PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, CLIX achieves a -6.21% return, which is significantly higher than UVXY's -19.06% return.


CLIX

1D
-2.35%
1M
-6.73%
YTD
-6.21%
6M
-6.37%
1Y
12.94%
3Y*
18.92%
5Y*
-6.40%
10Y*

UVXY

1D
-0.24%
1M
-22.10%
YTD
-19.06%
6M
-37.37%
1Y
-72.91%
3Y*
-64.55%
5Y*
-67.90%
10Y*
-72.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLIX vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLIX
ProShares Long Online/Short Stores ETF
-6.21%32.81%20.73%28.97%-46.73%-39.96%90.91%17.32%6.34%-2.09%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-19.06%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-37.05%

Correlation

The correlation between CLIX and UVXY is -0.44, 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

-0.44

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

-0.48

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

-0.48

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2017

-0.45

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

CLIX vs. UVXY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 1818
Sortino Ratio Rank
CLIX Omega Ratio Rank: 1818
Omega Ratio Rank
CLIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
CLIX Martin Ratio Rank: 1818
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: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
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.

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.


CLIXUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+2.57

Omega ratioGain probability vs. loss probability

1.12

0.82

+0.30

Calmar ratioReturn relative to maximum drawdown

0.66

-0.97

+1.63

Martin ratioReturn relative to average drawdown

1.81

-1.31

+3.12

CLIX vs. UVXY - Sharpe Ratio Comparison

The current CLIX Sharpe Ratio is 0.62, which is higher than the UVXY Sharpe Ratio of -0.87. 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.


Loading charts...

Sharpe Ratios by Period


CLIXUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

-0.87

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

-0.66

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.68

+0.85

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.


Loading charts...

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%

-75.22%

+55.65%

Max Drawdown (3Y)

Largest decline over 3 years

-21.18%

-95.45%

+74.27%

Max Drawdown (5Y)

Largest decline over 5 years

-68.22%

-99.68%

+31.46%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-44.59%

-100.00%

+55.41%

Average Drawdown

Average peak-to-trough decline

-34.70%

-98.55%

+63.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.15%

55.63%

-48.48%

Volatility

CLIX vs. UVXY - Volatility Comparison

The current volatility for ProShares Long Online/Short Stores ETF (CLIX) is 5.08%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 11.77%. 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.


Loading charts...

Volatility by Period


CLIXUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

11.77%

-6.69%

Volatility (6M)

Calculated over the trailing 6-month period

15.59%

62.64%

-47.05%

Volatility (1Y)

Calculated over the trailing 1-year period

20.89%

84.42%

-63.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.94%

103.85%

-76.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.92%

113.82%

-87.90%

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 0.57%, while UVXY has not paid dividends to shareholders.


PositionTTM202520242023202220212020
CLIX
ProShares Long Online/Short Stores ETF
0.57%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 -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (11.77%) compared to CLIX (5.08%). In terms of maximum drawdown, CLIX dropped -73.21% vs UVXY's -100.00%.

On 5-year performance, CLIX leads with -6.40% vs -67.90% for UVXY. On fees, CLIX is cheaper at 0.65% per year. On volatility, CLIX has been the lower-risk option at 5.08%. 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 -6.40% return vs -67.90%. 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 0.57%, 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 (0.62 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 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.

Open Portfolio Optimizer