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Citi Volatility Index Total Return

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.

As of 07/27/2015

ETFs Tracking Other Mutual Funds

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ETFs Tracking The Citi Volatility Index Total Return – ETF List

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

ETFs Tracking The Citi Volatility Index Total Return – ETF Returns

The following table presents historical return data for ETFs tracking the Citi Volatility Index Total Return.

ETFs Tracking The Citi Volatility Index Total Return – ETF Expenses

The following table presents expense information for ETFs tracking the Citi Volatility Index Total Return.

ETFs Tracking The Citi Volatility Index Total Return – ETF Dividends

The following table presents dividend information for ETFs tracking the Citi Volatility Index Total Return, including yield and dividend date.

ETFs Tracking The Citi Volatility Index Total Return – ETF Holdings

The following table presents holdings data for all ETFs tracking the Citi Volatility Index Total Return. For more detailed holdings data for an ETF click the ‘View’ link in the right column.

ETFs Tracking The Citi Volatility Index Total Return – ETF Tax Rates

The following table presents sortable tax data for ETFs currently tracking the Citi Volatility Index Total Return.

ETFs Tracking The Citi Volatility Index Total Return – ETF Technicals

The following table presents certain technical indicators for ETFs tracking the Citi Volatility Index Total Return. To see complete technical metrics click the ‘View’ link in the right column.

ETFs Tracking The Citi Volatility Index Total Return – ETF Analysis

The following table presents links to in-depth analysis for ETFs tracking the Citi Volatility Index Total Return.

ETFs Tracking The Citi Volatility Index Total Return – ETF Realtime Ratings

The following table presents a proprietary ETFdb rating for ETFs tracking the Citi Volatility Index Total Return.

Symbol Name Price Change Assets* Avg Vol YTD 1 Week 4 Week 1 Year 3 Year 5 Year ETFdb Category Inception ER Commission Fee Annual Dividend Rate Dividend Date Dividend Annual Dividend Yield % P/E Ratio Beta # of Holdings % In Top 10 Complete ST Cap Gain Rate LT Cap Gain Rate Tax Form Lower Bollinger Upper Bollinger Support 1 Resistance 1 RSI Advanced Fact Sheet ETF Holdings Chart ETF Home Page Head-To-Head Liquidity Expenses Performance Volatility Dividend Concentration Realtime Overall
CVOL C-Tracks ETN Citi Volatility Index Total Return $0.52 6.12% $3,639.90 74,430 -52.29% 18.18% -17.46% -59.06% -99.35% 0.00% Volatility 2010-11-12 1.15% Not Available N/A N/A N/A N/A N/A 9.19 N/A N/A View 35% 15% 1099 $0.40 $0.67 $0.50 $0.54 47.68 View View View View View View C+ B-

ETFs Tracking Other Volatility

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 2015-07-27 20:17:01 UTC

ETFs Tracking Other Volatility

Historical return data for other ETFs in the Volatility ETFdb Category is presented in the following table.

ETFs Tracking Other Volatility

Expense information for other ETFs in the Volatility ETFdb Category is presented in the following table.

ETFs Tracking Other Volatility

Dividend information for other ETFs in the Volatility ETFdb Category is presented in the following table.

ETFs Tracking Other Volatility

Holdings data for other ETFs in the Volatility ETFdb Category is presented in the following table.

ETFs Tracking Other Volatility

Tax Rate data for other ETFs in the Volatility ETFdb Category is presented in the following table.

ETFs Tracking Other Volatility

Technical information for other ETFs in the Volatility ETFdb Category is presented in the following table.

ETFs Tracking Other Volatility

Links to analysis of other ETFs in the Volatility ETFdb Category is presented in the following table.

ETFs Tracking Other Volatility

Links to a proprietary ETFdb rating for other ETFs in the Volatility ETFdb Category is presented in the following table.

Symbol Name Price Change Assets* Avg Vol YTD 1 Week 4 Week 1 Year 3 Year 5 Year ETFdb Category Inception ER Commission Fee Annual Dividend Rate Dividend Date Dividend Annual Dividend Yield % P/E Ratio Beta # of Holdings % In Top 10 Complete ST Cap Gain Rate LT Cap Gain Rate Tax Form Lower Bollinger Upper Bollinger Support 1 Resistance 1 RSI Advanced Fact Sheet ETF Holdings Chart ETF Home Page Head-To-Head Liquidity Expenses Performance Volatility Dividend Concentration Realtime Overall
VXX S&P 500 VIX Short-Term Futures ETN $17.72 5.23% $1,021,444.60 48,687,117 -43.76% 8.51% -12.75% -38.54% -91.70% -98.79% Volatility 2009-01-29 0.89% Not Available N/A N/A N/A N/A N/A 6.49 N/A N/A View 35% 15% 1099 $14.92 $21.85 $17.29 $18.13 46.75 View View View View View View A+ A-
VIXY VIX Short-Term Futures ETF $11.83 5.25% $129,753.50 1,512,966 -43.64% 8.63% -12.50% -38.39% -91.69% 0.00% Volatility 2011-01-03 0.85% Not Available N/A N/A N/A N/A N/A 6.53 3 100.14% View 23% 23% K-1 $9.95 $14.54 $11.55 $12.09 46.98 View View View View View View A- A-
VXZ S&P 500 VIX Mid-Term Futures ETN $10.68 1.23% $47,626.40 529,883 -18.60% 3.09% -5.15% -13.31% -74.31% -87.70% Volatility 2009-01-29 0.89% Not Available N/A N/A N/A N/A N/A 2.56 N/A N/A View 35% 15% 1099 $10.11 $11.55 $10.59 $10.79 45.18 View View View View View View B+ B
VIXM VIX Mid-Term Futures ETF $51.99 1.40% $25,013.40 10,492 -18.63% 3.11% -5.23% -13.87% -74.47% 0.00% Volatility 2011-01-03 0.85% Not Available N/A N/A N/A N/A N/A 2.49 5 100.02% View 23% 23% K-1 $49.17 $56.24 $51.66 $52.45 45.02 View View View View View View B+ A
XVIX E-TRACS Daily Long-Short VIX ETN $16.96 -2.19% $12,720.00 6,054 5.67% -0.88% 0.89% 3.79% -26.29% 0.00% Volatility 2010-12-01 0.85% Not Available N/A N/A N/A N/A N/A 1.15 N/A N/A View 35% 15% 1099 $16.44 $17.42 $16.95 $16.97 46.14 View View View View View View C+ A
VIIX VIX Short-Term ETN $23.99 5.22% $8,441.70 106,194 -43.82% 8.65% -12.54% -38.41% -91.71% 0.00% Volatility 2010-11-29 0.89% Not Available N/A N/A N/A N/A N/A 6.52 N/A N/A View 35% 15% 1099 $20.15 $29.55 $23.43 $24.51 46.90 View View View View View View A- B+
CVOL C-Tracks ETN Citi Volatility Index Total Return $0.52 6.12% $3,639.90 74,430 -52.29% 18.18% -17.46% -59.06% -99.35% 0.00% Volatility 2010-11-12 1.15% Not Available N/A N/A N/A N/A N/A 9.19 N/A N/A View 35% 15% 1099 $0.40 $0.67 $0.50 $0.54 47.68 View View View View View View C+ B-
VIIZ VIX Medium-Term ETN $14.45 -8.72% $584.40 720 -20.78% -8.72% -6.71% -16.47% -75.94% 0.00% Volatility 2010-11-29 0.89% Not Available N/A N/A N/A N/A N/A 3.09 N/A N/A View 35% 15% 1099 $14.74 $16.14 $14.45 $14.45 35.91 View View View View View View B- B+
VXUP Spot CBOE VIX Up Class Shares N/A 0.00% N/A N/A N/A N/A N/A N/A N/A N/A Volatility 2015-05-19 0.95% Not Available N/A N/A N/A N/A N/A N/A N/A N/A View 35% 15% 1099 N/A N/A N/A N/A View View View View View View N/A N/A
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