VIX Short-Term Futures ETF (VIXY)
Description
The investment seeks to track the performance of the S&P 500 VIX Short-Term Futures Index. The VIXY ETF contains 3 constituents. It is focused on holdings in the region.
Price $16.48 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | |
| Expense ratio | 0.85% |
| Average spread | 0.061% |
| 1Y roundtrip cost | 0.911% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 15.2% | 12.4% | -15.7% | 24.5% | -15.2% | 4.3% | -20.2% | 0.2% | 17.2% | -3.6% | 19.2% | ||
| 2021 | 25.9% | -24.6% | -28.4% | -12.0% | -13.9% | -15.1% | 2.9% | -15.8% | 9.4% | -23.3% | 18.4% | -26.7% | -103.2% |
| 2020 | 7.6% | 40.9% | 101.3% | -18.1% | -12.1% | 1.7% | -15.6% | -6.3% | -7.1% | 6.5% | -35.3% | -2.3% | 61.2% |
| 2019 | -24.5% | -11.4% | -7.0% | -12.1% | 18.7% | -14.6% | -9.3% | 14.0% | -11.8% | -16.7% | -16.7% | -8.3% | -99.6% |
| 2018 | 7.1% | 47.9% | 6.7% | -12.3% | -11.0% | -0.1% | -15.2% | -7.5% | -8.4% | 41.1% | -8.3% | 36.1% | 76.1% |
| 2017 | -23.9% | -5.1% | -14.3% | -5.0% | -10.2% | -5.4% | -12.3% | 3.2% | -15.4% | -13.4% | -5.8% | -12.7% | -120.4% |
| 2016 | 20.0% | 2.9% | -29.0% | -5.0% | -19.1% | 2.0% | -26.2% | -10.9% | -5.9% | 0.3% | -18.2% | -8.5% | -97.7% |
| 2015 | 17.0% | -25.1% | -7.5% | -14.5% | -13.0% | 6.1% | -20.5% | 67.7% | -4.5% | -26.6% | -0.3% | 6.7% | -14.6% |
| 2014 | 15.7% | -11.5% | -3.8% | -4.6% | -16.5% | -15.0% | 10.7% | -11.0% | 10.9% | -2.9% | -9.7% | 15.2% | -22.5% |
| 2013 | -23.2% | -1.5% | -15.4% | -6.2% | 1.1% | 8.2% | -27.5% | 13.0% | -14.0% | -12.3% | -12.1% | -6.2% | -95.9% |
| 2012 | -24.5% | -8.3% | -31.8% | -1.6% | 26.2% | -27.3% | -10.2% | -15.4% | -21.7% | 2.8% | -20.0% | 7.7% | -124.1% |
| 2011 | -5.5% | -2.7% | -21.0% | -8.3% | -1.1% | 10.6% | 65.7% | 36.8% | -25.3% | 4.2% | -15.1% | 38.4% | |
| 12.4% | 11.2% | -47.4% | -87.8% | -73.3% | -56.3% | -132.9% | 96.8% | -14.4% | -73.5% | -103.8% | -14.2% |
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
| VIXY | FAZ | GLDI | SMDD | VIXM | VXX | |
|---|---|---|---|---|---|---|
| Product name | VIX Short-Term Futures ETF | Direxion Daily Financial Bear 3x Shares ETF | X-Links Gold Shares Covered Call ETN | UltraPro Short MidCap400 ETF | VIX Mid-Term Futures ETF | iPath® S&P 500 VIX Short-Term Futures ETN |
| Issuer | ProShares | Direxion | Credit Suisse | ProShares | ProShares | iPath |
| Price | $16.48 | $24.15 | $140.743 | $29.43 | $35.47 | $20.33 |
| Expense Ratio | 0.85% |  1.07% |  0.65% | 0.95% | 0.85% | 0.89% |
| Average Spread | 0.061% | 0.041% | 0.007% | 0.238% | 0.141% | 0.049% |
| AUM | $301,799,000 | $172,860,000 | $1,919,820,000 | $7,364,330 | $159,781,000 | $1,036,730,000 |
| Shares | 18,313,043 | 7,157,779 | 13,640,662 | 250,232 | 4,504,685 | 50,995,261 |
| Average Daily Volume | 12,763,310 | 4,637,767 | 9,103 | 38,320 | 100,863 | 3,308,647 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2011-01-03 | 2008-11-06 | 2013-01-29 | 2010-02-11 | 2011-01-04 | 2018-01-19 |
| Index Tracked | S&P 500 VIX Short-Term Futures Index | Russell 1000 Financial Services | Credit Suisse NASDAQ Gold FLOWS 103 Index | S&P Mid Cap 400 | S&P 500 VIX Mid-Term Futures Index | S&P 500 VIX Short-Term Futures Index |
| Category | Volatility | Leveraged Equities | Precious Metals | Leveraged Equities | Volatility | Volatility |
| Asset Class | Volatility | Equity | Multi-Asset | Equity | Volatility | Volatility |
| Asset Class Size | ||||||
| Value or Growth | Blend | Blend | ||||
| Region | ||||||
| Countries | U.S. | U.S. | Broad | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0 | $0 | $17.987 | $0 | $0 | $0 |
| Annual Dividend Yield | 0.000% | 0.000% | 0.128% | 0.000% | 0.000% | 0.000% |
| Number of Holdings | 3 | 5 | 0 | |||
| YTD Return | 8.64% | 26.71% | -8.65% | 40.41% | 16.03% | 9.71% |
| Beta | -2.22 | -1.11 | -0.48 | -3.54 | -1.21 | -3.17 |
| Upside Beta | 0.50 | -0.15 | 0.04 | 0.35 | 0.31 | -1.88 |
| Downside Beta | 0.46 | -0.16 | 0.30 | 0.42 | 0.36 | -2.66 |
| Volatility 1Y | 78.35% | 72.90% | 11.06% | 74.04% | 30.28% | 71.18% |
| Sharpe Ratio 3Y | -0.55 | -0.62 | 0.28 | -0.27 | 0.73 | -0.57 |
| Treynor Ratio 3Y | 0.01 | 0.03 | 0.00 | 0.01 | -0.02 | 0.01 |