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EPV vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPV vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort FTSE Europe (EPV) 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, EPV achieves a -19.77% return, which is significantly higher than UVXY's -36.18% return. Over the past 10 years, EPV has outperformed UVXY with an annualized return of -22.82%, while UVXY has yielded a comparatively lower -71.03% annualized return.


EPV

1D
-1.09%
1M
-3.19%
6M
-10.92%
YTD
-19.77%
1Y
-35.04%
3Y*
-26.13%
5Y*
-19.02%
10Y*
-22.82%
ALL TIME*
-25.54%

UVXY

1D
-1.46%
1M
-7.54%
6M
-33.79%
YTD
-36.18%
1Y
-73.63%
3Y*
-63.76%
5Y*
-68.11%
10Y*
-71.03%
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)
$306.03K$269.56K$428.32K
$186.30M$190.88M$236.21M

EPV vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPV
ProShares UltraShort FTSE Europe
-19.77%-45.21%2.02%-30.81%15.53%-31.62%-37.31%-36.11%32.22%-39.79%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-36.18%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between EPV and UVXY is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.62

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

0.57

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

0.61

Correlation (10Y)
Provides a long-term view across more market conditions.

0.62

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

0.65

The correlation between EPV and UVXY has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.

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Return for Risk

EPV vs. UVXY — Risk / Return Rank

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

EPV
EPV Risk / Return Rank: 11
Overall Rank
EPV Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EPV Sortino Ratio Rank: 22
Sortino Ratio Rank
EPV Omega Ratio Rank: 22
Omega Ratio Rank
EPV Calmar Ratio Rank: 00
Calmar Ratio Rank
EPV Martin Ratio Rank: 00
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 00
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.

EPV vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort FTSE Europe (EPV) 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.


EPVUVXYDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

0.82

0.82

0.00

Calmar ratioReturn relative to maximum drawdown

-1.05

-1.03

-0.01

Martin ratioReturn relative to average drawdown

-1.72

-1.54

-0.18

EPV vs. UVXY - Sharpe Ratio Comparison

The current EPV Sharpe Ratio is -1.08, which is comparable to the UVXY Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of EPV 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

EPV vs. UVXY - Drawdown Comparison

The maximum EPV drawdown since its inception was -99.41%, roughly equal to the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for EPV and UVXY.


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Drawdown Indicators


EPVUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-99.41%

-100.00%

+0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-33.55%

-71.36%

+37.81%

Max Drawdown (3Y)

Largest decline over 3 years

-67.49%

-95.42%

+27.93%

Max Drawdown (5Y)

Largest decline over 5 years

-80.42%

-99.68%

+19.26%

Max Drawdown (10Y)

Largest decline over 10 years

-93.02%

-100.00%

+6.98%

Current Drawdown

Current decline from peak

-99.41%

-100.00%

+0.59%

Average Drawdown

Average peak-to-trough decline

-88.47%

-98.76%

+10.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.92%

51.81%

-29.89%

Volatility

EPV vs. UVXY - Volatility Comparison

The current volatility for ProShares UltraShort FTSE Europe (EPV) is 9.50%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 22.30%. This indicates that EPV 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


EPVUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

22.30%

-12.80%

Volatility (6M)

Calculated over the trailing 6-month period

28.44%

65.53%

-37.09%

Volatility (1Y)

Calculated over the trailing 1-year period

32.47%

86.48%

-54.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.99%

103.34%

-67.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.90%

112.09%

-75.19%

EPV vs. UVXY - Expense Ratio Comparison

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


Dividends

EPV vs. UVXY - Dividend Comparison

EPV's dividend yield for the trailing twelve months is around 4.98%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EPV
ProShares UltraShort FTSE Europe
4.98%4.80%4.83%3.17%0.33%0.01%0.09%1.10%0.19%
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


EPV and UVXY have a correlation of 0.62, 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 EPV (9.50%). In terms of maximum drawdown, EPV dropped -99.41% vs UVXY's -100.00%.

On 10-year performance, EPV leads with -22.82% vs -71.03% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, EPV has been the lower-risk option at 9.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EPV has performed better with a -22.82% return vs -71.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

EPV has the higher dividend yield at 4.98%, compared with 0.00% for UVXY.

EPV is categorized as Leveraged Equities, while UVXY is Volatility. EPV tracks FTSE All Cap Developed Europe (-200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

UVXY currently has the higher Sharpe Ratio (-0.85 vs -1.08), 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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