Citi Volatility Index Total Return ETF List

Index Description

The index is designed to measure directional exposure to the implied volatility of large cap U.S. stocks. The index methodology combines a daily rolling long exposure to the third- and fourth-month futures contracts on the CBOE Volatility Index with a short exposure to the S&P 500 Total Return Index. The VIX futures contracts exposure is constantly maintained, but the weighting of the S&P 500 Total Return Index is variable and determined monthly via a backward-looking linear regression.

ETFs Tracking The Citi Volatility Index Total Return

ETFs tracking the Citi Volatility Index Total Return are presented in the following table.

* Assets in thousands of U.S. Dollars. Assets and Average Volume as of 05/23/2013
Symbol Name Price Change Assets * Avg. Vol YTD

Other Volatility ETFs

ETFdb staff has allocated each ETF in the ETF database, as well as each index, to a single "best-fit" ETFdb Category. Other ETFs in the Volatility ETFdb Category are presented in the following table.

* Assets in thousands of U.S. Dollars. Assets and Average Volume as of 05/23/2013
Symbol Name Price Change Assets * Avg. Vol YTD

Other Volatility Indexes

Other indexes tracked by ETFs in the Volatility ETFdb Category include:

Mutual Funds Tracking Citi Volatility Index Total Return

ETF Database categorizes mutual funds for the Mutual Fund to ETF Converter tool.

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