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ANEW vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANEW vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares MSCI Transformational Changes ETF (ANEW) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ANEW achieves a -0.34% return, which is significantly higher than UVXY's -23.04% return.


ANEW

1D
0.26%
1M
-0.95%
YTD
-0.34%
6M
-1.41%
1Y
1.85%
3Y*
12.35%
5Y*
2.54%
10Y*

UVXY

1D
-1.25%
1M
-15.98%
YTD
-23.04%
6M
-25.05%
1Y
-71.58%
3Y*
-62.12%
5Y*
-66.83%
10Y*
-73.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANEW vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ANEW
ProShares MSCI Transformational Changes ETF
-0.34%12.01%19.37%22.81%-29.62%6.95%5.40%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.04%-65.32%-50.90%-87.70%-44.81%-88.33%-36.11%

Correlation

The correlation between ANEW and UVXY is -0.65, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.65

Correlation (3Y)
Calculated over the trailing 3-year period

-0.68

Correlation (5Y)
Calculated over the trailing 5-year period

-0.69

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2020

-0.68

The correlation between ANEW and UVXY has been stable across timeframes, ranging from -0.69 to -0.65 - a consistent structural relationship.

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Return for Risk

ANEW vs. UVXY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANEW
ANEW Risk / Return Rank: 1010
Overall Rank
ANEW Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ANEW Sortino Ratio Rank: 1010
Sortino Ratio Rank
ANEW Omega Ratio Rank: 1010
Omega Ratio Rank
ANEW Calmar Ratio Rank: 1010
Calmar Ratio Rank
ANEW Martin Ratio Rank: 1010
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 11
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
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.

ANEW vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Transformational Changes ETF (ANEW) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.

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.


ANEWUVXYDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.80

Omega ratioGain probability vs. loss probability

1.03

0.83

+0.21

Calmar ratioReturn relative to maximum drawdown

0.12

-0.98

+1.10

Martin ratioReturn relative to average drawdown

0.32

-1.42

+1.75

ANEW vs. UVXY - Sharpe Ratio Comparison

The current ANEW Sharpe Ratio is 0.14, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of ANEW and UVXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ANEW vs. UVXY - Drawdown Comparison

The maximum ANEW drawdown since its inception was -39.87%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ANEW and UVXY.


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Drawdown Indicators


ANEWUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-39.87%

-100.00%

+60.13%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-72.99%

+56.87%

Max Drawdown (3Y)

Largest decline over 3 years

-20.26%

-94.91%

+74.65%

Max Drawdown (5Y)

Largest decline over 5 years

-39.87%

-99.71%

+59.84%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-5.20%

-100.00%

+94.80%

Average Drawdown

Average peak-to-trough decline

-13.28%

-98.75%

+85.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

51.19%

-45.47%

Volatility

ANEW vs. UVXY - Volatility Comparison

The current volatility for ProShares MSCI Transformational Changes ETF (ANEW) is 4.73%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.80%. This indicates that ANEW experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANEWUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

25.80%

-21.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

66.21%

-55.65%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

85.44%

-71.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.89%

103.95%

-85.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

112.37%

-93.58%

ANEW vs. UVXY - Expense Ratio Comparison

ANEW has a 0.45% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

ANEW vs. UVXY - Dividend Comparison

ANEW's dividend yield for the trailing twelve months is around 0.63%, while UVXY has not paid dividends to shareholders.


PositionTTM202520242023202220212020
ANEW
ProShares MSCI Transformational Changes ETF
0.63%0.54%1.08%0.87%1.05%0.24%0.04%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ANEW and UVXY have a correlation of -0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.80%) compared to ANEW (4.73%). In terms of maximum drawdown, ANEW dropped -39.87% vs UVXY's -100.00%.

On 5-year performance, ANEW leads with 2.54% vs -66.83% for UVXY. On fees, ANEW is cheaper at 0.45% per year. On volatility, ANEW has been the lower-risk option at 4.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ANEW has performed better with a 2.54% return vs -66.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ANEW is cheaper with a 0.45% expense ratio, compared with 0.95% for UVXY.

ANEW has the higher dividend yield at 0.63%, compared with 0.00% for UVXY.

ANEW is categorized as Large Cap Growth Equities, while UVXY is Volatility. ANEW tracks MSCI Global Transformational Changes Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.45% for ANEW and 0.95% for UVXY.

ANEW currently has the higher Sharpe Ratio (0.14 vs -0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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