The S&P 500® VIX® Futures Short Volatility Hedged Indices are constructed so that each sub-index targets a short volatility profile on its quarterly rebalancing day. The indices represent strategies that potentially achieve positive returns from the negative carry in VIX futures, while providing a hedge against a large spike in VIX futures.
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