VQT

Barclays ETN+ S&P VEQTOR ETN
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46
*Unless otherwise stated, data provided by FactSet.

VQT Fund Description

VQT 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.

VQT CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VQT -5.88% -1.84% 3.29% -5.15% 5.72% 1.43% --
VQT (NAV) -5.84% -1.84% 3.31% -5.18% 5.64% 1.46% --
S&P 500 Dynamic VEQTOR Index -5.77% -1.60% 3.93% -4.27% 6.65% 2.43% --
MSCI USA Large Cap Index -5.33% 0.52% 15.05% 3.49% 11.73% 10.29% 13.28%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VQT Summary Data

Barclays
08/31/10
Exchange-Traded Note
0.95%
$13.99M
$205.72K
0.67%

VQT Portfolio Data

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0.00%
N/A
0

VQT Index Data

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

VQT Portfolio Management

0.95%
-0.96%
-0.87%
-1.39%

VQT Tax Exposures

20.00% / 39.60%
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No distributions
No

VQT Fund Structure

Exchange-Traded Note
No
N/A
N/A / N/A
Barclays Bank PLC
Low
High
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

VQT Factset Analytics Block Liquidity

As of 08/16/19
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 N/A out of 5.

VQT Tradability

607
$205.72K
77
$31.31K
0.67%
$1.12
-0.09%
1.58% / -1.62%
None
100.00%
25,000
0.00
0.00%
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$159.62
N/A

VQT Countries


VQT
Segment Benchmark
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100.00%

VQT Regions


VQT
Segment Benchmark
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100.00%

VQT Economic Development


VQT
Segment Benchmark
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100.00%

VQT Performance Statistics

0.63
0.46
0.27
0.49
0.67%
MSCI USA Large Cap Index

VQT BENCHMARK COMPARISON HOLDINGS

0
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VQT BENCHMARK COMPARISON SUMMARY


VQT
Segment Benchmark
0
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VQT BENCHMARK COMPARISON MARKET CAP SIZE


VQT
Segment Benchmark
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