Short VIX Short-Term Futures ETF (SVXY)
Description
The investment seeks to track the performance of the S&P 500 VIX Short-Term Futures Index. The SVXY ETF contains constituents. It is focused on holdings in the region.
Price $49.24 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | |
| Expense ratio | 1.38% |
| Average spread | 0.02% |
| 1Y roundtrip cost | 1.4% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -8.7% | -8.6% | 6.2% | -12.6% | 5.0% | -3.6% | 11.4% | -1.4% | -8.3% | 1.3% | -19.3% | ||
| 2021 | -13.1% | 12.2% | 16.6% | 5.8% | 4.1% | 7.1% | -3.2% | 7.7% | -6.1% | 13.2% | -12.7% | 14.5% | 46.1% |
| 2020 | -5.0% | -18.1% | -38.9% | 6.8% | 3.6% | -8.2% | 7.7% | 2.2% | 2.3% | -5.0% | 22.6% | 0.2% | -29.7% |
| 2019 | 13.9% | 5.9% | 2.6% | 6.3% | -10.5% | 8.1% | 4.3% | -9.9% | 5.5% | 8.1% | 9.2% | 3.5% | 47.0% |
| 2018 | -7.9% | -89.6% | -4.0% | 5.0% | 4.9% | -1.6% | 8.0% | 3.1% | 4.3% | -17.8% | 3.1% | -15.6% | -108.1% |
| 2017 | 29.5% | 3.9% | 15.2% | 2.8% | 5.7% | 5.2% | 12.8% | -11.8% | 16.9% | 14.5% | 5.1% | 13.6% | 113.5% |
| 2016 | -22.5% | -5.7% | 37.0% | 1.2% | 21.1% | -20.8% | 34.0% | 11.1% | 0.3% | -1.9% | 17.9% | 7.5% | 79.1% |
| 2015 | -20.1% | 31.7% | 5.8% | 14.9% | 13.2% | -10.7% | 18.9% | -46.8% | -4.8% | 27.7% | -4.0% | -13.6% | 12.2% |
| 2014 | -16.6% | 8.8% | 1.3% | 3.6% | 19.0% | 15.6% | -11.8% | 9.3% | -11.9% | -8.2% | 9.9% | -19.1% | -0.3% |
| 2013 | 26.1% | -4.2% | 15.1% | -1.2% | -2.1% | -11.0% | 35.4% | -13.2% | 14.1% | 8.4% | 12.7% | 5.0% | 85.2% |
| 2012 | 30.3% | 4.9% | 37.3% | -2.8% | -25.3% | 26.2% | 6.0% | 16.0% | 21.9% | -5.7% | 19.2% | -13.6% | 114.4% |
| 2011 | -13.0% | 14.6% | 1.6% | ||||||||||
| 6.0% | -58.8% | 94.2% | 29.7% | 38.6% | 6.3% | 123.6% | -33.7% | 34.2% | 34.9% | 70.0% | -3.1% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| CBOE Volatility Index (VIX) Futures | 100.00% |
| Top 1 Weights | 100.00% |
Compare with similar ETFs
| SVXY | ESGA | MRSK | PSFF | TDVG | USXF | |
|---|---|---|---|---|---|---|
| Product name | Short VIX Short-Term Futures ETF | American Century Sustainable Equity ETF | Agility Shares Managed Risk ETF | Pacer Swan SOS Fund of Funds ETF | T. Rowe Price Dividend Growth ETF | iShares ESG Advanced MSCI USA ETF |
| Issuer | ProShares | American Century | Agility Shares | Pacer | T. Rowe Price | iShares |
| Price | $49.24 | $46.698 | $25.7225 | $20.914 | $28.9 | $28.16 |
| Expense Ratio | 1.38% |  0.39% | 0.99% | 0.93% | 0.5% | 0.1% |
| Average Spread | 0.020% | 0.193% | 0.350% | 0.574% | 0.104% | 0.249% |
| AUM | $297,234,000 | $123,757,000 | $8,325,190 | $37,933,200 | $92,411,800 | $357,421,000 |
| Shares | 6,036,428 | 2,650,159 | 323,654 | 1,813,769 | 3,197,640 | 12,692,505 |
| Average Daily Volume | 2,252,490 | 5,947 | 19,590 | 43,497 | 54,133 | 92,750 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2011-10-03 | 2020-07-13 | 2020-06-25 | 2020-12-29 | 2020-08-04 | 2020-06-16 |
| Index Tracked | S&P 500 VIX Short-Term Futures Index | No Underlying Index | No Underlying Index | No Underlying Index | No Underlying Index | MSCI USA Choice ESG Screened Index |
| Category | Leveraged Volatility | Large Cap Growth Equities | Hedge Fund | n/a | Large Cap Growth Equities | Large Cap Growth Equities |
| Asset Class | Volatility | Equity | Multi-Asset | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | ||||
| Value or Growth | Blend | Blend | Blend | |||
| Region | North America | North America | North America | North America | ||
| Countries | U.S. | U.S. | Broad | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0 | $0.364 | $4.183 | $0 | $0.247 | $0.415 |
| Annual Dividend Yield | 0.000% | 0.008% | 0.163% | 0.000% | 0.009% | 0.015% |
| Number of Holdings | 0 | 0 | 102 | 335 | ||
| YTD Return | -20.00% | -22.25% | -12.69% | -8.26% | -17.83% | -27.91% |
| Beta | -0.61 | 1.01 | 0.50 | 0.45 | 0.78 | 1.04 |
| Upside Beta | -0.71 | 0.40 | 0.09 | -0.02 | 0.45 | 0.42 |
| Downside Beta | -0.02 | -0.30 | -0.36 | -0.20 | -0.11 | -0.34 |
| Volatility 1Y | 39.43% | 23.52% | 12.56% | 11.70% | 18.74% | 24.73% |
| Sharpe Ratio 3Y | -0.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Treynor Ratio 3Y | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |