I have collected what I believe is all the active tradable volatility ETNs / ETFs in the US markets together in this list. For my opinion on these see Volatility Funds Categorized and Ranked.
With the recent addition of PowerShares’ PowerShares S&P 500 Downside Hedged Portfolio (PHDG) the number of USA based vix oriented ETF/ETN funds is 20
The CBOE recently started trading S&P 500Variance Futures—essentially bets on realized volatility (as opposed to the 30 day expectation of volatility of VIX futures). The CBOE symbol is VAZ followed by a “/” and the futures contract month code. For example the February 2013 ticker would be VAZ/G3 on the CBOE’s delayed quote page.
For a summary of volatility news see The Volatility Landscape .
You can expand the table, or search for a specific ticker if you don’t see the one you want.
Ticker/Quotes Description / Time frame Daily activity? / underlying index ETF / ETN
Company website / ProspectusComments / Posts
^VIX (Yahoo)
$VIX (Schwab)
VIX (Fidelity)
VIX:IND (Bloomberg)
.VIX (Reuters)
INDEXCBOE:VIX (Google FInance)CBOE Volatility Index®
Model free est. of SPX 30 day volatilityVIX
Derived from SPX option pricesCBOE / Not investible
CVOL/TVIX/UVXY--closest to a direct VIX investment
Hybrid
PHDG (ETF) PowerShares S&P 500 Downside Hedged Portfolio S&P VEQTOR
(S&P 500 plus a variable VXX component)ETF
PowerShares
ProspectusDetails on VEQTOR Index
Mgmt fee .39% per year
Tax reporting: 1099
VIXH (ETF)
(Inception Aug 2012)First Trust CBOE S&P 500 Tail Hedge ETF S&P 500 w/ reinvested div + VIX calls in times of high volatility. Monthly rebalance
CBOE Tail Risk Index
VXTH:INDETF
* First Trust VIXH website
* ProspectusMgmt fee .6% per year--steep considering that at least 99% of the portfolio will always be in the S&P 500.
VQT S&P VEQTOR
(S&P 500 plus a variable VXX component)VQT SPVQDTR ETN
* VQT website
* VQT prospectusA covered call that's long volatility
XVZ iPath S&P 500 Dynamic VIX
VIX/VXV based short/long 1-2 month, long 4,5,6,7 futuresDynamic mix of short/long short term futures combined with long medium term SPDVIXTR ETN
XVZ Website
XVZ prospectus*Backtest to 2004
*Under the hood
*Hedging High Yield Bonds
XVIX UBS E-TRACS Daily Long-Short VIX Daily rebalance to preserve -.5x short term, 1x medium allocation. Not daily percentage.
SPVXTSER ETN
UBS XVIX+1x roll 4,5,6,7 month VX - .5x 1-2 month VX
Long Volatility (1-2 month VX)
VXX iPath S&P 500 VIX Short-Term Futures
Roll futures SPVXSTR:IND ETN
Barclays website VXX prospectusoptions available
VIXY (ETF) ProShares VIX Short-Term Futures Roll futures VIXY ETF
ProShares (VXX clone)
options available
VIIX VelocityShares Daily Long VIX Short-Term Roll futures SPVXSP:IND ETN
VelocityShares(VXX clone)
2X Long Volatility (1-2 month VX)
TVIX VelocityShares Daily 2X VIX Short-Term Daily rebalance SPVXSP:IND ETN
VelocitySharesNew Lease on LIfe
UVXY (ETF) ProShares ETF Daily rebalance
SPVXSPID:INDUVXY website / prospectus options available
Short Volatility (1-2 month VX)
XIV VelocityShares Daily Inverse VIX Short-Term Daily rebalance SPVXSP:IND ETN
VelocityShares-1x percentage, Termination with -80% daily move
IVOP Path Inverse S&P 500 VIX Short Fixed at inception SPVXSP:IND ETN
Barclays' IVOP ProspectusTermination price=$10, VXX would be greater than ~63.4
XXV iPath Inverse S&P 500 VIX Short Fixed at inception SPVXSP:IND ETN
Barclays' XXV ProspectusVXX short Not Recommended!
SVXY (ETF) ProShares ETF SPVXSPID:IND ProShares SVXY website/prospectus options available
2X Long Volatility (3-4 month) VX
CVOL C Tracks ETN Daily rebalance + monthly adj to short S&P weighting CVOLE:IND ETN
* C-Tracks website
* CVOL prospectusAdds variable SP 500 short component
Under the hood
Long Volatility
(4-5-6-7 month) VX
VXZ iPath S&P 500 VIX Mid-Term Futures ETN Roll futures SPVXMTR:IND ETN
* Barclays website
* Prospectus options available
VIXM (ETF) ProShares VIX Mid-Term Futures ETF Roll futures SPVXMPID:IND ETF
ProShares (VXZ clone)
options available
VIIZ VelocityShares Daily Long VIX Medium-Term Roll futures SPVXMP:IND ETN
VelocityShares (VXZ clone)
2X Long Volatility (4-5-6-7 month) VX
TVIZ VelocityShares Daily 2X VIX Medium-Term Daily rebalance SPVXMP:IND ETN
VelocityShares
Short Volatility (4-5-6-7 month) VX
ZIV VelocityShares Daily Inverse VIX Medium-Term Daily rebalance SPVXMP:IND ETN
VelocitySharesInverse roll 4,5,6,7 month VX
ZIV backtest
Other Volatility Indexes
VXV CBOE 3 month volatility (S&P500) VXV CBOE (not investible)
VXAZN CBOE Amazon VIX (AMZN)
VX Volatility Futures (on right) Volatility Futures CFE
VXAPL CBOE Apple VIX (AAPL)
GVZ CBOE Gold VIX (GLD) CBOE Gold Volatilty Micro Site
VXGOG CBOE Google VIX (GOOG)
VXGS CBOE Goldman Sachs VIX (GS)
VXIBM CBOE IBM VIX (IBM)
VXN CBOE Nasdaq 100 Volatility Index
OVX CBOE OIL VIX (USO)
VXSLV CBOE Sliver VIX (SLV)
Volatility Settlement
VRO CBOE,Fidelity,...
^VRO Yahoo
$VRO SchwabVIX settlement value (once per month) VRO
Volatility Related Indexes Some of the ancillary indexes used by volatility ETNs/ETFs
SPXT S&P 500 Total Returns index (includes dividends) SPXT:IND
USB3MTA:IND 3 Month Treasure Bill Yield USB3MTA:IND Treasury Website -- data and spreadsheet download
US00O/N USD Overnight London Interbank Offerred Rate
Tickers included: CVOL, IVO (short), STPP, TVIX, TVIZ, UVXY, SVXY,VIIX, VIIZ, VIX, VIXM, VIXY, VQT(strategy), VX (futures), VXX, VXZ, XIV(short), XOIL (oil), XVIX (strategy), XXV (short), ZIV (short), XVZ, SPVXSTR, SPVXMTR, SPXT, USB3MTA, SPVXTSER, SVXY, VIXH, PHDG
Friday, March 1st, 2013 | Vance Harwood
Pingback: Good VIX and VXX Articles and Links | ??????