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Volatility Shares 2x Long VIX Futures ETF (UVIX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US92891H3093
CUSIP
92891H408
Inception Date
Mar 28, 2022
Leveraged
2x
Index Tracked
Long VIX Futures Index – Benchmark TR Gross (200%)
Distribution Policy
Accumulating
Asset Class
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Volatility Shares 2x Long VIX Futures ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Volatility Shares 2x Long VIX Futures ETF (UVIX) has returned 51.66% so far this year and -76.74% over the past 12 months.


Volatility Shares 2x Long VIX Futures ETF

1D
-18.99%
1M
37.90%
YTD
51.66%
6M
-12.79%
1Y
-76.74%
3Y*
-82.44%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 30, 2022, UVIX's average daily return is -0.32%, while the average monthly return is -10.15%.

Historically, 33% of months were positive and 67% 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%51.66%
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%
20229.84%44.54%-32.75%4.21%-37.18%-2.70%33.81%-30.99%-30.50%-13.13%-62.08%

Benchmark Metrics

Volatility Shares 2x Long VIX Futures ETF has an annualized alpha of -16.69%, beta of -5.96, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since March 31, 2022.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -331.43%), but participation in market rallies was also limited (-176.82%) — a profile typical of counter-cyclical assets.
  • This ETF had an annualized alpha of -16.69% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • Beta of -5.96 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
-16.69%
Beta
-5.96
0.56
Upside Capture
-176.82%
Downside Capture
-331.43%

Expense Ratio

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


Return for Risk

Risk / Return Rank

UVIX ranks 4 for risk / return — in the bottom 4% 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: 44
Overall Rank
UVIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
UVIX Sortino Ratio Rank: 55
Sortino Ratio Rank
UVIX Omega Ratio Rank: 55
Omega Ratio Rank
UVIX Calmar Ratio Rank: 11
Calmar Ratio Rank
UVIX Martin Ratio Rank: 44
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 Volatility Shares 2x Long VIX Futures ETF (UVIX) and compare them to a chosen benchmark (S&P 500 Index).


UVIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.51

0.90

-1.41

Sortino ratio

Return per unit of downside risk

-0.36

1.39

-1.75

Omega ratio

Gain probability vs. loss probability

0.95

1.21

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.82

1.40

-2.22

Martin ratio

Return relative to average drawdown

-0.93

6.61

-7.54

Explore UVIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Volatility Shares 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 Volatility Shares 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 Volatility Shares 2x Long VIX Futures ETF was 99.96%, occurring on Feb 2, 2026. The portfolio has not yet recovered.

The current Volatility Shares 2x Long VIX Futures ETF drawdown is 99.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.96%May 10, 2022936Feb 2, 2026
-30.45%May 2, 20223May 4, 20223May 9, 20226
-23.04%Apr 12, 20226Apr 20, 20222Apr 22, 20228
-15.54%Apr 1, 20222Apr 4, 20222Apr 6, 20224
-9.01%Apr 28, 20221Apr 28, 20221Apr 29, 20222

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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