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ETFs

iPath Series B S&P 500 VIX Short-Term Futures ETN

VXX
$--
Today’s Change
-- (--)

Snapshot
*

Inception Date
Jan 17 2018
Expense Ratio
0.89%
Type
US Equities
Fund Owner
Barclays iPath
Volume (1m avg. daily)
$220,946,859
AUM
$438,261,678
Associated Index
S&P 500 VIX Short-Term Futures Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Invest with VXX

What is VXX?

The iPath Series B S&P 500 VIX Short-Term Futures ETNs (the "ETNs") are designed to provide exposure to the S&P 500 VIX Short-Term Futures Index Total Return (the "Index"). The Index is designed to provide access to equity market volatility through CBOE Volatility Index (the "VIX Index") futures. The Index offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects market participants views of the future direction of the VIX index at the time of expiration of the VIX futures contracts comprising the Index.

ETFs related toVXX

ETFs correlated to VXX include VIXY, UVXY, UVIX

VXX
Barclays Bank PLC - iPath? Series B S&P 500? VIX Short-Term FuturesTM ETN
VIXY
ProShares Trust - ProShares VIX Short-Term Futures ETF
UVXY
ProShares Trust - ProShares Ultra VIX Short-Term Futures ETF 2x Shares
UVIX
Volatility Shares Trust - 2x Long VIX Futures ETF
VIXM
ProShares Trust - ProShares VIX Mid-Term Futures ETF
FAZ
Direxion Shares ETF Trust - Direxion Daily Financial Bear 3x Shares
SRTY
ProShares Trust - ProShares UltraPro Short Russell2000 -3x Shares
RWM
ProShares Trust - ProShares Short Russell2000 -1x Shares
TWM
ProShares Trust - ProShares UltraShort Russell2000 -2x Shares
TZA
Direxion Shares ETF Trust - Direxion Daily Small Cap Bear 3X Shares
SH
ProShares Trust - ProShares Short S&P500 -1x Shares

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Automated Strategies
Related toVXX

#DRAG

Copy the Dragon Portfolio

Category

Go Global, Copy the Greats

Risk Rating

Aggressive

Create your own algorithmic trading strategy with VXX using Composer

FAQ

VXX is a US Equities ETF. The iPath Series B S&P 500 VIX Short-Term Futures ETNs (the "ETNs") are designed to provide exposure to the S&P 500 VIX Short-Term Futures Index Total Return (the "Index"). The Index is designed to provide access to equity market volatility through CBOE Volatility Index (the "VIX Index") futures. The Index offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects market participants views of the future direction of the VIX index at the time of expiration of the VIX futures contracts comprising the Index.

VXX tracks the S&P 500 VIX Short-Term Futures Index.

No, VXX is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, VXX is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on VXX is -0.0949%. This is the percent change in the value of VXX over the most recent 1-month period. The 3-month return on VXX is -0.1336%. This is the percent change in the value of VXX over the most recent 3-month period.

The standard deviation of VXX for the past year is 0.5129%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to VXX include PKW, DIVO, and XYLD.

ETFs correlated to VXX include VIXY, UVXY, and UVIX.

ETFs that are inversely correlated to VXX include SVXY, SVIX, and LGRO.

Disclaimers

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We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.