Correlation
The correlation between ^FVX and UVIX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
^FVX vs. UVIX
Compare and contrast key facts about Treasury Yield 5 Years (^FVX) and Volatility Shares 2x Long VIX Futures ETF (UVIX).
UVIX is a passively managed fund by Volatility Shares that tracks the performance of the Long VIX Futures Index – Benchmark TR Gross (200%). It was launched on Mar 28, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FVX or UVIX.
Performance
^FVX vs. UVIX - Performance Comparison
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Key characteristics
^FVX:
-0.46
UVIX:
-0.29
^FVX:
-0.66
UVIX:
0.78
^FVX:
0.93
UVIX:
1.10
^FVX:
-0.24
UVIX:
-0.58
^FVX:
-1.04
UVIX:
-0.81
^FVX:
12.95%
UVIX:
71.37%
^FVX:
24.52%
UVIX:
194.12%
^FVX:
-97.53%
UVIX:
-99.80%
^FVX:
-49.13%
UVIX:
-99.78%
Returns By Period
In the year-to-date period, ^FVX achieves a -8.29% return, which is significantly higher than UVIX's -16.12% return.
^FVX
-8.29%
2.16%
-1.90%
-11.29%
10.83%
60.51%
8.73%
UVIX
-16.12%
-28.41%
-9.75%
-55.23%
-84.64%
N/A
N/A
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Risk-Adjusted Performance
^FVX vs. UVIX — Risk-Adjusted Performance Rank
^FVX
UVIX
^FVX vs. UVIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and Volatility Shares 2x Long VIX Futures ETF (UVIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Drawdowns
^FVX vs. UVIX - Drawdown Comparison
The maximum ^FVX drawdown since its inception was -97.53%, roughly equal to the maximum UVIX drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for ^FVX and UVIX.
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Volatility
^FVX vs. UVIX - Volatility Comparison
The current volatility for Treasury Yield 5 Years (^FVX) is 7.05%, while Volatility Shares 2x Long VIX Futures ETF (UVIX) has a volatility of 44.90%. This indicates that ^FVX experiences smaller price fluctuations and is considered to be less risky than UVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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