What is SVXY?

SVXY provides inverse exposure to an index comprising first- and second-month VIX future positions resulting in a weighted average maturity of one month.

PERFORMANCE [as of 03/28/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SVXY -3.12% 7.22% 6.48% 13.33% 27.92% 6.71% -3.70%
SVXY (NAV) -3.09% 7.35% 6.51% -14.82% -3.53% -34.38% -2.26%
S&P 500 VIX Short-Term Futures Index 1.33% -18.48% -17.21% -41.27% -61.35% -43.00% -45.14%
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SVXY Factset Analytics Insight

SVXY offers daily -0.5x exposure to short-term VIX futures in a commodity pool wrapper. VIX futures allow investors to invest based on their view of the forward implied market volatility of the S&P 500. The fund offers inverse exposure to the S&P 500 VIX Short-Term Futures Index, which is the index tracked by the known volatility fund, VXX. Note that SVXY does not provide inverse exposure to the VIX index itself. It’s a tactical tool designed for short-term exposure. Structured as a commodity pool, the fund avoids counterparty risk, but delivers K-1’s at tax time. Prior to February 28, 2018, the fund provided -1.0x exposure.

SVXY Summary Data

ProShares
10/03/11
0.95%
$301.87M
N/A
Commodities Pool

Peers

N/A

Fund Flows

+$0.01B 5 Days
+$0.10B 30 Days
-$0.20B 90 Days

SVXY Fund Structure

Yes
N/A
-- / --
N/A
N/A
Low
-0.5
Daily

SVXY Tax Exposures

27.84% / 27.84%
--
Yes

SVXY Portfolio Data

0.00%
N/A

SVXY Index Data

Single Asset
Single Asset
N/A

Factset Analytics Block Liquidity

As of 03/29/23

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

SVXY Tradability

2,771,663
$172.24M
2,270,378
$142.90M
0.03%
$0.02
-0.02%
0.39% / -0.35%
None
100.00%
50,000
45.41
0.01%
--
27,293
$62.53
5

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