VIXY

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

VIXY Fund Description

VIXY tracks an index with exposure to futures contracts on the CBOE Volatility Index with average one-month maturity. Exposure resets daily.

VIXY Factset Analytics Insight

VIXY offers exposure to short-term VIX futures in a commodity pool structure, which sets it apart from the other short-term VIX ETPs, which cover the volatility space as ETNs. As such, VIXY avoids the counterparty risk and the lack of tangible assets associated with ETNs, but requires annual marked-to-market tax reporting on K-1's. As a volatility ETP investor, it is important to note these two caveats: 1) Volatility ETPs deliver poor long-term exposure to the VIX index, and 2) Volatility ETPs have a history of erasing vast sums of investor capital over holdings periods. Longer-term investors should be aware of their expected position decay due to due to persistent contango in VIX futures, historically.

PERFORMANCE [as of 06/30/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VIXY 4.35% 10.14% 20.30% -24.21% -40.18% -36.01% -48.15%
VIXY (NAV) 1.60% 15.81% 19.36% -25.90% -39.92% -35.98% -48.17%
S&P 500 VIX Short-Term Futures Index 4.44% 10.28% 21.57% -23.25% -38.94% -35.22% --
CBOE Market Volatility Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VIXY Summary Data

ProShares
01/03/11
Commodities Pool
0.85%
$338.29M
$228.47M
0.05%

VIXY Portfolio Data

S&P 500 Short-Term
0.00%
N/A
3

VIXY Index Data

Single Asset
Single Asset
CBOE Market Volatility Index

VIXY Portfolio Management

0.85%
-0.33%
-0.22%
-1.09%

VIXY Tax Exposures

27.84% / 27.84%
--
No distributions
Yes

VIXY Fund Structure

Commodities Pool
Yes
N/A
-- / --
N/A
N/A
Low
Daily

VIXY Factset Analytics Block Liquidity

As of 07/01/22
5
4
3
2
1

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

VIXY Tradability

11,799,256
$228.47M
9,555,420
$180.18M
0.05%
$0.01
0.04%
5.26% / -2.27%
None
100.00%
25,000
382.22
0.04%
--
69,489
$18.05
5

VIXY Asset Allocation

Short
Long
Net
--
--

0.00%

--
--

0.00%

--
--

0.00%

--
--

0.00%

VIXY Top 5 Holdings Long

100.00%

VIXY Top 5 Holdings Short

--

VIXY Performance Statistics

-25.90%
--
--
--
--
--
--

VIXY Correlations (Daily Returns 12 Mo)

--
--
--