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EET vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EET vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI Emerging Markets (EET) 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, EET achieves a 54.14% return, which is significantly higher than UVXY's -19.06% return. Over the past 10 years, EET has outperformed UVXY with an annualized return of 11.03%, while UVXY has yielded a comparatively lower -72.67% annualized return.


EET

1D
-2.52%
1M
17.51%
YTD
54.14%
6M
60.18%
1Y
118.88%
3Y*
38.53%
5Y*
4.07%
10Y*
11.03%

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)

EET vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EET
ProShares Ultra MSCI Emerging Markets
54.14%63.14%2.88%7.06%-43.07%-10.93%18.92%31.87%-33.84%82.41%
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%-94.17%

Correlation

The correlation between EET and UVXY is -0.55, 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

-0.55

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

-0.51

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

-0.54

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

-0.57

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2011

-0.59

The correlation between EET and UVXY has been stable across timeframes, ranging from -0.59 to -0.51 - a consistent structural relationship.

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Return for Risk

EET vs. UVXY — Risk / Return Rank

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

EET
EET Risk / Return Rank: 8181
Overall Rank
EET Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EET Sortino Ratio Rank: 7373
Sortino Ratio Rank
EET Omega Ratio Rank: 7777
Omega Ratio Rank
EET Calmar Ratio Rank: 8484
Calmar Ratio Rank
EET Martin Ratio Rank: 8282
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.

EET vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Emerging Markets (EET) 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.


EETUVXYDifference
Sharpe ratioReturn per unit of total volatility

+3.88

Sortino ratioReturn per unit of downside risk

+4.93

Omega ratioGain probability vs. loss probability

1.46

0.82

+0.65

Calmar ratioReturn relative to maximum drawdown

4.53

-0.97

+5.50

Martin ratioReturn relative to average drawdown

16.64

-1.31

+17.95

EET vs. UVXY - Sharpe Ratio Comparison

The current EET Sharpe Ratio is 3.02, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of EET 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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Sharpe Ratios by Period


EETUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.02

-0.87

+3.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.66

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

-0.64

+0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.68

+0.80

Drawdowns

EET vs. UVXY - Drawdown Comparison

The maximum EET drawdown since its inception was -71.66%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for EET and UVXY.


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Drawdown Indicators


EETUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-71.66%

-100.00%

+28.34%

Max Drawdown (1Y)

Largest decline over 1 year

-26.38%

-75.22%

+48.84%

Max Drawdown (3Y)

Largest decline over 3 years

-34.89%

-95.45%

+60.56%

Max Drawdown (5Y)

Largest decline over 5 years

-64.88%

-99.68%

+34.80%

Max Drawdown (10Y)

Largest decline over 10 years

-69.07%

-100.00%

+30.93%

Current Drawdown

Current decline from peak

-2.52%

-100.00%

+97.48%

Average Drawdown

Average peak-to-trough decline

-37.27%

-98.55%

+61.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

55.63%

-48.46%

Volatility

EET vs. UVXY - Volatility Comparison

ProShares Ultra MSCI Emerging Markets (EET) has a higher volatility of 17.46% compared to ProShares Ultra VIX Short-Term Futures ETF (UVXY) at 11.77%. This indicates that EET's price experiences larger fluctuations and is considered to be riskier 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


EETUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.46%

11.77%

+5.69%

Volatility (6M)

Calculated over the trailing 6-month period

34.52%

62.64%

-28.12%

Volatility (1Y)

Calculated over the trailing 1-year period

39.66%

84.42%

-44.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.78%

103.85%

-66.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.60%

113.82%

-73.22%

EET vs. UVXY - Expense Ratio Comparison

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


Dividends

EET vs. UVXY - Dividend Comparison

EET's dividend yield for the trailing twelve months is around 1.23%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EET
ProShares Ultra MSCI Emerging Markets
1.23%1.82%3.85%2.14%0.00%0.00%0.01%1.40%0.16%
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%

Frequently Asked Questions


EET and UVXY have a correlation of -0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EET has higher volatility (17.46%) compared to UVXY (11.77%). In terms of maximum drawdown, EET dropped -71.66% vs UVXY's -100.00%.

On 10-year performance, EET leads with 11.03% vs -72.67% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UVXY has been the lower-risk option at 11.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EET has performed better with a 11.03% return vs -72.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

EET has the higher dividend yield at 1.23%, compared with 0.00% for UVXY.

EET is categorized as Leveraged Equities, while UVXY is Volatility. EET tracks MSCI Emerging Markets Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

EET currently has the higher Sharpe Ratio (3.02 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.

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