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DDM vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDM vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Dow30 (DDM) 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, DDM achieves a 13.14% return, which is significantly higher than UVXY's -22.07% return. Over the past 10 years, DDM has outperformed UVXY with an annualized return of 20.48%, while UVXY has yielded a comparatively lower -73.85% annualized return.


DDM

1D
-0.12%
1M
4.09%
YTD
13.14%
6M
11.28%
1Y
41.18%
3Y*
26.56%
5Y*
13.43%
10Y*
20.48%

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)

DDM vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DDM
ProShares Ultra Dow30
13.14%20.59%21.60%24.34%-19.48%41.97%2.14%47.98%-13.46%59.56%
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 DDM and UVXY is -0.69, 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

-0.69

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

-0.66

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

-0.69

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

-0.69

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

-0.72

The correlation between DDM and UVXY has been stable across timeframes, ranging from -0.72 to -0.66 - a consistent structural relationship.

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Return for Risk

DDM vs. UVXY — Risk / Return Rank

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

DDM
DDM Risk / Return Rank: 4848
Overall Rank
DDM Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
DDM Sortino Ratio Rank: 5050
Sortino Ratio Rank
DDM Omega Ratio Rank: 4646
Omega Ratio Rank
DDM Calmar Ratio Rank: 4545
Calmar Ratio Rank
DDM Martin Ratio Rank: 4949
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.

DDM vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Dow30 (DDM) 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.


DDMUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.53

Sortino ratioReturn per unit of downside risk

+3.99

Omega ratioGain probability vs. loss probability

1.28

0.81

+0.47

Calmar ratioReturn relative to maximum drawdown

2.14

-1.01

+3.15

Martin ratioReturn relative to average drawdown

7.85

-1.45

+9.31

DDM vs. UVXY - Sharpe Ratio Comparison

The current DDM Sharpe Ratio is 1.67, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of DDM 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

DDM vs. UVXY - Drawdown Comparison

The maximum DDM drawdown since its inception was -81.70%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for DDM and UVXY.


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Drawdown Indicators


DDMUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-81.70%

-100.00%

+18.30%

Max Drawdown (1Y)

Largest decline over 1 year

-19.31%

-73.51%

+54.20%

Max Drawdown (3Y)

Largest decline over 3 years

-31.62%

-94.93%

+63.31%

Max Drawdown (5Y)

Largest decline over 5 years

-40.18%

-99.71%

+59.53%

Max Drawdown (10Y)

Largest decline over 10 years

-63.13%

-100.00%

+36.87%

Current Drawdown

Current decline from peak

-1.46%

-100.00%

+98.54%

Average Drawdown

Average peak-to-trough decline

-17.29%

-98.75%

+81.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

55.34%

-50.08%

Volatility

DDM vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra Dow30 (DDM) is 8.37%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. This indicates that DDM 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


DDMUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

25.85%

-17.48%

Volatility (6M)

Calculated over the trailing 6-month period

19.59%

66.46%

-46.87%

Volatility (1Y)

Calculated over the trailing 1-year period

24.90%

85.46%

-60.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.63%

103.96%

-74.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.76%

112.39%

-77.63%

DDM vs. UVXY - Expense Ratio Comparison

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


Dividends

DDM vs. UVXY - Dividend Comparison

DDM's dividend yield for the trailing twelve months is around 0.88%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DDM
ProShares Ultra Dow30
0.88%0.94%1.00%0.27%0.83%0.18%0.31%0.62%0.89%0.68%1.08%1.23%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DDM and UVXY have a correlation of -0.69, 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 DDM (8.37%). In terms of maximum drawdown, DDM dropped -81.70% vs UVXY's -100.00%.

On 10-year performance, DDM leads with 20.48% vs -73.85% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, DDM has been the lower-risk option at 8.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DDM has performed better with a 20.48% return vs -73.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

DDM has the higher dividend yield at 0.88%, compared with 0.00% for UVXY.

DDM is categorized as Leveraged Equities, while UVXY is Volatility. DDM tracks Dow Jones Industrial Average Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

DDM currently has the higher Sharpe Ratio (1.67 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

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