iPath Series B S&P 500 VIX Short-Term Futures ETN (VXZB)
Description
The investment seeks to track the performance of the S&P 500 VIX Mid-Term Futures Index. The VXZB ETF contains 0 constituents. It is focused on holdings in the region.
Price $30.10 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | |
| Expense ratio | 0.89% |
| Average spread | 0.166% |
| 1Y roundtrip cost | 1.056% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -0.3% | 5.5% | -2.1% | 11.7% | -2.6% | 3.8% | -8.1% | 2.5% | 6.6% | 0.2% | 17.2% | ||
| 2021 | 16.0% | -3.0% | -16.3% | -1.4% | -5.8% | -4.8% | 3.8% | -3.6% | 5.5% | -5.7% | 8.7% | -7.2% | -13.8% |
| 2020 | -0.9% | 11.9% | 61.8% | 1.9% | 1.2% | 2.2% | -1.7% | 0.9% | 1.8% | 2.5% | -13.8% | 2.4% | 70.2% |
| 2019 | -12.2% | -8.5% | 0.9% | -2.1% | 7.9% | -5.5% | 0.1% | 9.3% | 0.3% | -3.9% | -3.1% | -3.4% | -20.2% |
| 2018 | 15.5% | 4.9% | 3.2% | -9.3% | -5.1% | 0.0% | -3.0% | -2.9% | 14.0% | 2.8% | 10.8% | 30.8% | |
| 2.6% | 21.3% | 49.2% | 13.3% | -8.6% | -9.4% | -5.9% | 6.1% | 11.3% | 7.0% | -5.3% | 2.6% |
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
| VXZB | IEI | SPTS | VGSH | VIXM | VXZ | |
|---|---|---|---|---|---|---|
| Product name | iPath Series B S&P 500 VIX Short-Term Futures ETN | iShares 3-7 Year Treasury Bond ETF | SPDR Portfolio Short Term Treasury ETF | Vanguard Short-Term Government Bond ETF | VIX Mid-Term Futures ETF | iPath S&P 500 VIX Mid-Term Futures ETN |
| Issuer | N/A | iShares | SPDR | Vanguard | ProShares | iPath |
| Price | $30.1 | $112.33 | $28.74 | $57.45 | $35.47 | $30.1 |
| Expense Ratio | 0.89% |  0.15% | 0.06% | 0.05% | 0.85% | 0.89% |
| Average Spread | 0.166% | 0.009% | 0.035% | 0.017% | 0.141% | 0.166% |
| AUM | $0 | $9,221,960,000 | $3,262,820,000 | $12,764,100,000 | $159,781,000 | $51,768,100 |
| Shares | 0 | 82,097,062 | 113,528,834 | 222,177,538 | 4,504,685 | 1,719,872 |
| Average Daily Volume | 41,287 | 1,648,156 | 3,450,563 | 3,844,960 | 100,863 | 41,287 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2018-01-17 | 2007-01-05 | 2011-11-30 | 2009-11-19 | 2011-01-04 | 2018-01-17 |
| Index Tracked | S&P 500 VIX Mid-Term Futures Index | ICE U.S. Treasury 3-7 Year Bond Index | Bloomberg US Treasury 1-3 Year Index | Bloomberg US Treasury 1-3 Year Index | S&P 500 VIX Mid-Term Futures Index | S&P 500 VIX Mid-Term Futures Index |
| Category | Volatility | Government Bonds | Government Bonds | Government Bonds | Volatility | Volatility |
| Asset Class | Volatility | Bond | Bond | Bond | Volatility | Volatility |
| Asset Class Size | ||||||
| Value or Growth | ||||||
| Region | ||||||
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0 | $1.266 | $0.203 | $0.598 | $0 | $0 |
| Annual Dividend Yield | 0.000% | 0.011% | 0.007% | 0.010% | 0.000% | 0.000% |
| Number of Holdings | 0 | 64 | 91 | 92 | 5 | 0 |
| YTD Return | 16.98% | -11.95% | -4.96% | -4.97% | 16.03% | 16.98% |
| Beta | 0.77 | 0.12 | 0.01 | 0.00 | -1.21 | 0.77 |
| Upside Beta | 0.31 | 0.03 | -0.02 | 0.00 | 0.31 | 0.31 |
| Downside Beta | 1.17 | 0.04 | 0.02 | 0.01 | 0.36 | 1.17 |
| Volatility 1Y | 30.57% | 5.72% | 2.16% | 2.17% | 30.28% | 30.57% |
| Sharpe Ratio 3Y | 0.77 | -1.79 | -2.54 | -2.61 | 0.73 | 0.77 |
| Treynor Ratio 3Y | 0.03 | -0.04 | -0.19 | 0.76 | -0.02 | 0.03 |