The S&P 500 VIX Futures Long/Short Switch Index seeks to simulate a dynamic portfolio that allocates between cash and one-month VIX futures in order to capture VIX futures roll yield when volatility drops and VIX futures upside when volatility spikes.
Top 10 Constituents by Index WeightExport
*Based on GICS sectors
The weightings for each sector of the index are rounded to the nearest tenth of a percent, therefore, the aggregate weights for the index may not equal to 100%.
*Based on GICS Sectors