CBOE S&P 500 BuyWrite Index ETF Returns
Index Description
The index is designed to measure the total rate of return of a hypothetical "buy-write", or "covered call", strategy on the S&P 500 Index. This strategy consists of a hypothetical portfolio consisting of a "long" position indexed to the S&P 500 Index (i.e. purchasing the common stocks included in the S&P 500 Index) and the sale of a succession of one-month, at- or slightly out-of-the-money S&P 500 Index call options that are listed on the Chicago Board Options Exchange.
ETFs Tracking The CBOE S&P 500 BuyWrite Index
The following table presents historical return data for ETFs tracking the CBOE S&P 500 BuyWrite Index.
As Of 05/24/2012
| Symbol | Name | 1 Week | 4 Week | YTD | 1 Year | 3 Year | 5 Year |
|---|---|---|---|---|---|---|---|
| PBP | S&P 500 BuyWrite Portfolio | 1.12% | -4.16% | 1.39% | 2.50% | 33.83% | n/a |
| BWV | CBOE S&P 500 BuyWrite Index ETN | 0.38% | -3.30% | 0.50% | 2.97% | 35.57% | 1.14% |
Other Long-Short ETFs
Historical return data for other ETFs in the Long-Short ETFdb Category is presented in the following table.
As Of 05/24/2012| Symbol | Name | 1 Week | 4 Week | YTD | 1 Year | 3 Year | 5 Year |
|---|---|---|---|---|---|---|---|
| PBP | S&P 500 BuyWrite Portfolio | 1.12% | -4.16% | 1.39% | 2.50% | 33.83% | n/a |
| CSM | Credit Suisse 130/30 | 0.78% | -5.90% | 5.05% | -1.66% | n/a | n/a |
| DEFL | DB US Deflation ETN | -1.43% | 1.15% | -5.77% | n/a | n/a | n/a |
| INFL | DB US Inflation ETN | 1.02% | -1.93% | 1.67% | n/a | n/a | n/a |
| CSMN | Market Neutral Equity ETN | 0.47% | 0.10% | -3.04% | n/a | n/a | n/a |
| RALS | RAFI Long/Short | -0.53% | -2.56% | -6.52% | -12.70% | n/a | n/a |
| AGLS | Accuvest Global Long Short ETF | -3.27% | -5.08% | 0.58% | -5.82% | n/a | n/a |
| BWV | CBOE S&P 500 BuyWrite Index ETN | 0.38% | -3.30% | 0.50% | 2.97% | 35.57% | 1.14% |
| BTAH | U.S. Market Neutral Beta Fund | 0.25% | -8.81% | -3.50% | n/a | n/a | n/a |
| CHEP | U.S. Market Neutral Value Fund | -1.46% | -3.44% | -7.02% | n/a | n/a | n/a |
| SIZ | U.S. Market Neutral Size Fund | -0.56% | -0.68% | -0.52% | n/a | n/a | n/a |
| BTAL | U.S. Market Neutral Anti-Beta Fund | -0.63% | 7.67% | -0.59% | n/a | n/a | n/a |
| LSC | S&P CTI ETN | -0.45% | -0.45% | -7.20% | -27.25% | -30.06% | n/a |
| MOM | U.S. Market Neutral Momentum Fund | 1.42% | 4.40% | 13.55% | n/a | n/a | n/a |
| QLT | U.S. Market Neutral Quality Fund | 1.83% | 0.76% | -1.03% | n/a | n/a | n/a |
| NOMO | U.S. Market Neutral Anti-Momentum Fund | -2.36% | -4.86% | -3.09% | n/a | n/a | n/a |
| FINF | Short 30 Year TIPS/TSY Spread | 1.47% | 2.68% | n/a | n/a | n/a | n/a |
| SINF | UltraPro Short 10 Year TIPS/TSY Spread | 1.82% | 3.00% | n/a | n/a | n/a | n/a |
| UINF | UltraPro 10 Year TIPS/TSY Spread | 0.36% | -1.09% | n/a | n/a | n/a | n/a |
| RINF | 30 Year TIPS/TSY Spread | 1.34% | -3.18% | n/a | n/a | n/a | n/a |
| JFT | KEYnotes First Trust Enh 130/30 LgCp ETN | -12.88% | -13.49% | -1.83% | -15.47% | 39.23% | n/a |
| SSAM | Rockledge SectorSAM ETF | -1.13% | -0.78% | n/a | n/a | n/a | n/a |
Other Long-Short Indexes
Other indexes tracked by ETFs in the Long-Short ETFdb Category include:
- CBOE S&P 500 BuyWrite Index
- Credit Suisse 130/30 Large-Cap Index
- First Trust Enhanced 130/30 Large Cap Index
- S&P Commodity Trends Indicator - Total Return
- RAFI US Equity Long/Short Index
- Dow Jones U.S. Thematic Market Neutral Momentum Total Return Index
- Dow Jones U.S. Thematic Market Neutral Total Return Size Index
- Dow Jones U.S. Thematic Market Neutral Quality Total Return Index
- Dow Jones U.S. Thematic Market Neutral Anti-Momentum Total Return Index
- Dow Jones U.S. Thematic Market Neutral Value Total Return Index
- Dow Jones U.S. Thematic Market Neutral Beta Total Return Index
- Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index
- HS Market Neutral Index Powered by HOLT Index
- DBIQ Duration-Adjusted Inflation Index
- DBIQ Duration-Adjusted Deflation Index
- Dow Jones Credit Suisse 30-Year Inflation Breakeven Index
- Dow Jones Credit Suisse 30-Year Inflation Breakeven Index (-100%)
- Dow Jones Credit Suisse 10-Year Inflation Breakeven Index (300%)
- Dow Jones Credit Suisse 10-Year Inflation Breakeven Index (-300%)
Mutual Funds Tracking CBOE S&P 500 BuyWrite Index
ETF Database categorizes mutual funds for the Mutual Fund to ETF Converter tool. Mutual funds tracking CBOE S&P 500 BuyWrite Index include: VEPAX, VEPBX, VEPCX and VEPIX.
