VXXiPath S&P 500 VIX Short-Term Futures ETN(Exchange Traded Note Matures: 01/30/2019)
XTF Rating* 1.6
Price:$11.06 0.05(0.45%)
52 Week:$10.98 - $46.14
Volume: 42,755,681
Avg Daily Volume: 56,704,133
Market Cap: $1,041,551,923 Avg Trade Size: 508 shares
Fund Turnover: 1 days 7/25/2017 8:00:00 PM
Similar ETFs to VXX: VXZ, VIXM, VIIZ, VIXY, VIIX

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 6/30/2017 Value  Rank (%)
Expense Ratio 0.89% 
 6%
Average Bid Ask Ratio Premium Content 
 77.4%
Tracking Error Premium Content 
 11.1%
Concentration Risk Premium Content 
 0.2%
Market Impact Premium Content 
 96.8%
Efficiency Premium Content 
 50%
Cap Gains Dist Premium Content 
 100%
     
as of 7/24/2017  
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 67.1% /  1 day
Net Asset Value $1,054,748,698 
Premium (Discount) -1.25% 
*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