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 2022-10-20

Cost/Risk/Yield

Dividend yield
Expense ratio0.85%
Average spread0.141%
1Y roundtrip cost0.991%

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%
202115.9%-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%
20181.2%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%
20168.9%5.2%-14.5%3.7%-6.2%2.2%-9.2%-0.7%-3.6%-1.8%-4.8%-0.8%-21.7%
20157.6%-11.4%0.3%-4.8%-6.1%-0.5%-6.9%25.5%0.0%-15.1%0.0%0.2%-11.2%
20143.8%-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
0.000.000.000.000.000.000.000.000.000.000.000.00

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

VIXM EPV MZZ SKF VXZ VXZB
Product nameVIX Mid-Term Futures ETFULTRASHORT FTSE EUROPE ETFUltraShort MidCap400 ETFUltraShort Financials ETFiPath S&P 500 VIX Mid-Term Futures ETNiPath Series B S&P 500 VIX Short-Term Futures ETN
IssuerProSharesProSharesProSharesProSharesiPathN/A
Price$35.47$17.53$20.2$23.65$30.1$30.1
Expense Ratio0.85%worse0.95%worse0.95%worse0.95%worse0.89%worse0.89%
Average Spread0.141%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
Shares4,504,685685,302116,7321,416,7651,719,8720
Average Daily Volume100,8631,474,0503,63089,75341,28741,287
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2011-01-042009-06-162006-07-112007-01-302018-01-172018-01-17
Index TrackedS&P 500 VIX Mid-Term Futures IndexFTSE Developed Europe All Cap IndexS&P Mid Cap 400DJ Global United States (All) / Financials -INDS&P 500 VIX Mid-Term Futures IndexS&P 500 VIX Mid-Term Futures Index
CategoryVolatilityLeveraged EquitiesLeveraged EquitiesLeveraged EquitiesVolatilityVolatility
Asset ClassVolatilityEquityEquityEquityVolatilityVolatility
Asset Class Size
Value or GrowthBlendBlendBlend
Region
CountriesU.S.BroadU.S.U.S.U.S.U.S.
Annual Dividend Rate$0$0$0$0$0$0
Annual Dividend Yield0.000%0.000%0.000%0.000%0.000%0.000%
Number of Holdings500
YTD Return16.03%58.07%32.98%42.99%16.98%16.98%
Beta-1.21-1.70-1.26-1.420.770.77
Upside Beta0.310.11-0.38-0.390.310.31
Downside Beta0.360.11-0.43-0.471.171.17
Volatility 1Y30.28%48.22%49.07%45.51%30.57%30.57%
Sharpe Ratio 3Y0.73-0.52-0.74-0.660.770.77
Treynor Ratio 3Y-0.020.010.020.020.030.03

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew