VIX Mid-Term Futures ETF (VIXM)
Description
The investment seeks to track the performance of the S&P 500 VIX Mid-Term Futures Index. The VIXM ETF contains 5 constituents. It is focused on holdings in the region.
Price $35.47 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | |
| Expense ratio | 0.85% |
| Average spread | 0.141% |
| 1Y roundtrip cost | 0.991% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -0.1% | 5.1% | -1.8% | 11.4% | -2.1% | 3.0% | -8.7% | 3.3% | 6.3% | -0.1% | 16.3% | ||
| 2021 | 15.9% | -2.9% | -15.1% | -2.6% | -5.9% | -4.9% | 3.8% | -3.6% | 5.8% | -5.9% | 8.0% | -6.9% | -14.4% |
| 2020 | -0.7% | 11.6% | 62.9% | 1.4% | 1.5% | 1.7% | -1.4% | 1.1% | 1.4% | 1.3% | -13.1% | 2.5% | 70.2% |
| 2019 | -12.2% | -8.4% | 0.4% | -1.9% | 8.0% | -5.5% | 0.3% | 8.8% | 0.3% | -3.5% | -3.2% | -3.7% | -20.6% |
| 2018 | 1.2% | 15.8% | 6.7% | -6.6% | -6.7% | -0.1% | -5.7% | -1.8% | -2.9% | 20.4% | -4.4% | 12.4% | 28.1% |
| 2017 | -12.5% | -4.1% | -10.1% | -6.0% | -2.0% | -6.7% | -7.7% | 3.8% | -4.3% | -8.1% | 1.3% | -9.7% | -66.2% |
| 2016 | 8.9% | 5.2% | -14.5% | 3.7% | -6.2% | 2.2% | -9.2% | -0.7% | -3.6% | -1.8% | -4.8% | -0.8% | -21.7% |
| 2015 | 7.6% | -11.4% | 0.3% | -4.8% | -6.1% | -0.5% | -6.9% | 25.5% | 0.0% | -15.1% | 0.0% | 0.2% | -11.2% |
| 2014 | 3.8% | -3.9% | -3.8% | -3.4% | -4.1% | -9.7% | 0.4% | -3.3% | 6.3% | -2.3% | -3.0% | 5.5% | -17.5% |
| 2013 | -18.0% | -2.3% | -3.6% | -7.1% | 5.5% | 9.1% | -16.1% | 5.9% | -8.3% | -3.9% | -5.3% | -7.9% | -52.0% |
| 2012 | -9.7% | 0.2% | -15.4% | -1.8% | 10.9% | -10.9% | -5.9% | -3.0% | -17.1% | -7.0% | -9.7% | -2.2% | -71.6% |
| 2011 | -4.0% | -1.5% | -6.5% | -3.1% | 1.2% | -3.3% | 29.0% | 16.1% | -17.0% | 8.2% | -7.7% | 11.3% | |
| -15.8% | 0.8% | 4.4% | -24.3% | -10.4% | -21.1% | -60.4% | 64.8% | 0.2% | -43.0% | -26.1% | -18.4% |
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 |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| VIXM | EPV | MZZ | SKF | VXZ | VXZB | |
|---|---|---|---|---|---|---|
| Product name | VIX Mid-Term Futures ETF | ULTRASHORT FTSE EUROPE ETF | UltraShort MidCap400 ETF | UltraShort Financials ETF | iPath S&P 500 VIX Mid-Term Futures ETN | iPath Series B S&P 500 VIX Short-Term Futures ETN |
| Issuer | ProShares | ProShares | ProShares | ProShares | iPath | N/A |
| Price | $35.47 | $17.53 | $20.2 | $23.65 | $30.1 | $30.1 |
| Expense Ratio | 0.85% |  0.95% | 0.95% | 0.95% | 0.89% | 0.89% |
| Average Spread | 0.141% | 0.171% | 0.248% | 0.042% | 0.166% | 0.166% |
| AUM | $159,781,000 | $12,013,300 | $2,357,990 | $33,506,500 | $51,768,100 | $0 |
| Shares | 4,504,685 | 685,302 | 116,732 | 1,416,765 | 1,719,872 | 0 |
| Average Daily Volume | 100,863 | 1,474,050 | 3,630 | 89,753 | 41,287 | 41,287 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2011-01-04 | 2009-06-16 | 2006-07-11 | 2007-01-30 | 2018-01-17 | 2018-01-17 |
| Index Tracked | S&P 500 VIX Mid-Term Futures Index | FTSE Developed Europe All Cap Index | S&P Mid Cap 400 | DJ Global United States (All) / Financials -IND | S&P 500 VIX Mid-Term Futures Index | S&P 500 VIX Mid-Term Futures Index |
| Category | Volatility | Leveraged Equities | Leveraged Equities | Leveraged Equities | Volatility | Volatility |
| Asset Class | Volatility | Equity | Equity | Equity | Volatility | Volatility |
| Asset Class Size | ||||||
| Value or Growth | Blend | Blend | Blend | |||
| Region | ||||||
| Countries | U.S. | Broad | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0 | $0 | $0 | $0 | $0 | $0 |
| Annual Dividend Yield | 0.000% | 0.000% | 0.000% | 0.000% | 0.000% | 0.000% |
| Number of Holdings | 5 | 0 | 0 | |||
| YTD Return | 16.03% | 58.07% | 32.98% | 42.99% | 16.98% | 16.98% |
| Beta | -1.21 | -1.70 | -1.26 | -1.42 | 0.77 | 0.77 |
| Upside Beta | 0.31 | 0.11 | -0.38 | -0.39 | 0.31 | 0.31 |
| Downside Beta | 0.36 | 0.11 | -0.43 | -0.47 | 1.17 | 1.17 |
| Volatility 1Y | 30.28% | 48.22% | 49.07% | 45.51% | 30.57% | 30.57% |
| Sharpe Ratio 3Y | 0.73 | -0.52 | -0.74 | -0.66 | 0.77 | 0.77 |
| Treynor Ratio 3Y | -0.02 | 0.01 | 0.02 | 0.02 | 0.03 | 0.03 |