S&P 500 Dynamic VIX Futures Total Return Index ETF List
Index Description
The index is designed to dynamically allocate between the S&P 500 VIX Short-Term Futures Index Excess Return and the S&P 500 VIX Mid-Term Futures Index Excess Return by monitoring the steepness of the implied volatility curve. The Index seeks to react positively to overall increases in market volatility and aims to lower the roll cost of investments linked to future implied volatility.
ETFs Tracking The S&P 500 Dynamic VIX Futures Total Return Index
ETFs tracking the S&P 500 Dynamic VIX Futures Total Return Index are presented in the following table.
* Assets in thousands of U.S. Dollars. Assets and Average Volume as of 05/23/2013Other 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 05/23/2013Other 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 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 Short-Term Futures Index (200%)
- S&P 500 VIX Short-Term Futures Index (-100%)
Mutual Funds Tracking S&P 500 Dynamic VIX Futures Total Return Index
ETF Database categorizes mutual funds for the Mutual Fund to ETF Converter tool.






