S&P 500 VIX Futures Term-Structure Index Excess Return ETF List
Index Description
The index is a composite index that measures the return from taking a long 100% position in the S&P 500 VIX Mid-Term Futures Index Excess Return with a short, or inverse, 50% position in the S&P 500 VIX Short-Term Futures Index Excess Return, with daily rebalancing of the long and short positions.
ETFs Tracking The S&P 500 VIX Futures Term-Structure Index Excess Return
ETFs tracking the S&P 500 VIX Futures Term-Structure Index Excess Return are presented in the following table.
* Assets in thousands of U.S. Dollars. Assets and Average Volume as of 05/25/2012
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 05/25/2012Other 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 S&P 500 VIX Futures Term-Structure Index Excess Return
ETF Database categorizes mutual funds for the Mutual Fund to ETF Converter tool. There are no mutual funds benchmarked against S&P 500 VIX Futures Term-Structure Index Excess Return.
