VXXiPath S&P 500 VIX Short-Term Futures ETN(Exchange Traded Note Matures: 01/30/2019)
XTF Rating* 3
Price:$28.19 -0.93(-3.19%)
52 Week:$27.94 - $103.96
Volume: 35,904,853
Avg Daily Volume: 28,354,224
Market Cap: $1,005,053,841 Avg Trade Size: 210 shares
Fund Turnover: 1 days 12/15/2017 8:00:00 PM
Similar ETFs to VXX: VIXY, VIIX, VIXM, VXZ, VIIZ

iPath S&P 500 VIX Short-Term Futures ETN is an exchange-traded fund incorporated in the USA. The iPath S&P 500 VIX Short-Term Futures™ ETN is designed to provide investors with exposure to the S&P 500 VIX Short-Term Futures™ Index Total Return. The S&P 500 VIX Short-Term Futures™ Index Total Return (the "Index") is designed to provide access to equity market volatility through CBOE Volatility Index futures. The Index offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects the implied volatility of the S&P 500 at various points along the volatility forward curve.

Inception Date: 1/29/2009Geography: United States  Asset Class: Volatility
Primary Exchange: NYSE ArcaInvestment Philosophy: Passively Managed
Issuer: Barclays Bank PLCUnderlying Index: S&P 500 VIX Short-Term Futures Index
Index Provider: Standard & Poor'sIndex Composition: Option Strategy

Structural Integrity
Investment Metrics
Fund Holdings
Fund Exposure
News Headlines
VXX Structural Integrity ranks in the 59th percentile (among all 22 Volatility ETFs over past 6 months).
as of 10/31/2017 Value  Rank (%)
Expense Ratio 0.89% 
 15.3%
Average Bid Ask Ratio Premium Content 
 92.1%
Tracking Error Premium Content 
 5.7%
Concentration Risk Premium Content 
 0.2%
Market Impact Premium Content 
 90.8%
Efficiency Premium Content 
 77.2%
Cap Gains Dist Premium Content 
 100%
     
as of 12/15/2017  
Avg Number of Components   (range) 1   (1-1)
Legal Structure Senior, Unsecured, Unsubordinated Debt 
Annual Yield 0.00%
Last Dividend PaidDate 0.0, n/a   See Distributions
Options / Futures Available Y  /  Y 
Short Interest / Days to Cover 86.5% /  1 day
Net Asset Value $1,001,427,946 
Premium (Discount) 0.36% 
*The XTF Rating for an ETF is based on statistical analysis of its structural integrity and investment metric giving a total range between 0 and 10 with 10 being the best. Read More.





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