Volatility ETFs

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Top 10 ETFs are highlighted in green.

Definitive List Of Volatility ETFs

This is a list of all US-traded ETFs that are currently included in the Volatility ETFdb Category by the ETF Database staff. Each ETF is placed in a single "best fit" ETFdb Category; if you want to browse ETFs with more flexible selection criteria, visit our screener. To see more information of the Volatility ETFs, click on one of the tabs above.

* Assets in thousands of U.S. Dollars. Assets and Average Volume as of 2014-10-22 20:19:02 UTC

Symbol Name Price Change Assets * ▼ Avg Vol YTD

Definitive Historical Return Data For Volatility ETFs

The following table displays sortable historical return data for all ETFs currently included in the Volatility ETFdb Category. For information on dividends, expenses, or technical indicators, click on one of the tabs above.

Symbol Name 1 Week 4 Week YTD 1 Year 3 Year 5 Year
VXX S&P 500 VIX Short-Term Futures ETN -9.87% +25.56% -16.52% -31.69% -94.93% -98.74%
VXZ S&P 500 VIX Mid-Term Futures ETN -4.19% +11.88% -11.32% -21.29% -78.76% -82.38%
VIXY VIX Short-Term Futures ETF -9.83% +25.70% -17.03% -32.08% -94.95% n/a
VIXM VIX Mid-Term Futures ETF -4.12% +11.78% -11.92% -21.60% -78.87% n/a
XVIX E-TRACS Daily Long-Short VIX ETN +0.87% -0.73% -7.88% -9.77% -25.31% n/a
VIIX VIX Short-Term ETN -9.97% +25.87% -16.50% -31.50% -94.92% n/a
CVOL C-Tracks ETN Citi Volatility Index Total Return -17.62% +35.90% -53.24% -71.30% -99.65% n/a
VIIZ VIX Medium-Term ETN -7.94% +12.51% -11.90% -21.49% -79.36% n/a

Definitive List Of Cheapest Volatility ETFs

The following table displays sortable expense ratio and commission free trading information for all ETFs currently included in the Volatility ETFdb Category.

Symbol Name ETFdb Category Inception ER Commission Free
VXX S&P 500 VIX Short-Term Futures ETN Volatility 2009-01-29 0.89% Not Available
VXZ S&P 500 VIX Mid-Term Futures ETN Volatility 2009-01-29 0.89% Not Available
VIXY VIX Short-Term Futures ETF Volatility 2011-01-03 0.85% Not Available
VIXM VIX Mid-Term Futures ETF Volatility 2011-01-03 0.85% Not Available
XVIX E-TRACS Daily Long-Short VIX ETN Volatility 2010-12-01 0.85% Not Available
VIIX VIX Short-Term ETN Volatility 2010-11-29 0.89% Not Available
CVOL C-Tracks ETN Citi Volatility Index Total Return Volatility 2010-11-12 1.15% Not Available
VIIZ VIX Medium-Term ETN Volatility 2010-11-29 0.89% Not Available

Definitive List Of Highest Yielding Volatility ETFs

The following table includes sortable dividend information on all ETFs in the Volatility ETFdb Category, including yield, dividend date, and beta.

Symbol Name Annual Dividend Rate Dividend Date Dividend Annual Dividend Yield % P/E Ratio Beta
VXX S&P 500 VIX Short-Term Futures ETN n/a n/a n/a n/a n/a -5.15
VXZ S&P 500 VIX Mid-Term Futures ETN n/a n/a n/a n/a n/a -2.48
VIXY VIX Short-Term Futures ETF n/a n/a n/a n/a n/a -5.18
VIXM VIX Mid-Term Futures ETF n/a n/a n/a n/a n/a -2.52
XVIX E-TRACS Daily Long-Short VIX ETN n/a n/a n/a n/a n/a 0.76
VIIX VIX Short-Term ETN n/a n/a n/a n/a n/a -5.21
CVOL C-Tracks ETN Citi Volatility Index Total Return n/a n/a n/a n/a n/a -7.97
VIIZ VIX Medium-Term ETN n/a n/a n/a n/a n/a -2.90

Definitive List Of Volatility ETF Holdings

The following table includes basic holdings information for each ETF in the Volatility, including number of holdings and percentage of assets included in the top ten holdings. To see more detailed holdings information for any ETF, click the link in the right column.

Symbol Name # of Holdings % In Top 10 Complete
VXX S&P 500 VIX Short-Term Futures ETN n/a n/a View
VXZ S&P 500 VIX Mid-Term Futures ETN n/a n/a View
VIXY VIX Short-Term Futures ETF 3 100.17% View
VIXM VIX Mid-Term Futures ETF 5 99.99% View
XVIX E-TRACS Daily Long-Short VIX ETN n/a n/a View
VIIX VIX Short-Term ETN n/a n/a View
CVOL C-Tracks ETN Citi Volatility Index Total Return n/a n/a View
VIIZ VIX Medium-Term ETN n/a n/a View

Guide To Volatility ETF Tax Rates

The following table displays sortable tax data for all ETFs currently included in the Volatility ETFdb Category. To see information on dividends, expenses, or technicals, click on one of the other tabs above.

Symbol Name ST Cap Gains Rate LT Cap Gains Rate Tax Form
VXX S&P 500 VIX Short-Term Futures ETN 35% 15% 1099
VXZ S&P 500 VIX Mid-Term Futures ETN 35% 15% 1099
VIXY VIX Short-Term Futures ETF 23% 23% K-1
VIXM VIX Mid-Term Futures ETF 23% 23% K-1
XVIX E-TRACS Daily Long-Short VIX ETN 35% 15% 1099
VIIX VIX Short-Term ETN 35% 15% 1099
CVOL C-Tracks ETN Citi Volatility Index Total Return 35% 15% 1099
VIIZ VIX Medium-Term ETN 35% 15% 1099

Technical Indicators For Every Volatility ETF

The following table contains sortable technical indicators for all ETFs in the Volatility ETFdb Category. For more detailed technical metrics on any of these ETFs, click the "View" link in the right column.

Symbol Name Lower Bollinger Upper Bollinger Support 1 Resistance 1 RSI Advanced
VXX S&P 500 VIX Short-Term Futures ETN $26.11 $41.35 $33.30 $36.73 56 View
VXZ S&P 500 VIX Mid-Term Futures ETN $12.18 $14.91 $13.55 $14.16 57 View
VIXY VIX Short-Term Futures ETF $17.40 $27.53 $22.19 $24.46 56 View
VIXM VIX Mid-Term Futures ETF $14.85 $18.15 $16.54 $17.24 56 View
XVIX E-TRACS Daily Long-Short VIX ETN $16.11 $16.71 $16.16 $16.39 46 View
VIIX VIX Short-Term ETN $35.27 $55.94 $45.20 $49.64 56 View
CVOL C-Tracks ETN Citi Volatility Index Total Return $1.03 $2.05 $1.46 $1.66 53 View
VIIZ VIX Medium-Term ETN $15.87 $20.77 $18.89 $19.43 56 View

Analyst Reports For Every Volatility ETF

The following table contains links to detailed analysis for each ETF in the Volatility. To see holdings, official fact sheets, or the ETF home page, click on the links below.

Symbol Name Fact Sheet ETF Holdings Chart ETF Home Page Head-To-Head
VXX S&P 500 VIX Short-Term Futures ETN View View View View View
VXZ S&P 500 VIX Mid-Term Futures ETN View View View View View
VIXY VIX Short-Term Futures ETF View View View View View
VIXM VIX Mid-Term Futures ETF View View View View View
XVIX E-TRACS Daily Long-Short VIX ETN View View View View View
VIIX VIX Short-Term ETN View View View View View
CVOL C-Tracks ETN Citi Volatility Index Total Return View View View View View
VIIZ VIX Medium-Term ETN View View View View View

Analyst Ratings For Every Volatility ETF

The following table includes ETFdb Ratings for all ETFs in the Volatility. The ETFdb Ratings are transparent, quant-based scores designed to assess the relative merits of potential investments. ETFs are ranked on up to six metrics, as well as an Overall Rating. Certain metrics are available only to ETFdb Pro members; sign up for a free 14-day trial for complete access

Symbol Liquidity Expenses Performance Volatility Dividend Concentration Realtime
Overall
VXX
A+
A-
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
VXZ
B+
B
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
VIXY
A-
A-
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
VIXM
B+
A
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
XVIX
C+
A
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
VIIX
A-
B+
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
CVOL
C+
B-
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
VIIZ
B-
B+
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only

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