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 05/24/2012
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 05/24/2012Other Volatility Indexes
Other indexes tracked by ETFs in the Volatility ETFdb Category include:
- S&P 500 VIX Mid-Term Futures Index Total Return
- S&P 500 VIX Short-Term Futures Index Total Return
- S&P 500 VIX Short-Term Futures Index Excess Return (-100%)
- Citi Volatility Index Total Return
- S&P 500 VIX Mid Term Futures Index (200%)
- S&P 500 VIX Short-Term Futures Index Excess Return (200%)
- S&P 500 VIX Mid-Term Futures Index Excess Return (200%)
- S&P 500 VIX Mid-Term Futures Index Excess Return (-100%)
- S&P 500 VIX Short-Term Futures Index Excess Return
- S&P 500 VIX Mid-Term Futures Index Excess Return
- S&P 500 VIX Futures Term-Structure Index Excess Return
- S&P 500 VIX Short-Term Futures Index
- S&P 500 VIX Mid-Term Futures Index
- S&P 500 Dynamic VIX Futures Total Return Index
- S&P 500 VIX 2-Month Futures Index TR
- S&P 500 VIX 3-Month Futures Index TR
- S&P 500 VIX 4-Month Futures Index TR
- S&P 500 VIX Mid-Term Futures Index TR
- S&P 500 VIX 6-Month Futures Index TR
- S&P 500 VIX 2-Month Futures Index ER (-100%)
- S&P 500 VIX 3-Month Futures Index ER (-100%)
- S&P 500 VIX 4-Month Futures Index ER (-100%)
- S&P 500 VIX 6-Month Futures Index ER (-100%)
- S&P 500 VIX Short-Term Futures Index (200%)
- S&P 500 VIX Short-Term Futures Index (-100%)
Mutual Funds Tracking Citi Volatility Index Total Return
ETF Database categorizes mutual funds for the Mutual Fund to ETF Converter tool. There are no mutual funds benchmarked against Citi Volatility Index Total Return.
