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CLIX vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLIX vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Long Online/Short Stores ETF (CLIX) 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, CLIX achieves a -0.57% return, which is significantly higher than UVXY's -35.24% return.


CLIX

1D
4.48%
1M
6.07%
6M
1.59%
YTD
-0.57%
1Y
12.03%
3Y*
16.69%
5Y*
-4.13%
10Y*
ALL TIME*
4.99%

UVXY

1D
-4.24%
1M
-6.17%
6M
-37.50%
YTD
-35.24%
1Y
-73.24%
3Y*
-61.42%
5Y*
-68.18%
10Y*
-71.50%
ALL TIME*
-80.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$28.27K$42.87K$29.25K
$190.03M$191.90M$239.87M

CLIX vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLIX
ProShares Long Online/Short Stores ETF
-0.57%32.81%20.73%28.97%-46.73%-39.96%90.91%17.32%6.34%-2.43%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-35.24%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-42.19%

Correlation

The correlation between CLIX and UVXY is -0.45, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.45

Correlation (3Y)
Balances recent behavior with more history.

-0.48

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.49

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2017

-0.45

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Return for Risk

CLIX vs. UVXY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CLIX
CLIX Risk / Return Rank: 1818
Overall Rank
CLIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CLIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
CLIX Omega Ratio Rank: 1818
Omega Ratio Rank
CLIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
CLIX Martin Ratio Rank: 1818
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CLIX vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Long Online/Short Stores ETF (CLIX) 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.


CLIXUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.07

0.85

+0.22

Calmar ratioReturn relative to maximum drawdown

0.40

-0.95

+1.34

Martin ratioReturn relative to average drawdown

0.95

-1.35

+2.31

CLIX vs. UVXY - Sharpe Ratio Comparison

The current CLIX Sharpe Ratio is 0.35, which is higher than the UVXY Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of CLIX 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

CLIX vs. UVXY - Drawdown Comparison

The maximum CLIX drawdown since its inception was -73.21%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for CLIX and UVXY.


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Drawdown Indicators


CLIXUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-73.21%

-100.00%

+26.79%

Max Drawdown (1Y)

Largest decline over 1 year

-19.57%

-73.88%

+54.31%

Max Drawdown (3Y)

Largest decline over 3 years

-21.18%

-95.42%

+74.24%

Max Drawdown (5Y)

Largest decline over 5 years

-63.54%

-99.68%

+36.14%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-41.26%

-100.00%

+58.74%

Average Drawdown

Average peak-to-trough decline

-34.86%

-98.76%

+63.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

51.60%

-43.45%

Volatility

CLIX vs. UVXY - Volatility Comparison

The current volatility for ProShares Long Online/Short Stores ETF (CLIX) is 6.82%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 22.30%. This indicates that CLIX 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


CLIXUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

22.30%

-15.48%

Volatility (6M)

Calculated over the trailing 6-month period

17.43%

65.55%

-48.12%

Volatility (1Y)

Calculated over the trailing 1-year period

22.42%

87.28%

-64.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.87%

103.39%

-76.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.89%

112.09%

-86.20%

CLIX vs. UVXY - Expense Ratio Comparison

CLIX has a 0.65% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

CLIX vs. UVXY - Dividend Comparison

CLIX's dividend yield for the trailing twelve months is around 0.53%, while UVXY has not paid dividends to shareholders.


PositionTTM202520242023202220212020
CLIX
ProShares Long Online/Short Stores ETF
0.53%0.46%0.46%0.00%0.00%0.00%1.33%
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


CLIX and UVXY have a correlation of -0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (22.30%) compared to CLIX (6.82%). In terms of maximum drawdown, CLIX dropped -73.21% vs UVXY's -100.00%.

On 5-year performance, CLIX leads with -4.13% vs -68.18% for UVXY. On fees, CLIX is cheaper at 0.65% per year. On volatility, CLIX has been the lower-risk option at 6.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CLIX has performed better with a -4.13% return vs -68.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CLIX is cheaper with a 0.65% expense ratio, compared with 0.95% for UVXY.

CLIX has the higher dividend yield at 0.53%, compared with 0.00% for UVXY.

CLIX is categorized as Long-Short, while UVXY is Volatility. CLIX tracks ProShares Long Online/Short Stores Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.65% for CLIX and 0.95% for UVXY.

CLIX currently has the higher Sharpe Ratio (0.35 vs -0.80), 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 CLIX 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.

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