The table below compares the performance and other essential indicators like dividend yield and expense ratio of 8 Volatility ETFs.
Volatility ETFs are exchange-traded funds that aim to provide exposure to the volatility of financial markets, as measured by the CBOE Volatility Index (VIX) or other volatility indices. The VIX, also known as the "fear index," measures the market's expectation of volatility in the S&P 500 index over the next 30 days.
Volatility ETFs typically use derivatives such as options and futures to gain exposure to the VIX or other volatility indices. The ETFs can be used as a tool for hedging against market downturns or as a way to profit from market volatility.
However, it's important to note that volatility ETFs can be complex and may not always move in the direction investors expect. They are also subject to the risk of tracking error, which occurs when the returns of the ETF deviate from the returns of the underlying index or benchmark.
Click on any item in the list to see complete information, including risk and performance analysis.
Symbol | Full Name | Category | Inception | Expense Ratio | YTD Return | 10Y Return (Annualized) | Dividend Yield | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Omega Ratio | Martin Ratio | Calmar Ratio | Ulcer Index |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Simplify Volatility Premium ETF | Volatility, Actively Managed | May 12, 2021 | 0.50% | 5.80% | — | 16.65% | ||||||||
ProShares Short VIX Short-Term Futures ETF | Leveraged, Volatility | Oct 3, 2011 | 1.38% | -8.74% | -5.67% | 0.00% | ||||||||
Volatility Shares 2x Long VIX Futures ETF | Volatility, Leveraged | Mar 28, 2022 | 2.78% | -55.21% | — | 0.00% | ||||||||
ProShares Ultra VIX Short-Term Futures ETF | Leveraged, Volatility | Oct 3, 2011 | 0.95% | -28.06% | -64.74% | 0.00% | ||||||||
ProShares VIX Mid-Term Futures ETF | Volatility | Jan 4, 2011 | 0.85% | -4.60% | -12.36% | 0.00% | ||||||||
ProShares VIX Short-Term Futures ETF | Volatility | Jan 3, 2011 | 0.85% | -10.70% | -46.80% | 0.00% | ||||||||
iPath Series B S&P 500 VIX Short-Term Futures ETN | Volatility | Jan 19, 2018 | 0.89% | -9.62% | — | 0.00% | ||||||||
Dynamic Shares Trust - Dynamic Short Short-Term Vo... | Volatility | Jan 13, 2022 | 0.50% | -11.00% | — | 0.00% |
Risk vs. Return Scatterplot
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