XVZ - S&P 500 Dynamic VIX ETN

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.

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XVZ - Profile


Summary Data for XVZ

52 Week Lo: $28.68 52 Week Hi: $36.64
AUM: $22.8 M Shares: 0.8 M
Avg. Volume (1 month) 22,226 Avg. Volume (3 month) 18,444

XVZ - Holdings

Holdings data for XVZ is not available. View the XVZ. 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.

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.

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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.

XVZ - Fundamentals

XVZ Performance

1 Week Return: 1.84%
2 Week Return: 1.03%
4 Week Return: -0.07%
13 Week Return: -1.34%
26 Week Return: -3.42%
YTD Return: -12.99%
1 Year Return: -19.37%
3 Year Return: -50.00%
5 Year Return: n/a

XVZ Expenses & Fees

XVZ Valuation

P/E Ratio: n/a
Beta: -1.62
20 Day Moving Average: $29.03
60 Day Moving Average: $29.99

XVZ Dividend

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

XVZ Volatility

5 Day Volatility: 4.60%
20 Day Volatility: 10.61%
50 Day Volatility: 20.35%
200 Day Volatility: 17.23%
Standard Deviation: 1.89%

XVZ - Technicals

XVZ Technicals

20 Day MA: $29.03
60 Day MA: $29.99
MACD 15 Period: 0.34
MACD 100 Period: -0.55
Williams % Range 10 Day: n/a
Williams % Range 20 Day: 38.53
RSI 10 Day: 53
RSI 20 Day: 47
RSI 30 Day: 47
Ultimate Oscillator: 60

XVZ Bollinger Bands

Lower Bollinger (10 Day): $28.69
Upper Bollinger (10 Day): $29.21
Lower Bollinger (20 Day): $28.62
Upper Bollinger (20 Day): $29.46
Lower Bollinger (30 Day): $27.09
Upper Bollinger (30 Day): $32.54

XVZ Support & Resistance

Support Level 1: $29.14
Support Level 2: $28.92
Resistance Level 1: $29.46
Resistance Level 2: $29.56

XVZ Stochastic

Stochastic Oscillator %D (1 Day): 68.57
Stochastic Oscillator %D (5 Day): 70.26
Stochastic Oscillator %K (1 Day): 47.98
Stochastic Oscillator %K (5 Day): 48.31

XVZ Volatility

5 Day Volatility: 4.60%
20 Day Volatility: 10.61%
50 Day Volatility: 20.35%
200 Day Volatility: 17.23%
Standard Deviation: 1.89%

XVZ - ETFdb Realtime Rating & Analyst Report

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.

ETFdb Category Expense Ratio Inception Date Issuer Structure YTD Return *
Volatility Hedged Equity 0.95 2011-08-17 Barclays iPath ETN -12.99%

XVZ Realtime Rating: By Metric

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity B
Expenses B-
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 XVZ 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 Hedged Equity ETFdb Category with the highest Metric Realtime Rating for each individual field.

XVZ 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 XVZ, as well as the A+ Overall Rated ETF in XVZ'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 XVZ

This ETN is one of several that allows investors to achieve exposure to volatility, an asset class that has appeal thanks to a negative correlation with equity markets and tendency to perform well when investors anxiety spikes. Like most other ETPs in the Volatility ETFdb Category, XVZ probably i...

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