Volatility Premium Plus ETF (ZVOL)
The ETF seeks to offer a monthly income stream by monetizing the volatility premium in the VIX futures term structure, providing daily investment results that mirror those of the S&P 500 VIX Mid-Term Futures Inverse Daily Index.
ETF Info
92864M202
Apr 17, 2023
1x
S&P 500 VIX Mid Term Futures Inverse Daily Index
Distributing
Expense Ratio
ZVOL has a high expense ratio of 1.35%, indicating above-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
ZVOL
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^GSPC (Benchmark)
-1.31%
8.23%
-3.18%
11.14%
15.18%
10.62%
Monthly Returns
The table below presents the monthly returns of ZVOL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.99% | 1.99% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ZVOL is 2, meaning it’s performing worse than 98% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Volatility Premium Plus ETF (ZVOL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Volatility Premium Plus ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Volatility Premium Plus ETF was 1.43%, occurring on May 6, 2025. Recovery took 2 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -1.43% | May 6, 2025 | 1 | May 6, 2025 | 2 | May 8, 2025 | 3 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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