SVXY

ProShares Short VIX Short-Term Futures ETF
*Unless otherwise stated, data provided by FactSet.

SVXY Fund Description

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

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.

PERFORMANCE [as of 09/16/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SVXY 0.52% 7.68% 39.33% 62.74% -0.36% -14.80% --
SVXY (NAV) 1.22% 8.07% 40.15% 62.57% -0.24% -15.19% --
S&P 500 VIX Short-Term Futures Index -4.57% -21.33% -62.33% -74.35% -38.07% -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SVXY Summary Data

ProShares
10/03/11
Commodities Pool
1.38%
$388.28M
0.02%

SVXY Portfolio Data

0.00%
N/A

SVXY Index Data

Single Asset
Single Asset
N/A

SVXY Fund Structure

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

SVXY Tax Exposures

27.84% / 27.84%
--
Yes

SVXY Factset Analytics Block Liquidity

As of 09/17/21
5
4
3
2
1

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

3,315,144
$182.32M
2,779,176
$156.54M
0.02%
$0.01
-0.01%
0.78% / -0.98%
None
100.00%
50,000
55.58
0.01%
--
117,661
$58.05
5

Options Strategies for Outcome Investing

Options allow you to customize investment outcomes. Using the strategy builders provided by Cboe Vest Technologies, you can construct some of the most common option strategies. Check out our user guide for more information on how to use the tool.

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.