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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 41.10% return, which is significantly higher than UVXY's -23.04% return. Over the past 10 years, EET has outperformed UVXY with an annualized return of 10.67%, while UVXY has yielded a comparatively lower -73.88% annualized return.


EET

1D
-0.60%
1M
2.69%
YTD
41.10%
6M
42.83%
1Y
81.79%
3Y*
34.98%
5Y*
2.48%
10Y*
10.67%

UVXY

1D
-1.25%
1M
-15.98%
YTD
-23.04%
6M
-25.05%
1Y
-71.58%
3Y*
-62.12%
5Y*
-66.83%
10Y*
-73.88%
*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
41.10%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
-23.04%-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

-0.52

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

-0.55

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

-0.57

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

-0.59

The correlation between EET and UVXY has been stable across timeframes, ranging from -0.59 to -0.52 - 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: 6262
Overall Rank
EET Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EET Sortino Ratio Rank: 5151
Sortino Ratio Rank
EET Omega Ratio Rank: 6161
Omega Ratio Rank
EET Calmar Ratio Rank: 7070
Calmar Ratio Rank
EET Martin Ratio Rank: 6767
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.

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.

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.


EETUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.67

Sortino ratioReturn per unit of downside risk

+3.76

Omega ratioGain probability vs. loss probability

1.33

0.83

+0.50

Calmar ratioReturn relative to maximum drawdown

3.12

-0.98

+4.10

Martin ratioReturn relative to average drawdown

10.84

-1.42

+12.26

EET vs. UVXY - Sharpe Ratio Comparison

The current EET Sharpe Ratio is 1.83, which is higher than the UVXY Sharpe Ratio of -0.84. 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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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%

-72.99%

+46.61%

Max Drawdown (3Y)

Largest decline over 3 years

-34.89%

-94.91%

+60.02%

Max Drawdown (5Y)

Largest decline over 5 years

-64.51%

-99.71%

+35.20%

Max Drawdown (10Y)

Largest decline over 10 years

-69.07%

-100.00%

+30.93%

Current Drawdown

Current decline from peak

-11.38%

-100.00%

+88.62%

Average Drawdown

Average peak-to-trough decline

-37.16%

-98.75%

+61.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.57%

51.19%

-43.62%

Volatility

EET vs. UVXY - Volatility Comparison

ProShares Ultra MSCI Emerging Markets (EET) and ProShares Ultra VIX Short-Term Futures ETF (UVXY) have volatilities of 25.42% and 25.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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

25.42%

25.80%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

41.30%

66.21%

-24.91%

Volatility (1Y)

Calculated over the trailing 1-year period

45.20%

85.44%

-40.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.04%

103.95%

-64.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.96%

112.37%

-71.41%

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 1.34%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EET
ProShares Ultra MSCI Emerging Markets
1.34%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.

UVXY has higher volatility (25.80%) compared to EET (25.42%). In terms of maximum drawdown, EET dropped -71.66% vs UVXY's -100.00%.

On 10-year performance, EET leads with 10.67% vs -73.88% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, EET has been the lower-risk option at 25.42%. 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 10.67% return vs -73.88%. 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 1.34%, 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 (1.83 vs -0.84), 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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