Direxion S&P 500 Volatility Response Shares ETF (VSPY)

Description

The VSPY ETF contains constituents. It is focused on blend holdings in the region.

Price $9.04 as of 2022-10-20

Cost/Risk/Yield

Dividend yield
Expense ratio1.1%
Average spread0.332%
1Y roundtrip cost1.432%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-0.7%0.0%0.3%-3.4%0.5%-3.9%3.6%-1.9%-4.3%-0.4%-10.1%
20210.1%-0.1%-0.1%-0.2%0.4%0.2%
-0.7%0.0%0.3%-3.4%0.5%-3.9%3.6%-1.7%-4.4%-0.5%-0.2%0.4%

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
JPMorgan Ultra-Short Income ETF21.14%
U.S. Dollar19.06%
PGIM Ultra Short Bond ETF15.52%
JPMorgan Ultra-Short Municipal Income ETF14.09%
BlackRock Ultra Short-Term Bond ETF14.07%
Invesco Ultra Short Duration ETF6.40%
Goldman Sachs Access Ultra Short Bond ETF3.33%
First Trust Ultra Short Duration Municipal ETF2.78%
FlexShares Ready Access Variable Income Fund2.56%
OPTIONS1.04%
Top 10 Weights99.99%

Compare with similar ETFs

VSPY
Product nameDirexion S&P 500 Volatility Response Shares ETF
IssuerVectorShares
Price$9.036
Expense Ratio1.1%
Average Spread0.332%
AUM$0
Shares0
Average Daily Volume111,060
Home page
Inception Date2021-07-19
Index TrackedNo Underlying Index
CategoryLong-Short
Asset ClassMulti-Asset
Asset Class Size
Value or GrowthBlend
Region
CountriesU.S.
Annual Dividend Rate$0
Annual Dividend Yield0.000%
Number of Holdings
YTD Return-9.87%
Beta0.43
Upside Beta-0.29
Downside Beta-0.60
Volatility 1Y11.15%
Sharpe Ratio 3Y0.00
Treynor Ratio 3Y0.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew