VQT

Barclays ETN+ S&P VEQTOR ETN
C

71
  • Overview
  • Efficiency
  • Tradability
  • Fit

VQT Fund Description

The Barclays ETN+ S&P VEQTOR ETN tracks an index that dynamically allocates exposure between equity, volatility and cash based on market conditions.

VQT Factset Analytics Insight

VQT is the largest and most liquid ETN in the large-cap segment. Its dynamic, hedged strategy aims to provide maximum equity exposure to the S&P 500 in up markets, to provide maximum defensiveness against down markets. The underlying index adjusts its allocation to the S&P 500 and the S&P 500 VIX Futures Index based on 1-month realized volatility and forward implied volatility. When the market falls more than 2% in 5 consecutive trading days, the index moves to a full nominal cash allocation. That makes it hard to compare VQT's performance to our neutral large-cap benchmark, and that methodology explains the fund's high fee. As such, VQT is a note that investors buy for the strategy more than anything else. Retail traders will be put off by poor volume and massive spreads that open up, but the underlying basket is more than liquid enough for institutional investors. While VQT's fee is undeniably steep, it executes its strategy pretty well, and tracks in line with its expenses.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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VQT Top 10 Countries

VQT Top 10 Sectors

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VQT Top 10 Holdings

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VQT Summary Data

08/31/10
Exchange-Traded Note
0.95%
$25.58M
$150.26K
0.41%

VQT Portfolio Data

--
--
--
0.00%
N/A
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VQT Index Data

S&P 500 Dynamic VEQTOR Index
Momentum
Technical
MSCI USA Large Cap

Related ETFs to VQT

PTLC, PTNQ, SPXH, TRSK, VIXH
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

VQT Portfolio Management

0.95%
-0.97%
-0.89%
-1.05%

VQT Tax Exposures

20% / 39.6%
--
No distributions
No

VQT Fund Structure

Exchange-Traded Note
No
N/A
N/A
Barclays Bank PLC
Low
High
None
Bats Book Viewer
TOP OF BOOK
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LAST 10 TRADES
TIMEPRICESHARES
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Bats BZX Real-time Quote - 16:09:31
Daily Spread
Premium/Discount
Volume

VQT Factset Analytics Block Liquidity

As of 11/20/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VQT. VQT is rated a 5 out of 5.

VQT Tradability

749
$150.26K
365
$70.86K
0.41%
$0.62
-0.14%
1.22% / -2.79%
None
100%
25,000
0.01
0.00%
--
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$152.9
5

VQT Sector/Industry BreakdownView All

VQT Top 10 HoldingsView All

VQT Geographic Exposure

VQTSegment Benchmark
0.06% --
99.94% --

VQTSegment Benchmark
99.94% --
0.06% --
0.00% / 0.00% 0.00% / 0.00%

VQT Performance Statistics

0.84
0.76
0.76
0.63
0.16%
MSCI USA Large Cap

VQT BENCHMARK COMPARISON

    VQT
    -- Holdings
    Segment Benchmark
    -- Constituents
    Shared Holdings
    -- (Count)
     
    -- (Weight)
VQTSegment Benchmark
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