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ISIN
US92891H3093
CUSIP
92891H408
Inception Date
Mar 28, 2022
Category
Volatility
Leveraged
2x
Index Tracked
Long VIX Futures Index (200% Daily)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Volatility
Assets Under Management
$414M

Share Price Chart


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Performance

UVIX Performance Chart

2x Long VIX Futures ETF (UVIX) is down 42.2% since the beginning of the year. UVIX is currently trading at $3 per share.


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S&P 500 Index

Returns By Period

2x Long VIX Futures ETF (UVIX) has returned -42.21% so far this year and -88.24% over the past 12 months.


2x Long VIX Futures ETF

1D
-7.04%
1M
-27.31%
YTD
-42.21%
6M
-47.62%
1Y
-88.24%
3Y*
-81.73%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.34%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UVIX Monthly Returns History

Based on dividend-adjusted daily data since Mar 30, 2022, UVIX's average daily return is -0.38%, while the average monthly return is -11.10%.

Historically, 31% of months were positive and 69% were negative. The best month was Apr 2022 with a return of +44.5%, while the worst month was Jun 2023 at -49.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 11 months.

On a daily basis, UVIX closed higher 39% of trading days. The best single day was Aug 5, 2024 with a return of +84.4%, while the worst single day was Apr 9, 2025 at -43.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.15%6.62%37.90%-38.91%-27.60%-13.84%-42.21%
2025-11.03%4.13%18.21%19.86%-34.39%-23.36%-23.35%-29.59%-18.00%-0.35%-14.40%-32.59%-83.21%
2024-7.87%-22.85%-10.40%4.17%-30.08%-12.09%6.79%-31.94%15.97%30.30%-47.48%5.26%-75.24%
2023-36.84%-0.65%-12.49%-30.85%-20.36%-49.32%-19.28%-14.17%12.94%-5.42%-46.89%-21.68%-95.28%
202210.48%44.54%-32.75%4.21%-37.18%-2.70%33.81%-30.99%-30.50%-13.13%-61.86%

Benchmark Metrics

2x Long VIX Futures ETF has an annualized alpha of -18.67%, beta of -5.92, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since March 30, 2022.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -263.29%), but participation in market rallies was also limited (-163.90%) - a profile typical of counter-cyclical assets.
  • This ETF had an annualized alpha of -18.67% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of -5.92 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-18.67%
Beta
-5.92
0.56
Upside Capture
-163.90%
Downside Capture
-263.29%

Expense Ratio

UVIX has a high expense ratio of 2.78%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

UVIX ranks 1 for risk / return — in the bottom 1% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


UVIX Risk / Return Rank: 11
Overall Rank
UVIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVIX Sortino Ratio Rank: 11
Sortino Ratio Rank
UVIX Omega Ratio Rank: 11
Omega Ratio Rank
UVIX Calmar Ratio Rank: 00
Calmar Ratio Rank
UVIX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for 2x Long VIX Futures ETF (UVIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UVIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.73

Sortino ratioReturn per unit of downside risk

-4.51

Omega ratioGain probability vs. loss probability

0.79

1.35

-0.56

Calmar ratioReturn relative to maximum drawdown

-1.00

2.66

-3.65

Martin ratioReturn relative to average drawdown

-1.29

11.86

-13.16

Dividends

Dividend History


2x Long VIX Futures ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the 2x Long VIX Futures ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 2x Long VIX Futures ETF was 99.98%, occurring on Jun 16, 2026. The portfolio has not yet recovered.

The current 2x Long VIX Futures ETF drawdown is 99.97%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-99.98%Jun 2026
4y 1mo
4y 1moMay 2022 - now
Bear market2022
-30.45%May 2022
2d5d
7dMay 2022 - May 2022
Bear market2022
-23.04%Apr 2022
8d2d
10dApr 2022 - Apr 2022
Bear market2022
-15.54%Apr 2022
3d2d
5dApr 2022 - Apr 2022
Bear market2022
-9.01%Apr 2022
0s1d
1dApr 2022 - Apr 2022

Drawdown Indicators


UVIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-56.78%

-43.20%

Max Drawdown (1Y)

Largest decline over 1 year

-88.34%

-9.10%

-79.24%

Max Drawdown (3Y)

Largest decline over 3 years

-99.36%

-18.90%

-80.46%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-99.97%

-2.49%

-97.48%

Average Drawdown

Average peak-to-trough decline

-88.56%

-10.72%

-77.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.08%

2.03%

+66.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with UVIX

Add 2x Long VIX Futures ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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