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 2022-10-20

Cost/Risk/Yield

Dividend yield
Expense ratio0.89%
Average spread0.049%
1Y roundtrip cost0.939%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
202215.5%12.1%7.1%7.8%-18.6%2.3%-9.3%-8.1%10.2%-4.1%15.0%
202125.6%-24.0%-28.9%-11.9%-13.6%-15.1%2.5%-15.6%9.2%-23.0%18.8%-27.2%-103.2%
20207.1%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%
201844.1%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
0.000.000.000.000.000.000.000.000.000.000.000.00

Sectors and Top Holdings

Security % Assets
CBOE Volatility Index (VIX) Futures100.00%
Top 1 Weights100.00%

Compare with similar ETFs

VXX FLGV REK TAIL UVXY VIXY
Product nameiPath® S&P 500 VIX Short-Term Futures ETNFranklin Liberty U.S. Treasury Bond ETFShort Real Estate ETFCambria Tail Risk ETFUltra VIX Short-Term Futures ETFVIX Short-Term Futures ETF
IssueriPathFranklinProSharesCambriaProSharesProShares
Price$20.33$20.342$22.23$16.08$12.15$16.48
Expense Ratio0.89%better0.09%worse0.95%better0.59%worse0.95%better0.85%
Average Spread0.049%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
Shares50,995,26117,320,5341,058,82418,219,63466,261,62418,313,043
Average Daily Volume3,308,64774,723256,203531,93067,325,44012,763,310
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2018-01-192020-06-092010-03-182017-04-062011-10-032011-01-03
Index TrackedS&P 500 VIX Short-Term Futures IndexNo Underlying IndexDJ Global United States (All) / Real Estate -SSNo Underlying IndexS&P 500 VIX Short-Term Futures IndexS&P 500 VIX Short-Term Futures Index
CategoryVolatilityGovernment BondsReal EstateDiversified PortfolioLeveraged VolatilityVolatility
Asset ClassVolatilityBondReal EstateMulti-AssetVolatilityVolatility
Asset Class Size
Value or GrowthBlend
Region
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0$0.441$0$0.181$0$0
Annual Dividend Yield0.000%0.022%0.000%0.011%0.000%0.000%
Number of Holdings0393
YTD Return9.71%-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-1.88-0.180.08-0.480.580.50
Downside Beta-2.66-0.240.23-0.250.340.46
Volatility 1Y71.18%6.03%22.88%18.79%116.51%78.35%
Sharpe Ratio 3Y-0.570.00-0.35-0.83-0.46-0.55
Treynor Ratio 3Y0.010.000.010.010.020.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew