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EQRR vs. UVXY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQRR vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Equities for Rising Rates ETF (EQRR) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

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EQRR vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQRR
ProShares Equities for Rising Rates ETF
7.59%15.49%7.69%9.19%2.20%36.11%-10.14%19.57%-18.60%15.64%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
40.61%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-64.84%

Returns By Period

In the year-to-date period, EQRR achieves a 7.59% return, which is significantly lower than UVXY's 40.61% return.


EQRR

1D
-0.72%
1M
0.35%
YTD
7.59%
6M
10.49%
1Y
18.38%
3Y*
14.32%
5Y*
10.76%
10Y*

UVXY

1D
-3.40%
1M
25.05%
YTD
40.61%
6M
-2.75%
1Y
-57.00%
3Y*
-64.84%
5Y*
-67.28%
10Y*
-72.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQRR vs. UVXY - Expense Ratio Comparison

EQRR has a 0.35% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Return for Risk

EQRR vs. UVXY — Risk / Return Rank

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

EQRR
EQRR Risk / Return Rank: 5353
Overall Rank
EQRR Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EQRR Sortino Ratio Rank: 5151
Sortino Ratio Rank
EQRR Omega Ratio Rank: 5757
Omega Ratio Rank
EQRR Calmar Ratio Rank: 4646
Calmar Ratio Rank
EQRR Martin Ratio Rank: 5858
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 55
Overall Rank
UVXY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 66
Sortino Ratio Rank
UVXY Omega Ratio Rank: 66
Omega Ratio Rank
UVXY Calmar Ratio Rank: 22
Calmar Ratio Rank
UVXY Martin Ratio Rank: 66
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.

EQRR vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Equities for Rising Rates ETF (EQRR) 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.


EQRRUVXYDifference

Sharpe ratio

Return per unit of total volatility

1.02

-0.51

+1.52

Sortino ratio

Return per unit of downside risk

1.42

-0.30

+1.72

Omega ratio

Gain probability vs. loss probability

1.22

0.96

+0.26

Calmar ratio

Return relative to maximum drawdown

1.30

-0.66

+1.97

Martin ratio

Return relative to average drawdown

6.15

-0.80

+6.95

EQRR vs. UVXY - Sharpe Ratio Comparison

The current EQRR Sharpe Ratio is 1.02, which is higher than the UVXY Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of EQRR and UVXY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EQRRUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

-0.51

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

-0.64

+1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

-0.67

+1.02

Correlation

The correlation between EQRR and UVXY is -0.49. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

EQRR vs. UVXY - Dividend Comparison

EQRR's dividend yield for the trailing twelve months is around 1.43%, while UVXY has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
EQRR
ProShares Equities for Rising Rates ETF
1.43%1.70%2.17%2.77%2.34%1.71%2.17%2.05%2.47%0.69%
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%

Drawdowns

EQRR vs. UVXY - Drawdown Comparison

The maximum EQRR drawdown since its inception was -57.93%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for EQRR and UVXY.


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Drawdown Indicators


EQRRUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-57.93%

-100.00%

+42.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-85.64%

+71.34%

Max Drawdown (5Y)

Largest decline over 5 years

-21.75%

-99.77%

+78.02%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-1.03%

-100.00%

+98.97%

Average Drawdown

Average peak-to-trough decline

-10.27%

-98.53%

+88.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

71.09%

-68.06%

Volatility

EQRR vs. UVXY - Volatility Comparison

The current volatility for ProShares Equities for Rising Rates ETF (EQRR) is 3.97%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 45.03%. This indicates that EQRR 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


EQRRUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

45.03%

-41.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

71.80%

-61.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.15%

113.07%

-94.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

105.47%

-83.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.03%

114.51%

-89.48%