZ - Technicals

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XVZ Volatility Analysis

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

5 Day Volatility
XVZ Rank:
XVZ 4.60%
Category Low
Category High
20 Day Volatility
XVZ Rank:
XVZ 8.98%
Category Low
Category High
50 Day Volatility
XVZ Rank:
XVZ 10.38%
Category Low
Category High
200 Day Volatility
XVZ Rank:
XVZ 11.49%
Category Low
Category High
Beta
XVZ Rank:
XVZ 0.7
Category Low
Category High
Standard Deviation
XVZ Rank:
XVZ 0.99%
Category Low
Category High

XVZ Technicals

  • 20 Day MA: $28.29
  • 60 Day MA: $28.45
  • MACD 15 Period: 0.41
  • MACD 100 Period: 0.02
  • Williams % Range 10 Day: 10.23
  • Williams % Range 20 Day: 10.11
  • RSI 10 Day: 64
  • RSI 20 Day: 56
  • RSI 30 Day: 53
  • Ultimate Oscillator: 63

XVZ Bollinger Bands

  • Lower Bollinger (10 Day): $27.93
  • Upper Bollinger (10 Day): $28.94
  • Lower Bollinger (20 Day): $27.81
  • Upper Bollinger (20 Day): $28.78
  • Lower Bollinger (30 Day): $27.91
  • Upper Bollinger (30 Day): $28.76

XVZ Support & Resistance

  • Support Level 1: $28.67
  • Support Level 2: $28.60
  • Resistance Level 1: $28.79
  • Resistance Level 2: $28.84

XVZ Stochastic

  • Stochastic Oscillator %D (1 Day): 75.72
  • Stochastic Oscillator %D (5 Day): 85.88
  • Stochastic Oscillator %K (1 Day): 59.76
  • Stochastic Oscillator %K (5 Day): 80.66
Fact Sheet

XVZ - 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.