S&P 500 VIX 3-Month Futures Index TR

Index Description

The index is a total return index and is composed of futures contracts on the CBOE Volatility Index having a constant weighted average maturity of three months plus an interest component linked to the 91-day Treasury Bill rate. The index is a rolling index, which rolls on a daily basis according to a pre-determined schedule that has the effect of keeping constant the weighted average maturity of the underlying futures contracts.

ETFs Tracking The S&P 500 VIX 3-Month Futures Index TR - ETF List

ETFs tracking the S&P 500 VIX 3-Month Futures Index TR are presented in the following table.

We're sorry, there are no active ETFs associated with this index.

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.

Symbol Name Price Change Assets * ▼ Avg Vol YTD

ETFs Tracking The S&P 500 VIX 3-Month Futures Index TR - ETF Returns

The following table presents historical return data for ETFs tracking the S&P 500 VIX 3-Month Futures Index TR.

We're sorry, there are no active ETFs associated with this index.

ETFs Tracking Other Volatility

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

Symbol Name 1 Week 4 Week YTD 1 Year 3 Year 5 Year
VXX S&P 500 VIX Short-Term Futures ETN -14.02% +12.94% -22.04% -35.62% -95.27% -98.78%
VXZ S&P 500 VIX Mid-Term Futures ETN -6.30% +5.77% -14.82% -24.78% -79.60% -83.10%
VIXY VIX Short-Term Futures ETF -13.86% +12.84% -22.68% -36.10% -95.29% n/a
VIXM VIX Mid-Term Futures ETF -6.00% +5.57% -15.55% -25.28% -79.74% n/a
XVIX E-TRACS Daily Long-Short VIX ETN +1.06% -1.70% -8.39% -11.35% -25.72% n/a
VIIX VIX Short-Term ETN -13.93% +13.11% -22.18% -35.61% -95.26% n/a
CVOL C-Tracks ETN Citi Volatility Index Total Return -26.09% +8.80% -60.00% -75.45% -99.70% n/a
VIIZ VIX Medium-Term ETN -5.21% +7.67% -13.32% -23.29% -79.69% n/a

ETFs Tracking The S&P 500 VIX 3-Month Futures Index TR - ETF Expenses

The following table presents expense information for ETFs tracking the S&P 500 VIX 3-Month Futures Index TR.

We're sorry, there are no active ETFs associated with this index.

ETFs Tracking Other Volatility

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

Symbol Name ETFdb Category Inception ER Commission Free
VXX S&P 500 VIX Short-Term Futures ETN Volatility 2009-01-29 0.89% Not Available
VXZ S&P 500 VIX Mid-Term Futures ETN Volatility 2009-01-29 0.89% Not Available
VIXY VIX Short-Term Futures ETF Volatility 2011-01-03 0.85% Not Available
VIXM VIX Mid-Term Futures ETF Volatility 2011-01-03 0.85% Not Available
XVIX E-TRACS Daily Long-Short VIX ETN Volatility 2010-12-01 0.85% Not Available
VIIX VIX Short-Term ETN Volatility 2010-11-29 0.89% Not Available
CVOL C-Tracks ETN Citi Volatility Index Total Return Volatility 2010-11-12 1.15% Not Available
VIIZ VIX Medium-Term ETN Volatility 2010-11-29 0.89% Not Available

ETFs Tracking The S&P 500 VIX 3-Month Futures Index TR - ETF Dividends

The following table presents dividend information for ETFs tracking the S&P 500 VIX 3-Month Futures Index TR, including yield and dividend date.

We're sorry, there are no active ETFs associated with this index.

ETFs Tracking Other Volatility

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

Symbol Name Annual Dividend Rate Dividend Date Dividend Annual Dividend Yield % P/E Ratio Beta
VXX S&P 500 VIX Short-Term Futures ETN n/a n/a n/a n/a n/a -5.09
VXZ S&P 500 VIX Mid-Term Futures ETN n/a n/a n/a n/a n/a -2.46
VIXY VIX Short-Term Futures ETF n/a n/a n/a n/a n/a -5.12
VIXM VIX Mid-Term Futures ETF n/a n/a n/a n/a n/a -2.50
XVIX E-TRACS Daily Long-Short VIX ETN n/a n/a n/a n/a n/a 0.71
VIIX VIX Short-Term ETN n/a n/a n/a n/a n/a -5.15
CVOL C-Tracks ETN Citi Volatility Index Total Return n/a n/a n/a n/a n/a -7.91
VIIZ VIX Medium-Term ETN n/a n/a n/a n/a n/a -2.76

ETFs Tracking The S&P 500 VIX 3-Month Futures Index TR - ETF Holdings

The following table presents holdings data for all ETFs tracking the S&P 500 VIX 3-Month Futures Index TR. For more detailed holdings data for an ETF click the 'View' link in the right column.

We're sorry, there are no active ETFs associated with this index.

ETFs Tracking Other Volatility

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

Symbol Name # of Holdings % In Top 10 Complete
VXX S&P 500 VIX Short-Term Futures ETN n/a n/a View
VXZ S&P 500 VIX Mid-Term Futures ETN n/a n/a View
VIXY VIX Short-Term Futures ETF 3 100.17% View
VIXM VIX Mid-Term Futures ETF 5 99.99% View
XVIX E-TRACS Daily Long-Short VIX ETN n/a n/a View
VIIX VIX Short-Term ETN n/a n/a View
CVOL C-Tracks ETN Citi Volatility Index Total Return n/a n/a View
VIIZ VIX Medium-Term ETN n/a n/a View

ETFs Tracking The S&P 500 VIX 3-Month Futures Index TR - ETF Tax Rates

The following table presents sortable tax data for ETFs currently tracking the S&P 500 VIX 3-Month Futures Index TR.

We're sorry, there are no active ETFs associated with this index.

ETFs Tracking Other Volatility

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

Symbol Name ST Cap Gains Rate LT Cap Gains Rate Tax Form
VXX S&P 500 VIX Short-Term Futures ETN 35% 15% 1099
VXZ S&P 500 VIX Mid-Term Futures ETN 35% 15% 1099
VIXY VIX Short-Term Futures ETF 23% 23% K-1
VIXM VIX Mid-Term Futures ETF 23% 23% K-1
XVIX E-TRACS Daily Long-Short VIX ETN 35% 15% 1099
VIIX VIX Short-Term ETN 35% 15% 1099
CVOL C-Tracks ETN Citi Volatility Index Total Return 35% 15% 1099
VIIZ VIX Medium-Term ETN 35% 15% 1099

ETFs Tracking The S&P 500 VIX 3-Month Futures Index TR - ETF Technicals

The following table presents certain technical indicators for ETFs tracking the S&P 500 VIX 3-Month Futures Index TR. To see complete technical metrics click the 'View' link in the right column.

We're sorry, there are no active ETFs associated with this index.

ETFs Tracking Other Volatility

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

Symbol Name Lower Bollinger Upper Bollinger Support 1 Resistance 1 RSI Advanced
VXX S&P 500 VIX Short-Term Futures ETN $26.97 $41.26 $32.28 $34.70 51 View
VXZ S&P 500 VIX Mid-Term Futures ETN $12.37 $14.87 $13.22 $13.71 51 View
VIXY VIX Short-Term Futures ETF $17.97 $27.47 $21.48 $23.07 51 View
VIXM VIX Mid-Term Futures ETF $15.09 $18.11 $16.12 $16.63 51 View
XVIX E-TRACS Daily Long-Short VIX ETN $16.07 $16.69 $16.12 $16.24 44 View
VIIX VIX Short-Term ETN $36.42 $55.83 $43.73 $46.83 51 View
CVOL C-Tracks ETN Citi Volatility Index Total Return $1.07 $2.04 n/a n/a 47 View
VIIZ VIX Medium-Term ETN $16.21 $20.80 $18.85 $18.98 54 View

ETFs Tracking The S&P 500 VIX 3-Month Futures Index TR - ETF Analysis

The following table presents links to in-depth analysis for ETFs tracking the S&P 500 VIX 3-Month Futures Index TR.

We're sorry, there are no active ETFs associated with this index.

ETFs Tracking Other Volatility

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

Symbol Name Fact Sheet ETF Holdings Chart ETF Home Page Head-To-Head
VXX S&P 500 VIX Short-Term Futures ETN View View View View View
VXZ S&P 500 VIX Mid-Term Futures ETN View View View View View
VIXY VIX Short-Term Futures ETF View View View View View
VIXM VIX Mid-Term Futures ETF View View View View View
XVIX E-TRACS Daily Long-Short VIX ETN View View View View View
VIIX VIX Short-Term ETN View View View View View
CVOL C-Tracks ETN Citi Volatility Index Total Return View View View View View
VIIZ VIX Medium-Term ETN View View View View View

ETFs Tracking The S&P 500 VIX 3-Month Futures Index TR - ETFdb Realtime Ratings

The following table presents a proprietary ETFdb rating for ETFs tracking the S&P 500 VIX 3-Month Futures Index TR.

We're sorry, there are no active ETFs associated with this index.

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 Liquidity Expenses Performance Volatility Dividend Concentration Realtime
Overall
VXX
A+
A-
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
VXZ
B+
B
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
VIXY
A-
A-
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
VIXM
B+
A
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
XVIX
C+
A
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
VIIX
A-
B+
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
CVOL
C+
B-
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
VIIZ
B-
B+
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only

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