iPath® S&P 500 VIX Short-Term Futures ETN (VXX)
Description
The investment seeks to track the performance of the S&P 500 VIX Short-Term Futures Index. The VXX ETF contains 0 constituents. It is focused on holdings in the region.
Price $20.33 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | |
| Expense ratio | 0.89% |
| Average spread | 0.049% |
| 1Y roundtrip cost | 0.939% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 15.5% | 12.1% | 7.1% | 7.8% | -18.6% | 2.3% | -9.3% | -8.1% | 10.2% | -4.1% | 15.0% | ||
| 2021 | 25.6% | -24.0% | -28.9% | -11.9% | -13.6% | -15.1% | 2.5% | -15.6% | 9.2% | -23.0% | 18.8% | -27.2% | -103.2% |
| 2020 | 7.1% | 40.8% | 102.8% | -18.1% | -12.5% | 2.5% | -16.0% | -5.9% | -7.3% | 6.5% | -35.2% | -2.3% | 62.5% |
| 2019 | -24.6% | -11.3% | -6.8% | -12.2% | 18.5% | -14.5% | -9.3% | 14.5% | -12.1% | -16.8% | -16.3% | -8.6% | -99.6% |
| 2018 | 44.1% | 11.0% | -16.3% | -9.9% | -0.1% | -15.0% | -5.4% | -10.1% | 40.7% | -8.3% | 36.3% | 67.1% | |
| 23.6% | 61.7% | 85.1% | -50.7% | -36.2% | -24.9% | -47.0% | -20.5% | -10.0% | 3.4% | -41.0% | -1.8% |
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
| VXX | FLGV | REK | TAIL | UVXY | VIXY | |
|---|---|---|---|---|---|---|
| Product name | iPath® S&P 500 VIX Short-Term Futures ETN | Franklin Liberty U.S. Treasury Bond ETF | Short Real Estate ETF | Cambria Tail Risk ETF | Ultra VIX Short-Term Futures ETF | VIX Short-Term Futures ETF |
| Issuer | iPath | Franklin | ProShares | Cambria | ProShares | ProShares |
| Price | $20.33 | $20.342 | $22.23 | $16.08 | $12.15 | $16.48 |
| Expense Ratio | 0.89% |  0.09% |  0.95% | 0.59% | 0.95% | 0.85% |
| Average Spread | 0.049% | 0.295% | 0.180% | 0.124% | 0.082% | 0.061% |
| AUM | $1,036,730,000 | $352,334,000 | $23,537,700 | $292,972,000 | $805,079,000 | $301,799,000 |
| Shares | 50,995,261 | 17,320,534 | 1,058,824 | 18,219,634 | 66,261,624 | 18,313,043 |
| Average Daily Volume | 3,308,647 | 74,723 | 256,203 | 531,930 | 67,325,440 | 12,763,310 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2018-01-19 | 2020-06-09 | 2010-03-18 | 2017-04-06 | 2011-10-03 | 2011-01-03 |
| Index Tracked | S&P 500 VIX Short-Term Futures Index | No Underlying Index | DJ Global United States (All) / Real Estate -SS | No Underlying Index | S&P 500 VIX Short-Term Futures Index | S&P 500 VIX Short-Term Futures Index |
| Category | Volatility | Government Bonds | Real Estate | Diversified Portfolio | Leveraged Volatility | Volatility |
| Asset Class | Volatility | Bond | Real Estate | Multi-Asset | Volatility | Volatility |
| Asset Class Size | ||||||
| Value or Growth | Blend | |||||
| Region | ||||||
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0 | $0.441 | $0 | $0.181 | $0 | $0 |
| Annual Dividend Yield | 0.000% | 0.022% | 0.000% | 0.011% | 0.000% | 0.000% |
| Number of Holdings | 0 | 39 | 3 | |||
| YTD Return | 9.71% | -13.72% | 40.34% | -9.13% | -2.25% | 8.64% |
| Beta | -3.17 | -0.05 | -0.99 | -0.60 | -2.16 | -2.22 |
| Upside Beta | -1.88 | -0.18 | 0.08 | -0.48 | 0.58 | 0.50 |
| Downside Beta | -2.66 | -0.24 | 0.23 | -0.25 | 0.34 | 0.46 |
| Volatility 1Y | 71.18% | 6.03% | 22.88% | 18.79% | 116.51% | 78.35% |
| Sharpe Ratio 3Y | -0.57 | 0.00 | -0.35 | -0.83 | -0.46 | -0.55 |
| Treynor Ratio 3Y | 0.01 | 0.00 | 0.01 | 0.01 | 0.02 | 0.01 |