VXXiPath S&P 500 VIX Short-Term Futures ETN(Exchange Traded Note Matures: 01/30/2019)
XTF Rating* 1.7
Price:$34.64 -0.18(-0.52%)
52 Week:$34.66 - $153.48
Volume: 21,606,369
Avg Daily Volume: 21,067,099
Market Cap: $1,134,569,726 Avg Trade Size: 197 shares
Fund Turnover: 1 days 10/18/2017 6:30:00 PM
Similar ETFs to VXX: VIXY, VIIX, VIXM, VXZ, VIIZ

iPath S&P 500 VIX Short-Term Futures ETN is an exchange-traded note issued in the USA. The Note will provide investors with a cash payment at the scheduled maturity or early redemption based on the performance of the underlying index, the S&P 500 Short-Term VIX Futures TR Index.

Inception Date: 1/29/2009Geography: US  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 43rd percentile (among all 22 Volatility ETFs over past 6 months).
as of 8/31/2017 Value  Rank (%)
Expense Ratio 0.89% 
 7.9%
Average Bid Ask Ratio Premium Content 
 81.2%
Tracking Error Premium Content 
 6.1%
Concentration Risk Premium Content 
 0.2%
Market Impact Premium Content 
 96.1%
Efficiency Premium Content 
 56.3%
Cap Gains Dist Premium Content 
 100%
     
as of 10/17/2017  
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 67.7% /  1 day
Net Asset Value $1,138,900,120 
Premium (Discount) -0.38% 
*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.





© LSEG Information Services (US) Inc., All Rights Reserved. Disclaimer. Terms of Use. Privacy Policy. .59