Tracking Market Volatility (VIX) ETNs

Tracking Market Volatility (VIX) ETNs
  • Pininvest Analysis

Because volatility ETNs are part of the smart β family of funds, we include a selection of funds, differentiated by the underlying Futures, short - or mid-term and monthly or quaterly contracts

Though none of the assets in any of our listings should be understood as investment recommendations taken at face value, this is markedly so with volatility ETNs, (imperfect) trackers of the VIX volatility index and not buy-and-hold portfolio assets

To view the short-term tracking features of the theme - and its constituents - select a one-month time frame on the toolbar

Our ETF and ETN US smart-β themes present a wide range of funds – in terms of market coverage, size and style. We hope to achieve a fair coverage of funds in each category, which is a work in progress

We do not receive any commission or other form of compensation from the providers included in our 'Funds' presentation

Tracking Market Volatility (VIX) ETNs • Updated:

Name Ticker Exchange Category SubCategory Currency Cur.Price AUM Perf. Vol. Risk Contrib. MDD
Barclays ETN+ S&P VEQTOR ETN VQT NYSEARCA US Market Downside Protection USD 164.56 17 M 0.3% 9%   -1% -12%
iPath® S&P 500 Dynamic VIX ETN XVZ NYSEARCA Long Volatility-Index Short / Medium Term USD 17.61 4.7 M -6.4% 18%   3% -17%
ProShares VIX Mid-Term Futures ETF VIXM NYSEARCA Long Volatility-Index Medium Term USD 22.29 17 M 0.5% 27%   12% -23%
ProShares VIX Short-Term Futures ETF VIXY NYSEARCA Long Volatility-Index Short Term USD 23.36 60 M -17.4% 62%   23% -49%
ProSharesUltra VIX Short-Term Futures ETF UVXY NYSEARCA Long Volatility-Index Short Term Levgd USD 36.24 875 M -35.2% 90%   26% -65%
VelocityShares Daily 2x VIX Short-Term ETN TVIX NASDAQ Long Volatility-Index Short Term Levgd USD 22.54 834 M -53.2% 117%   25% -76%
VelocityShares Daily Inverse VIX MT ETN ZIV NASDAQ Inverse Volatility-Index Medium Term USD 71.26 82 M -5.3% 28%   -11% -27%
VelocityShares Daily Long VIX Short-Term ETN VIIX NASDAQ Long Volatility-Index Short Term USD 12.04 45 M -16.6% 62%   24% -49%