Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc

Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc

About

Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (LU0832435464) is a UCITS-compliant ETF tracking the S&P 500 VIX Futures Roll Enhanced TR. With a TER of 0.6%, its costs are on the higher end for an ETF, reinvesting dividends. The fund holds 27 positions across 2 regions with 63M in assets, with heavy concentration — 93% in United States, 46% in Technology.

ISIN
Fund Size €63.1M
Issuer Amundi
Distribution Re-Invests Dividends
Replication Synthetic
Inception Sep 2012
Base Currency USD
Index S&P 500 VIX Futures Roll Enhanced TR
Asset Class —
Category Factor Equity

Costs

1.6
This fund has relatively high costs compared to similar ETFs.

Cost Metrics Explained

What TER, tracking difference, and TD consistency measure

TER (Total Expense Ratio) is the annual fee the fund charges, deducted from assets. It’s the headline cost, but not the full picture.

Tracking Difference measures how much the fund actually lags (or leads) its benchmark index per year. This is the single best measure of true cost — it captures TER plus all other drags like sampling error and tax withholding. A lower (or negative) value is better.

TD Consistency measures how stable the tracking difference is from year to year. A low value means predictable, reliable costs; a high value means costs can vary significantly.
TER0.00%
Tracking Difference0.00%
TD Consistency0.00%

Cumulative Returns

Performance across different time periods.
1 Month+0.00%
3 Months+0.00%
Year to Date+0.00%
1 Year+0.00%
3 Years+0.00%
5 Years+0.00%
Inception+0.00%

Holdings

1.5
With only 27 individual holdings, this fund is relatively concentrated compared to other ETFs.
#1
Engie SA
0.10%
#2
Broadcom Inc
0.08%
#3
Microsoft Corp
0.07%
#4
Meta Platforms Inc
0.07%
#5
Apple Inc
0.06%
#6
Adobe Inc
0.05%
#7
International Business Machines Corp
0.05%
#8
Danaher Corp
0.05%
#9
UnitedHealth Group Inc
0.05%
#10
Palantir Technologies Inc
0.05%

Sectors

7.4
This fund invests across 9 sectors, though some concentration exists in a few areas.

Regions

5.6
This fund invests across 3 countries, though its geographic allocation deviates somewhat from the global market.

Nerd Stuff

Advanced risk and return metrics (2023-06-05 — 2026-05-28).
42.6%
Volatility
-64.9%
Max Drawdown
-0.64
Sharpe Ratio
-0.90
Sortino Ratio
-0.42
Calmar Ratio
0.06
Beta
-29.91%
Alpha (Jensen's)
0.001
R²
Benchmark-relative metrics (Beta, Alpha, R²) are calculated against the iShares Core S&P 500 ETF (IE00B5BMR087).

Documents

Regulatory and fund documents.
Key Information DocumentFact Sheet

Broker Availability

Where you can buy this ETF.
flatex
Trade
€5.90
Savings Plan
Free
Account
Free
Trade Republic
Trade
€1.00
Savings Plan
Free
Account
Free
Trading 212
Trade
Free
Savings Plan
Free
Account
Free

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