VXX
iPath Series B S&P 500 VIX Short Term Futures ETNVXX Fund Description
VXX tracks an index with exposure to futures contracts on the CBOE Volatility Index with average one-month maturity. Exposure resets daily.
VXX Factset Analytics Insight
VXX is a known, liquid volatility ETP, and is one of a handful that offers short-term VIX futures exposure. As a VIX 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 as short as a few days. Still, short-term VIX ETPs like VXX tend to have a better statistical correlation and tactical exposure to the VIX than midterm product, but also tend to have position decay from contango in their futures positions. As an ETN, VXX is backed by Barclays’ credit rather than by assets. VXX launched under the ticker VXXB as Series B replacement for the original VXX. The old VXX was delisted January 2019, and in May 2019, VXXB took over the VXX ticker. The current VXX provides identical exposure as the old with some structural changes, including an issuer call capability, and a non-path-dependent fee structure.
VXX Summary Data
VXX Portfolio Data
VXX Index Data
VXX Portfolio Management
VXX Tax Exposures
VXX Fund Structure
VXX Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of VXX. VXX is rated a 5 out of 5.
VXX Tradability
VXX Asset Allocation
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Long
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VXX Top 5 Holdings Short
VXX Performance Statistics
VXX Correlations (Daily Returns 12 Mo)
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