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
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 05/24/2012
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. There are no mutual funds benchmarked against Citi Volatility Index Total Return.

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