PortfoliosLab logoPortfoliosLab logo
BIB vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIB vs. UVXY - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BIB achieves a 12.50% return, which is significantly higher than UVXY's -22.07% return. Over the past 10 years, BIB has outperformed UVXY with an annualized return of 9.71%, while UVXY has yielded a comparatively lower -73.85% annualized return.


BIB

1D
1.97%
1M
9.49%
YTD
12.50%
6M
8.62%
1Y
100.86%
3Y*
19.65%
5Y*
-0.74%
10Y*
9.71%

UVXY

1D
8.28%
1M
-14.92%
YTD
-22.07%
6M
-24.28%
1Y
-74.07%
3Y*
-61.96%
5Y*
-66.90%
10Y*
-73.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIB vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIB
ProShares Ultra Nasdaq Biotechnology
12.50%59.21%-9.84%-1.06%-28.85%-6.02%39.79%46.71%-24.93%40.49%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-22.07%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between BIB and UVXY is -0.38, 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

-0.38

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

-0.45

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

-0.50

Correlation (10Y)
Calculated over the trailing 10-year period

-0.52

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

-0.54

The correlation between BIB and UVXY shifts across timeframes, from -0.54 (all time) to -0.38 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BIB vs. UVXY — Risk / Return Rank

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

BIB
BIB Risk / Return Rank: 8080
Overall Rank
BIB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BIB Sortino Ratio Rank: 7373
Sortino Ratio Rank
BIB Omega Ratio Rank: 6565
Omega Ratio Rank
BIB Calmar Ratio Rank: 9292
Calmar Ratio Rank
BIB Martin Ratio Rank: 8888
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.

BIB vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Nasdaq Biotechnology (BIB) 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.


BIBUVXYDifference
Sharpe ratioReturn per unit of total volatility

+3.38

Sortino ratioReturn per unit of downside risk

+4.72

Omega ratioGain probability vs. loss probability

1.36

0.81

+0.55

Calmar ratioReturn relative to maximum drawdown

5.99

-1.01

+7.00

Martin ratioReturn relative to average drawdown

18.30

-1.45

+19.75

BIB vs. UVXY - Sharpe Ratio Comparison

The current BIB Sharpe Ratio is 2.51, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of BIB 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.


Loading charts...

Drawdowns

BIB vs. UVXY - Drawdown Comparison

The maximum BIB drawdown since its inception was -67.24%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for BIB and UVXY.


Loading charts...

Drawdown Indicators


BIBUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-67.24%

-100.00%

+32.76%

Max Drawdown (1Y)

Largest decline over 1 year

-16.92%

-73.51%

+56.59%

Max Drawdown (3Y)

Largest decline over 3 years

-45.30%

-94.93%

+49.63%

Max Drawdown (5Y)

Largest decline over 5 years

-65.86%

-99.71%

+33.85%

Max Drawdown (10Y)

Largest decline over 10 years

-66.20%

-100.00%

+33.80%

Current Drawdown

Current decline from peak

-17.29%

-100.00%

+82.71%

Average Drawdown

Average peak-to-trough decline

-32.71%

-98.75%

+66.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

55.34%

-49.81%

Volatility

BIB vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra Nasdaq Biotechnology (BIB) is 13.56%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. This indicates that BIB 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.


Loading charts...

Volatility by Period


BIBUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.56%

25.85%

-12.29%

Volatility (6M)

Calculated over the trailing 6-month period

31.65%

66.46%

-34.81%

Volatility (1Y)

Calculated over the trailing 1-year period

40.43%

85.46%

-45.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.60%

103.96%

-60.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.39%

112.39%

-66.00%

BIB vs. UVXY - Expense Ratio Comparison

Both BIB and UVXY have an expense ratio of 0.95%.


Dividends

BIB vs. UVXY - Dividend Comparison

BIB's dividend yield for the trailing twelve months is around 0.55%, while UVXY has not paid dividends to shareholders.


PositionTTM2025202420232022
BIB
ProShares Ultra Nasdaq Biotechnology
0.55%0.77%1.69%0.07%0.03%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BIB and UVXY have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.85%) compared to BIB (13.56%). In terms of maximum drawdown, BIB dropped -67.24% vs UVXY's -100.00%.

On 10-year performance, BIB leads with 9.71% vs -73.85% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, BIB has been the lower-risk option at 13.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BIB has performed better with a 9.71% return vs -73.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIB and UVXY have the same expense ratio: 0.95% per year.

BIB has the higher dividend yield at 0.55%, compared with 0.00% for UVXY.

BIB is categorized as Leveraged Equities, while UVXY is Volatility. BIB tracks NASDAQ Biotechnology Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

BIB currently has the higher Sharpe Ratio (2.51 vs -0.87), 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.

Portfolio Optimizer

Find the right allocation for BIB and UVXY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer