Home etfexpress.com Tabula launches global credit volatility risk premia ETF

Tabula launches global credit volatility risk premia ETF

Investors looking for fixed income returns through ETFs are being offered the innovative Tabula JP Morgan Global Credit Volatility Premium Index UCITS ETF, designed to deliver access to credit volatility risk premia.Tabula CEO Michael John Lytle says: “Many investors are looking for new sources of return in the fixed income space, especially those with limited correlation to existing traded assets.”Lytle describes his ETF’s strategy as chasing a holy grail: “Similar to portable alpha, the strategy attempts to harness a premium which historical data suggests is both persistent and not highly correlated to the other market benchmarks.”Tabula launches Global Credit Volatility Premium ETFThe ETF replicates the returns of the JP Morgan Global Credit Volatility Premium Index which sells options on the iTraxx Crossover (75 European names) and CDX HY indices (100 North American names) while hedging out its exposure to credit spreads on a daily basis. To continue reading, please register here for free
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