skip to main content
Close Icon We use cookies to improve your website experience.  To learn about our use of cookies and how you can manage your cookie settings, please see our Cookie Policy.  By continuing to use the website, you consent to our use of cookies.
Global Search Configuration

The VIX is in...

Funds offering exposure to the most widely followed measure of US equity market volatility, the Chicago Board Options Exchange's CBOE Volatility Index (VIX), are seeing a surge in flows as investors pencil in a much bumpier ride in 2021 than they’ve experienced since the 2008-12 post-financial crisis period.


Fears that global reflation will trigger higher-than-expected inflation, growing appetite for emerging markets exposure and the surge in retail involvement are among the factors fuelling this reassessment of likely volatility.

On the surface, fear of volatility is running ahead of market – or realized – volatility. But analysis by EPFR, which will be discussed in future segments, suggests that by other measures underlying volatility is indeed picking up at a time when receptiveness to central bank guidance and actions is diminishing.

Complete the form to read more of this premium content...

Tems and Conditions

Informa Privacy Policy    Informa Terms & Conditions

Any questions?

Would you like to request sample data or analysis from Informa Financial Intelligence? 

See how our tailored solutions can help you gain a competitive advantage: