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VXZ
iPath Series B S&P 500® VIX Mid-Term Futures ETN

Price: $34.09
Change: $1.02 (-0.03%)
Category: Volatility
Last Updated:

Vitals

Investment Themes

Trading Data

Open - Volume -
Day Lo - Day Hi -
  • Open
  • Volume
  • Day Lo
  • Day Hi
  • 52 Week Lo $17.80
  • 52 Week Hi $42.11
  • AUM $48.3 M
  • Shares 1.4 M

Analyst Report

This ETP offers exposure to medium-term VIX futures, giving investors a way to achieve exposure to an asset class that often exhibits a strong negative correlation with equities. It should be noted that VXZ does not offer exposure to the spot VIX; rather it replicates an index comprised of futures contracts, and as such will be impacted by factors beyond simply movements in the "fear index." Because VXZ consists of longer-dated futures contracts, it may feature diminished correlation to the spot VIX, but generally won't be subject to the significant contango-related return erosion experienced by short term products such as VXX, VIIX, or VIXY. Still, this product should not be a component of long-term buy-and-hold portfolios; it is designed for sophisticated investors with a short-term focus, and is nearly guaranteed to lose value over the long run. One structural note: as an ETN, VXZ avoids tracking error but may expose investors to credit risk, as well as unique tax treatments. VIXM offers similar exposure in an ETF wrapper, while VIIZ is a near-identical ETN alternative.

Historical Trading Data

  • 1 Month Avg. Volume 29,043
  • 3 Month Avg. Volume 28,247

Alternative ETFs in the Volatility Category

Type Symbol Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest VIXY 0.87% $455.3 M 6 M -13.68%
Largest (AUM) VXX 0.89% $1.5 B 47 M -13.76%
Most Liquid (Volume) VXX 0.89% $1.5 B 47 M -13.76%
Top YTD Performer VIXM 0.87% $95.0 M 80,242 10.84%

Top 15 Holdings

Concentration Analysis

This section compares how balanced and deep this ETF is relative to the peer group ETFdb.com Category.

1
Number of Holdings
100.00%
% Assets in Top 10
 
View Detailed Analysis
 
Number of Holdings
1
Rank
2 of 5
Low
XVZ (1)
High
VXX (1)
% Assets in Top 10
100.00%
Rank
4 of 5
Low
XVZ (100.00%)
High
VXX (100.00%)

 
View Summary Analysis
 

Sector Breakdown

VXZ Valuation

This section shows how the P/E multiple of this ETF compares to the peer group ETFdb.com Category.

P/E Ratio
No Ranking Available
Rank
N/A
Low
N/A
High
N/A

VXZ Dividend

This section shows how the dividend yield of this ETF compares to the peer group ETFdb.com Category.

Dividend
n/a
Dividend Date
n/a
Annual Dividend Rate
n/a

n/a
Dividend
n/a
Dividend Date
n/a
Annual Dividend Rate
Annual Dividend Yield
No Ranking Available
Rank
N/A
Low
N/A
High
N/A

VXZ Fund Flows

View charts featuring ETF fund flow data.

5 Day Net Flows: 146.42 K 1 Month Net Flows: 4.16 M 3 Month Net Flows: 17.03 M 6 Month Net Flows: 14.02 M 1 Year Net Flows: 1.65 M 3 Year Net Flows: 15.75 M 5 Year Net Flows: 15.77 M 10 Year Net Flows: 15.77 M

Realtime Rating

The adjacent table gives investors an individual Realtime Rating for VXZ on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the Volatility with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.

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Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity B+ VXX
Expenses B+ VIXM
Performance
Volatility
Dividend
Concentration

A+ Overall Rated ETF:

VXZ Expenses & Fees

This section compares the cost efficiency of this ETF to peers in the same ETFdb.com Category.

Expenses Ratio Analysis

ETF Average
0.535%
ETF Wtd. Average
0.19%
Category Average
0.89%
Expense Ratio
0.89%
Rank
3 of 5
Low
VIXM (0.87%)
High
XVZ (0.95%)
ESG Themes and Scores

VXZ does not have an ESG score. There are no ESG themes that map to this ETF.

VXZ Performance

This section shows how this ETF has performed relative to its peer group ETFdb.com Category.

-2.57%
1 Week Return
-2.99%
4 Week Return
12.73%
13 Week Return
4.12%
26 Week Return
10.79%
Year to Date Return
81.52%
1 Year Return
No Ranking Available
3 Year Return
No Ranking Available
5 Year Return
 
View Detailed Analysis
 
1 Week Return
-2.57%
Rank
3 of 5
Low
VXX (-7.06%)
High
XVZ (-0.14%)
4 Week Return
-2.99%
Rank
2 of 5
Low
VXX (-28.49%)
High
XVZ (6.25%)
13 Week Return
12.73%
Rank
2 of 5
Low
VIXY (-16.83%)
High
VIXM (13.00%)
26 Week Return
4.12%
Rank
1 of 5
Low
VIXY (-41.95%)
High
VXZ (4.12%)
Year to Date Return
10.79%
Rank
2 of 5
Low
VXX (-13.76%)
High
VIXM (10.84%)
1 Year Return
81.52%
Rank
2 of 5
Low
VIXY (-25.46%)
High
XVZ (116.34%)
3 Year Return
No Ranking Available
Rank
N/A
Low
VIXY (-64.59%)
High
XVZ (105.46%)
5 Year Return
No Ranking Available
Rank
N/A
Low
VIXY (-96.45%)
High
XVZ (51.20%)

 
View Summary Analysis
 

VXZ Price and Volume Chart

VXZ Technicals

Volatility Analysis

This section shows how the volatility of this ETF compares to the peer group ETFdb.com Category.

 
View Detailed Analysis
 
5 Day Volatility
85.44%
Rank
5 of 5
Low
VXZ (85.44%)
High
VIXY (706.95%)
20 Day Volatility
34.39%
Rank
4 of 5
Low
XVZ (13.68%)
High
VIXY (89.67%)
50 Day Volatility
29.07%
Rank
3 of 5
Low
XVZ (11.54%)
High
VIXY (72.43%)
200 Day Volatility
30.48%
Rank
3 of 5
Low
XVZ (21.07%)
High
VIXY (67.82%)
Beta
-1.62
Rank
2 of 5
Low
VXX (-4.03)
High
XVZ (-1.28)
Standard Deviation
2.82%
Rank
5 of 5
Low
VXZ (2.82%)
High
VXX (10.25%)

 
View Summary Analysis
 

Technicals

  • 20 Day MA $34.51
  • 60 Day MA $32.19
  • MACD 15 Period -0.29
  • MACD 100 Period 1.81
  • Williams % Range 10 Day 91.52
  • Williams % Range 20 Day 64.26
  • RSI 10 Day 48
  • RSI 20 Day 54
  • RSI 30 Day 54
  • Ultimate Oscillator 43

Bollinger Brands

  • Lower Bollinger (10 Day) $34.09
  • Upper Bollinger (10 Day) $35.64
  • Lower Bollinger (20 Day) $33.10
  • Upper Bollinger (20 Day) $35.86
  • Lower Bollinger (30 Day) $30.78
  • Upper Bollinger (30 Day) $36.42

Support & Resistance

  • Support Level 1 $33.60
  • Support Level 2 $33.12
  • Resistance Level 1 $34.98
  • Resistance Level 2 $35.88

Stochastic

  • Stochastic Oscillator %D (1 Day) 36.38
  • Stochastic Oscillator %D (5 Day) 41.12
  • Stochastic Oscillator %K (1 Day) 50.24
  • Stochastic Oscillator %K (5 Day) 58.85

Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETFdb.com. Information contained within the fact sheet is not guaranteed to be timely or accurate.

Download the fact sheet PDF

Disclosures

Copyright © 2021 FactSet Research Systems Inc. All rights reserved.

Copyright MSCI ESG Research LLC [2018]. All Rights Reserved. MSCI ESG Research LLC’s (“MSCI ESG”) Fund Metrics products (the “Information”) provide environmental, social and governance data with respect to underlying securities within more than 23,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted, to nor received approval from, the US SEC or any other regulatory body. None of the information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided “as is” and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information. All Information is provided solely for your internal use, and may not be reproduced or redisseminated in any form without express prior written permission from MSCI. Neither MSCI ESG nor any of its affiliates or any third party involved in or related to creating any Information makes any express or implied warranties, representations or guarantees, and in no event will MSCI ESG or any such affiliate or third party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) relating to any Information. More information on MSCI ESG Fund Metrics, provided by MSCI ESG Research LLC, can be found at https://www.msci.com/esg-fund-metrics.
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