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.
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ETF Database staff has allocated each ETF in the ETF database, as well as each index, to a single ‘best-fit’ ETF Database Category. Other ETFs in the Volatility ETF Database Category are presented in the following table.
* Assets in thousands of U.S. Dollars.
Historical return data for other ETFs in the Volatility ETF Database Category is presented in the following table.
Fund flow information for other ETFs in the Volatility ETF Database Category is presented in the following table.
Expense information for other ETFs in the Volatility ETF Database Category is presented in the following table.
Dividend information for other ETFs in the Volatility ETF Database Category is presented in the following table.
Holdings data for other ETFs in the Volatility ETF Database Category is presented in the following table.
Tax Rate data for other ETFs in the Volatility ETF Database Category is presented in the following table.
Technical information for other ETFs in the Volatility ETF Database Category is presented in the following table.
Links to analysis of other ETFs in the Volatility ETF Database Category is presented in the following table.
Links to a proprietary ETF Database rating for other ETFs in the Volatility ETF Database Category is presented in the following table.
| Symbol | ETF Name | Asset Class | Total Assets* | YTD | Avg Volume | Previous Closing Price | 1-Day Change | Overall Rating | 1 Week | 1 Month | 1 Year | 3 Year | 5 Year | YTD FF | 1 Week FF | 4 Week FF | 1 Year FF | 3 Year FF | 5 Year FF | ETF Database | Inception | ER | Commission Free | Annual Dividend Rate | Dividend Date | Dividend | Annual Dividend Yield % | P/E Ratio | Beta | # of Holdings | % In Top 10 | Complete | ST Cap Gain Rate | LT Cap Gain Rate | Tax Form | Lower Bollinger | Upper Bollinger | Support 1 | Resistance 1 | RSI | Advanced | Fact Sheet | ETF Holdings | Chart | ETF Home Page | Head-To-Head | Liquidity Rating | Expenses Rating | Returns Rating | Volatility Rating | Dividend Rating | Concentration Rating |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VXX | iPath Series B S&P 500 VIX Short-Term Futures ETN | Volatility | $380,706 | -38.5% | 6,124,866.0 | $34.73 | -2.58% | -4.8% | -8.3% | -61.3% | -59.7% | -43.7% | Volatility | 2018-01-19 | 0.89% | N/A | $0.00 | N/A | N/A | 0.00% | N/A | -2.95 | 1 | 100.0% | View | 40% | 20% | 1099 | $34.12 | $40.94 | $33.93 | $35.69 | 39.42 | View | View | View | View | View | View | A+ | B- | |||||||||||
| VIXY | ProShares VIX Short-Term Futures ETF | Volatility | $263,790 | -38.8% | 9,039,984.0 | $6.96 | -2.66% | -4.9% | -8.2% | -60.9% | -60.1% | -44.0% | Volatility | 2011-01-03 | 1.05% | N/A | $0.00 | N/A | N/A | 0.00% | N/A | -3.20 | 1 | 100.0% | View | 28% | 28% | K-1 | $6.85 | $8.23 | $6.80 | $7.16 | 39.04 | View | View | View | View | View | View | A | B+ | |||||||||||
| VIXM | ProShares VIX Mid-Term Futures ETF | Volatility | $67,864 | -16.8% | 81,452.0 | $25.25 | -0.63% | -3.4% | -5.7% | -26.6% | -13.9% | 2.0% | Volatility | 2011-01-03 | 0.98% | N/A | $0.00 | N/A | N/A | 0.00% | N/A | -1.35 | 1 | 100.0% | View | 28% | 28% | K-1 | $25.27 | $27.51 | $24.94 | $25.50 | 39.95 | View | View | View | View | View | View | A- | A- | |||||||||||
| VXZ | iPath Series B S&P 500® VIX Mid-Term Futures ETN | Volatility | $57,328 | -16.5% | 40,894.0 | $21.58 | -0.60% | -3.6% | -6.0% | -25.4% | -13.2% | N/A | Volatility | 2018-01-17 | 0.89% | N/A | $0.00 | N/A | N/A | 0.00% | N/A | -1.30 | 1 | 100.0% | View | 40% | 20% | 1099 | $21.63 | $23.54 | $21.32 | $21.81 | 40.39 | View | View | View | View | View | View | B | B | |||||||||||
| SPKY | ConvexityShares Daily 1.5x SPIKES Futures ETF | Alternatives | $695 | -53.8% | 3,763.0 | $8.89 | -2.95% | -6.8% | -11.7% | N/A | N/A | N/A | Volatility | 2022-08-15 | 0.79% | N/A | $0.00 | N/A | N/A | 0.00% | N/A | 7.09 | 2 | 100.0% | View | 40% | 20% | 1099 | $8.57 | $11.28 | N/A | N/A | 39.53 | View | View | View | View | View | View | N/A | B- | |||||||||||
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