I have collected what I believe is all the active tradable volatility ETNs / ETFs in the US markets together in this list.
You can expand the table, or search for a specific ticker if you don’t see the one you want.
Adds variable SP 500 short component
Ticker/Quotes Description / Time frame Daily activity? / underlying index Company website / Prospectus Comments / Posts
^VIX (Yahoo)
$VIX (Schwab)
VIX (Fidelity)
VIX:IND (Bloomberg)
.VIX (Reuters)CBOE Volatility Index® (1 month)
Model free est. of SPX 30 day implied volatilityVIX
Derived from SPX optionsCBOE / Not investible
CVOL/TVIX/UVXY--closest to a direct VIX investment
Hybrid Long / Short
XVZ iPath S&P 500 Dynamic VIX ETN
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 XVZ Website
XVZ prospectus*Backtest to 2004
*Under the hood
*Hedging High Yield Bonds
XVIX UBS E-TRACS Daily Long-Short VIX ETN
Daily rebalance to preserve -.5x short term, 1x medium allocation. Not daily percentage.
SPVXTSER UBS XVIX +1x roll 4,5,6,7 month VX - .5x 1-2 month VX
VQT SPY plus a variable VXX component VQT SPVQDTR VQT prospectus A covered call that's long volatility
Long Volatility (1-2 month VX)
VXX iPath S&P 500 VIX Short-Term Futures ETN
Roll futures SPVXSTR:IND Barclays VXX website Barclays VXX prospectus options available
VIXY (ETF) ProShares VIX Short-Term Futures ETF Roll futures VIXY ProShares (VXX clone)
options available
VIIX VelocityShares Daily Long VIX Short-Term ETN Roll futures SPVXSP:IND VelocityShares (VXX clone)
VXAA UBS Daily Inverse VIX Short-Term ETN Daily rebalance UBS ETRACS
2X Long Volatility (1-2 month VX)
TVIX VelocityShares Daily 2X VIX Short-Term ETN Daily rebalance SPVXSP:IND VelocityShares
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 ETN Daily rebalance SPVXSP:IND VelocityShares -1x percentage, Termination with -80% daily move
IVOP Path Inverse S&P 500 VIX Short Fixed at inception SPVXSP:IND Barclays' IVOP Prospectus Termination price=$10, VXX would be greater than ~63.4
AAVX UBS Daily Inverse VIX Short-Term ETN Daily rebalance UBS ETRACS -1x percentage
XXV iPath Inverse S&P 500 VIX Short (July 2020 exp) Fixed at inception SPVXSP:IND Barclays' XXV Prospectus VXX short Not Recommended!
SVXY (ETF) ProShares ETF SPVXSPID:IND ProShares SVXY website/prospectus options available
Long Volatility
VXBB(2-3 month VX) Daily rebalance
SPVIX2MTUBS ETRACS
Short Volatility
BBVX(2-3 month VX) Daily rebalance
SPVIX2MTUBS ETRACS
Long Volatility
VXCC(3-4 month VX) SPVIX3MT UBS ETRACS
Short Volatility
CCVX(3-4 month VX) SPVIX3MT UBS ETRACS
UBS -1X inverse funds prospectusTermination < $5 or >60% daily negative move
2X Long Volatility (3-4 month) VX Daily rebalance
CVOL C Tracks ETN Daily rebalance + monthly adj to short S&P weighting CVOLE:IND C-Tracks website
Citigroup CVOL prospectus
Long Volatility
VXDD(4-5 month VX) SPVIX4MT UBS ETRACS
Short Volatility
DDVX(4-5 month VX) SPVIX4MT UBS ETRACS -1x percentage, Termination with -80% daily move
Long Volatility
(4-5-6-7 month) VX
VXZ iPath S&P 500 VIX Mid-Term Futures ETN (options available) Roll futures SPVXMTR:IND Barclays VXZ website
Barclays VXZ
VIXM (ETF) ProShares VIX Mid-Term Futures ETF Roll futures SPVXMPID:IND ProShares (VXZ clone)
options available
VIIZ VelocityShares Daily Long VIX Medium-Term ETN Roll futures SPVXMP:IND VelocityShares (VXZ clone)
VXEE UBS Daily Long VIX Medium-Term ETN Daily Rebalance UBS ETRACS
2X Long Volatility (4-5-6-7 month) VX
TVIZ VelocityShares Daily 2X VIX Medium-Term ETN Daily rebalance SPVXMP:IND VelocityShares Limited share creation resumed
VZZB iPath® Long Enhanced S&P 500 VIX Mid-Term Futures™ ETN (II) Fixed at inception SPVXMTR:IND VZZB Prospectus Termination price=$10
Short Volatility (4-5-6-7 month) VX
ZIV VelocityShares Daily Inverse VIX Medium-Term ETN Daily rebalance SPVXMP:IND VelocityShares Inverse roll 4,5,6,7 month VX
ZIV backtest
EEVX UBS ETRACS Daily rebalance SPVXMP:IND UBS ETRACS
UBS -1X inverse funds prospectus-1x percentage, Termination with -60%? daily move
Long Volatility
VXFF(5-6-7-8 month VX) SPVIX6MT UBS ETRACS
Short Volatility
FFVX(5-6-7-8 month VX) SPVIX6MT UBS ETRACS
UBS -1X inverse funds prospectus-1x percentage, Termination with -60%? daily move
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
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
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