BAUG was created on 2019-08-01 by Innovator. The fund's investment portfolio concentrates primarily on large cap equity. BAUG aims for specific buffered losses and capped gains on the S&P 500 over a specific holdings period. The actively-managed fund holds options and collateral.
SVXY was created on 2011-10-03 by ProShares. The fund's investment portfolio concentrates primarily on volatility alternatives. SVXY provides inverse exposure to an index comprising first- and second-month VIX future positions resulting in a weighted average maturity of one month.
Key Details
Aug 01, 2019
Oct 03, 2011
Equity
Alternatives
Large Cap
Volatility
Information on this page is obtained from our data provider, Xignite, an unaffiliated third party. Double believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate. We also show information based on calculations performed by Double using data from our provider. Double believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.
SeekingAlpha
The outlook for the S&P 500's dividends in upcoming quarters is little changed since our previous snapshot of the future for the index's cash payouts a month ago.
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Implied volatilities jumped higher across asset classes last week as Middle East tensions escalated. Click to read.
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Volatility-controlled indices with intraday features have gained significant traction in the fixed index annuity market, particularly during periods of heightened market turbulence.
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When investors approach the financial markets, thereâs a tendency to imagine that conditions can be judged as favorable or unfavorable based on one single measure or another.
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Explore risk management insights amidst Middle East tensions. Assess the S&P 500 and discover the unique ROAR strategy for navigating turbulent markets.
SeekingAlpha
Selective Readings Of Data - Weekly Blog # 892
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
BJUL | 99.07% | $233.86M | 0.79% | |
BMAR | 98.81% | $211.07M | 0.79% | |
IVV | 98.79% | $566.91B | 0.03% | |
SPY | 98.76% | $607.40B | 0.0945% | |
UDIV | 98.76% | $60.58M | 0.06% | |
SPLG | 98.76% | $70.60B | 0.02% | |
IWB | 98.72% | $40.19B | 0.15% | |
SCHK | 98.72% | $4.17B | 0.05% | |
GSUS | 98.72% | $2.52B | 0.07% | |
VTI | 98.71% | $480.71B | 0.03% | |
BBUS | 98.71% | $4.84B | 0.02% | |
VOO | 98.70% | $679.77B | 0.03% | |
SPYI | 98.70% | $3.87B | 0.68% | |
SPTM | 98.69% | $10.19B | 0.03% | |
ILCB | 98.66% | $1.01B | 0.03% | |
IYY | 98.64% | $2.39B | 0.2% | |
ESGU | 98.64% | $13.39B | 0.15% | |
ITOT | 98.62% | $67.83B | 0.03% | |
SCHX | 98.60% | $54.34B | 0.03% | |
IWV | 98.58% | $15.26B | 0.2% |
SeekingAlpha
Implied volatilities jumped higher across asset classes last week as Middle East tensions escalated. Click to read.
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Implied volatilities fell across asset classes last week on the back of better-than-expected US payrolls data. Click to read.
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Investor sentiment refers to investorsâ overall attitude or emotional outlook toward the stock market.
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Implied volatilities fell across asset classes last week, led by interest rates, with VIXTLT down almost 20 pts to 125bps vol as bond yields moderated.
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Normally, when a credit is downgraded, yields rise at the margin and prices drop (relative to other bonds). In August 2011 the reaction was counterintuitive. Click to read.
SeekingAlpha
Cross-Asset Volatility: Implied volatilities fell across asset classes again last week following the US-China tariff reprieve, with equity and credit...
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
BN | 84.14% | $95.56B | +40.22% | 0.58% |
BNT | 83.54% | $11.62B | +39.99% | 0.00% |
AXP | 82.61% | $205.14B | +27.69% | 0.99% |
JHG | 82.12% | $5.72B | +8.26% | 4.28% |
TROW | 81.54% | $20.18B | -22.11% | 5.44% |
PH | 81.21% | $83.34B | +28.68% | 1.02% |
ITT | 80.72% | $11.79B | +14.41% | 0.89% |
KKR | 80.57% | $107.82B | +9.58% | 0.58% |
ADI | 79.68% | $112.87B | -3.37% | 1.65% |
MKSI | 79.63% | $6.17B | -32.92% | 0.95% |
BX | 79.58% | $164.62B | +10.41% | 2.55% |
BLK | 79.33% | $150.15B | +23.68% | 2.11% |
ARES | 79.21% | $36.09B | +22.36% | 2.43% |
APO | 79.09% | $75.64B | +12.82% | 1.42% |
EMR | 78.61% | $71.65B | +17.20% | 1.64% |
AMZN | 78.35% | $2.28T | +17.51% | 0.00% |
GS | 78.08% | $191.67B | +36.55% | 1.89% |
DD | 78.06% | $28.10B | -16.82% | 2.35% |
IVZ | 77.91% | $6.50B | -1.76% | 5.62% |
EQH | 77.91% | $15.76B | +29.53% | 1.88% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
ZCMD | -0.03% | $32.58M | +12.17% | 0.00% |
MO | -0.23% | $99.37B | +31.67% | 6.86% |
PPC | 0.54% | $10.88B | +45.80% | 0.00% |
STG | -0.58% | $28.60M | -22.21% | 0.00% |
EXC | 0.60% | $42.79B | +21.50% | 3.68% |
VSTA | -0.91% | $341.26M | +39.51% | 0.00% |
NEOG | -0.96% | $1.15B | -68.65% | 0.00% |
CYCN | 0.98% | $9.97M | +40.57% | 0.00% |
DUK | -1.06% | $89.22B | +14.76% | 3.64% |
AEP | 1.06% | $54.28B | +16.07% | 3.62% |
UUU | -1.07% | $7.19M | +94.38% | 0.00% |
MSEX | -1.08% | $996.18M | +8.05% | 2.44% |
YORW | 1.17% | $462.11M | -10.34% | 2.68% |
ALHC | 1.32% | $2.88B | +92.98% | 0.00% |
HUSA | -1.32% | $31.37M | +61.29% | 0.00% |
WTRG | -1.32% | $10.39B | +0.22% | 3.49% |
AGL | -1.54% | $869.30M | -68.84% | 0.00% |
COR | 1.67% | $56.83B | +23.61% | 0.73% |
VRCA | -1.77% | $59.33M | -91.98% | 0.00% |
SO | 1.93% | $97.18B | +13.45% | 3.28% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
K | -33.80% | $27.83B | +36.45% | 2.85% |
CBOE | -23.67% | $23.60B | +33.06% | 1.12% |
ED | -15.05% | $36.52B | +12.13% | 3.30% |
FMTO | -10.39% | $4.80K | -99.93% | 0.00% |
HUSA | -9.66% | $31.37M | +61.29% | 0.00% |
ASPS | -8.12% | $100.74M | -30.52% | 0.00% |
AWK | -7.26% | $27.48B | +8.01% | 2.22% |
DG | -5.89% | $24.94B | -10.48% | 2.08% |
PPC | -5.63% | $10.88B | +45.80% | 0.00% |
KR | -4.72% | $43.91B | +26.88% | 1.94% |
VSA | -3.76% | $8.76M | -14.88% | 0.00% |
CME | -3.16% | $97.19B | +37.23% | 3.92% |
BCE | -3.08% | $20.28B | -32.31% | 11.10% |
TU | -2.74% | $24.32B | +2.44% | 7.20% |
STG | -2.48% | $28.60M | -22.21% | 0.00% |
VSTA | -2.26% | $341.26M | +39.51% | 0.00% |
COR | -2.23% | $56.83B | +23.61% | 0.73% |
SRRK | -1.49% | $2.96B | +266.90% | 0.00% |
SAVA | -1.46% | $100.00M | -89.39% | 0.00% |
WTRG | -1.21% | $10.39B | +0.22% | 3.49% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
CBOE | -18.55% | $23.60B | +33.06% | 1.12% |
FMTO | -13.98% | $4.80K | -99.93% | 0.00% |
ED | -12.84% | $36.52B | +12.13% | 3.30% |
AWK | -11.64% | $27.48B | +8.01% | 2.22% |
MKTX | -9.15% | $8.38B | +14.26% | 1.35% |
K | -8.23% | $27.83B | +36.45% | 2.85% |
CME | -6.68% | $97.19B | +37.23% | 3.92% |
ASPS | -5.86% | $100.74M | -30.52% | 0.00% |
DG | -5.17% | $24.94B | -10.48% | 2.08% |
KR | -4.76% | $43.91B | +26.88% | 1.94% |
BCE | -4.62% | $20.28B | -32.31% | 11.10% |
TU | -3.40% | $24.32B | +2.44% | 7.20% |
LTM | -2.68% | $11.26B | -96.35% | 2.65% |
VSA | -2.67% | $8.76M | -14.88% | 0.00% |
AMT | -2.10% | $100.72B | +11.60% | 3.10% |
DFDV | -2.04% | $458.02M | +2,978.39% | 0.00% |
VRCA | -1.77% | $59.33M | -91.98% | 0.00% |
AGL | -1.54% | $869.30M | -68.84% | 0.00% |
WTRG | -1.32% | $10.39B | +0.22% | 3.49% |
HUSA | -1.32% | $31.37M | +61.29% | 0.00% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
SUB | 0.02% | $9.79B | 0.07% | |
TFLO | -0.05% | $6.90B | 0.15% | |
GSY | 0.09% | $2.91B | 0.22% | |
SPAB | 0.11% | $8.69B | 0.03% | |
KCCA | 0.22% | $98.85M | 0.87% | |
BKAG | 0.24% | $1.88B | 0% | |
IAGG | -0.27% | $10.35B | 0.07% | |
BSCP | -0.29% | $3.35B | 0.1% | |
VCRB | -0.36% | $3.02B | 0.1% | |
BSMR | 0.36% | $255.39M | 0.18% | |
FMB | 0.36% | $1.90B | 0.65% | |
SMMU | 0.39% | $869.65M | 0.35% | |
MBB | 0.42% | $38.23B | 0.04% | |
NYF | 0.45% | $887.34M | 0.25% | |
SCHP | -0.45% | $12.74B | 0.03% | |
DFIP | -0.49% | $906.53M | 0.11% | |
SHM | -0.58% | $3.39B | 0.2% | |
SPMB | 0.66% | $6.06B | 0.04% | |
ISTB | -0.68% | $4.42B | 0.06% | |
TIPZ | -0.74% | $96.17M | 0.2% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
DUK | 0.08% | $89.22B | +14.76% | 3.64% |
IMNN | 0.15% | $19.82M | +5.61% | 0.00% |
MKTX | -0.22% | $8.38B | +14.26% | 1.35% |
AGL | -0.22% | $869.30M | -68.84% | 0.00% |
MOH | 0.28% | $15.85B | -4.42% | 0.00% |
DFDV | 0.46% | $458.02M | +2,978.39% | 0.00% |
EXC | -0.47% | $42.79B | +21.50% | 3.68% |
CHD | 0.51% | $23.68B | -12.51% | 1.20% |
CNC | -0.53% | $27.32B | -17.29% | 0.00% |
LTM | -0.53% | $11.26B | -96.35% | 2.65% |
PRPO | 0.56% | $16.78M | +108.62% | 0.00% |
ZCMD | -0.72% | $32.58M | +12.17% | 0.00% |
CYCN | -0.79% | $9.97M | +40.57% | 0.00% |
JNJ | -0.84% | $366.64B | +4.62% | 3.32% |
NOC | -0.93% | $72.54B | +18.35% | 1.69% |
SO | -0.96% | $97.18B | +13.45% | 3.28% |
WTRG | -1.21% | $10.39B | +0.22% | 3.49% |
PCRX | 1.40% | $1.13B | -13.48% | 0.00% |
GALT | 1.41% | $151.27M | +2.58% | 0.00% |
AMT | 1.46% | $100.72B | +11.60% | 3.10% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
IBMS | 0.06% | $80.20M | 0.18% | |
TLH | 0.14% | $11.16B | 0.15% | |
CTA | 0.33% | $1.09B | 0.76% | |
BNDW | -0.37% | $1.25B | 0.05% | |
SGOV | -0.42% | $48.91B | 0.09% | |
FIXD | 0.48% | $3.39B | 0.65% | |
NUBD | -0.55% | $392.86M | 0.16% | |
IBMN | 0.72% | $449.05M | 0.18% | |
NYF | 0.80% | $887.34M | 0.25% | |
MLN | -0.83% | $525.68M | 0.24% | |
CGCB | -0.85% | $2.37B | 0.27% | |
ISTB | 0.99% | $4.42B | 0.06% | |
BIV | 1.11% | $22.92B | 0.03% | |
SCHQ | 1.12% | $785.18M | 0.03% | |
VGLT | 1.22% | $9.67B | 0.04% | |
LMBS | -1.29% | $5.05B | 0.64% | |
SUB | 1.44% | $9.79B | 0.07% | |
UITB | 1.51% | $2.31B | 0.39% | |
SPTL | 1.57% | $11.01B | 0.03% | |
SPMB | 1.60% | $6.06B | 0.04% |
BAUG - Innovator U.S. Equity Buffer ETF August and SVXY - ProShares Short VIX Short Term Futures ETF 1x Shares have a 0 holding overlap. Which accounts for a 0.0% overlap.
Number of overlapping holdings
0
% of overlapping holdings
0%
Name | Weight in BAUG | Weight in SVXY |
---|---|---|
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
VIXY | -99.86% | $196.95M | 0.85% | |
TAIL | -81.00% | $104.04M | 0.59% | |
BTAL | -57.81% | $296.94M | 1.43% | |
FXY | -38.36% | $859.86M | 0.4% | |
IVOL | -36.48% | $346.82M | 1.02% | |
XONE | -35.46% | $639.76M | 0.03% | |
SPTS | -30.62% | $5.79B | 0.03% | |
UTWO | -29.74% | $375.05M | 0.15% | |
SCHO | -28.23% | $10.94B | 0.03% | |
VGSH | -27.57% | $22.49B | 0.03% | |
IBTG | -24.30% | $1.95B | 0.07% | |
IBTI | -23.16% | $1.04B | 0.07% | |
IBTH | -22.96% | $1.58B | 0.07% | |
XHLF | -22.36% | $1.66B | 0.03% | |
BILS | -21.95% | $3.92B | 0.1356% | |
IBTJ | -20.22% | $676.83M | 0.07% | |
FTSD | -20.00% | $228.45M | 0.25% | |
IEI | -19.75% | $15.27B | 0.15% | |
BWX | -18.89% | $1.41B | 0.35% | |
ULST | -18.75% | $667.74M | 0.2% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
XDTE | 83.12% | $400.68M | 0.97% | |
BJUL | 82.36% | $233.86M | 0.79% | |
ISPY | 82.06% | $836.59M | 0.55% | |
HELO | 81.70% | $3.18B | 0.5% | |
UDIV | 81.48% | $60.58M | 0.06% | |
QDVO | 81.43% | $67.86M | 0.55% | |
EALT | 81.41% | $124.73M | 0.69% | |
PSTP | 81.40% | $109.51M | 0.89% | |
IYY | 81.29% | $2.39B | 0.2% | |
VONE | 81.22% | $6.07B | 0.07% | |
SCHB | 81.18% | $33.07B | 0.03% | |
BJUN | 81.17% | $152.47M | 0.79% | |
DFUS | 81.15% | $14.68B | 0.09% | |
DCOR | 81.14% | $1.73B | 0.14% | |
VOO | 81.13% | $679.77B | 0.03% | |
DFAU | 81.13% | $8.10B | 0.12% | |
IWV | 81.13% | $15.26B | 0.2% | |
IWB | 81.11% | $40.19B | 0.15% | |
LCTU | 81.08% | $1.24B | 0.14% | |
ITOT | 81.05% | $67.83B | 0.03% |
Innovator U.S. Equity Buffer ETF August - BAUG is made up of 6 holdings. ProShares Short VIX Short Term Futures ETF 1x Shares - SVXY is made up of 2 holdings.
Name | Weight |
---|---|
- | 69.27% |
- | 29.96% |
- | 0.19% |
- | 0.19% |
- | 0.19% |
- | 0.19% |
Name | Weight |
---|---|
7 7381371NT United States Treasury Bills 0% | 39.80% |
7 7381428NT United States Treasury Bills 0% | 39.76% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
BN | 71.42% | $95.56B | +40.22% | 0.58% |
BNT | 71.18% | $11.62B | +39.99% | 0.00% |
IVZ | 71.06% | $6.50B | -1.76% | 5.62% |
JHG | 70.97% | $5.72B | +8.26% | 4.28% |
EQH | 70.61% | $15.76B | +29.53% | 1.88% |
JXN | 70.36% | $6.00B | +17.45% | 3.52% |
AXP | 69.92% | $205.14B | +27.69% | 0.99% |
ITT | 69.92% | $11.79B | +14.41% | 0.89% |
PRU | 69.20% | $36.60B | -10.62% | 5.08% |
APO | 68.86% | $75.64B | +12.82% | 1.42% |
KKR | 68.52% | $107.82B | +9.58% | 0.58% |
MS | 68.38% | $208.71B | +33.33% | 2.81% |
AMZN | 68.26% | $2.28T | +17.51% | 0.00% |
GS | 68.06% | $191.67B | +36.55% | 1.89% |
OUT | 67.94% | $2.63B | +14.40% | 5.70% |
AVNT | 67.47% | $3.12B | -22.07% | 3.09% |
TROW | 67.04% | $20.18B | -22.11% | 5.44% |
CG | 67.04% | $16.65B | +16.53% | 2.99% |
MKSI | 66.66% | $6.17B | -32.92% | 0.95% |
AL | 66.58% | $6.29B | +21.50% | 1.53% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
TAIL | -89.02% | $104.04M | 0.59% | |
VIXY | -80.32% | $196.95M | 0.85% | |
BTAL | -64.60% | $296.94M | 1.43% | |
IVOL | -48.49% | $346.82M | 1.02% | |
FTSD | -36.50% | $228.45M | 0.25% | |
SPTS | -36.43% | $5.79B | 0.03% | |
XONE | -34.86% | $639.76M | 0.03% | |
FXY | -33.25% | $859.86M | 0.4% | |
UTWO | -32.06% | $375.05M | 0.15% | |
SCHO | -30.66% | $10.94B | 0.03% | |
VGSH | -30.19% | $22.49B | 0.03% | |
IBTI | -25.38% | $1.04B | 0.07% | |
IBTH | -25.20% | $1.58B | 0.07% | |
IBTG | -24.37% | $1.95B | 0.07% | |
BILS | -22.85% | $3.92B | 0.1356% | |
XHLF | -22.66% | $1.66B | 0.03% | |
IBTJ | -22.62% | $676.83M | 0.07% | |
SHYM | -22.20% | $324.29M | 0.35% | |
IEI | -21.11% | $15.27B | 0.15% | |
IBTK | -19.27% | $433.66M | 0.07% |