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  1. ETF Database Indexes
  2. Citi Volatility Index Total Return – ETF Tracker

Citi Volatility Index Total Return – ETF Tracker

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.

ETFs Tracking Other Mutual Funds

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ETFs Tracking Other Volatility

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.

ETFs Tracking Other Volatility

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

ETFs Tracking Other Volatility

Fund flow information for other ETFs in the Volatility ETF Database Category is presented in the following table.

ETFs Tracking Other Volatility

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

ETFs Tracking Other Volatility

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

ETFs Tracking Other Volatility

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

ETFs Tracking Other Volatility

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

ETFs Tracking Other Volatility

Technical information for other ETFs in the Volatility ETF Database Category is presented in the following table.

ETFs Tracking Other Volatility

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

ETFs Tracking Other Volatility

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 $447,030 -58.7% 10,458,002.0 $23.32 1.97% 2.0% 0.3% -71.7% -61.4% -44.1% 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 $19.20 $24.37 $22.34 $23.83 50.97 View View View View View View A+ B-
VIXY ProShares VIX Short-Term Futures ETF Volatility $207,403 -59.0% 4,145,188.0 $23.30 1.75% 1.8% 0.1% -72.1% -61.8% -44.4% 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 $19.20 $24.38 $22.32 $23.82 50.76 View View View View View View A B+
VIXM ProShares VIX Mid-Term Futures ETF Volatility $59,445 -36.1% 92,435.0 $19.41 0.78% 1.5% -1.9% -45.0% -22.2% -1.3% 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 $17.97 $19.84 $19.06 $19.61 49.25 View View View View View View A- A-
VXZ iPath Series B S&P 500® VIX Mid-Term Futures ETN Volatility $49,543 -35.3% 61,077.0 $16.73 0.66% 1.6% -1.8% -44.1% -21.4% 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 $15.45 $17.08 $16.41 $16.91 49.68 View View View View View View B B
SPKY ConvexityShares Daily 1.5x SPIKES Futures ETF Alternatives $572 -75.6% 8,195.0 $4.70 2.40% 2.9% -3.1% -86.6% 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 $3.67 $5.02 $4.42 $4.84 48.92 View View View View View View N/A B-
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