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GLL vs. UVIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GLL and UVIX is -0.17. 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.


-0.50.00.51.0
Correlation: -0.2

Performance

GLL vs. UVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Gold (GLL) and Volatility Shares 2x Long VIX Futures ETF (UVIX). The values are adjusted to include any dividend payments, if applicable.

-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-60.34%
-99.39%
GLL
UVIX

Key characteristics

Sharpe Ratio

GLL:

-1.43

UVIX:

-0.28

Sortino Ratio

GLL:

-2.38

UVIX:

0.84

Omega Ratio

GLL:

0.75

UVIX:

1.10

Calmar Ratio

GLL:

-0.49

UVIX:

-0.54

Martin Ratio

GLL:

-1.98

UVIX:

-0.78

Ulcer Index

GLL:

24.49%

UVIX:

68.49%

Daily Std Dev

GLL:

33.96%

UVIX:

190.40%

Max Drawdown

GLL:

-98.00%

UVIX:

-99.80%

Current Drawdown

GLL:

-97.91%

UVIX:

-99.64%

Returns By Period

In the year-to-date period, GLL achieves a -37.49% return, which is significantly lower than UVIX's 37.65% return.


GLL

YTD

-37.49%

1M

-18.89%

6M

-31.82%

1Y

-48.93%

5Y*

-22.04%

10Y*

-19.43%

UVIX

YTD

37.65%

1M

58.27%

6M

-9.83%

1Y

-48.74%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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GLL vs. UVIX - Expense Ratio Comparison

GLL has a 0.95% expense ratio, which is lower than UVIX's 2.78% expense ratio.


Expense ratio chart for UVIX: current value is 2.78%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UVIX: 2.78%
Expense ratio chart for GLL: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GLL: 0.95%

Risk-Adjusted Performance

GLL vs. UVIX — Risk-Adjusted Performance Rank

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

GLL
The Risk-Adjusted Performance Rank of GLL is 11
Overall Rank
The Sharpe Ratio Rank of GLL is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of GLL is 00
Sortino Ratio Rank
The Omega Ratio Rank of GLL is 00
Omega Ratio Rank
The Calmar Ratio Rank of GLL is 22
Calmar Ratio Rank
The Martin Ratio Rank of GLL is 00
Martin Ratio Rank

UVIX
The Risk-Adjusted Performance Rank of UVIX is 2727
Overall Rank
The Sharpe Ratio Rank of UVIX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of UVIX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of UVIX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of UVIX is 22
Calmar Ratio Rank
The Martin Ratio Rank of UVIX is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GLL vs. UVIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Gold (GLL) and Volatility Shares 2x Long VIX Futures ETF (UVIX). 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.


The chart of Sharpe ratio for GLL, currently valued at -1.43, compared to the broader market-1.000.001.002.003.004.00
GLL: -1.43
UVIX: -0.28
The chart of Sortino ratio for GLL, currently valued at -2.38, compared to the broader market-2.000.002.004.006.008.00
GLL: -2.38
UVIX: 0.84
The chart of Omega ratio for GLL, currently valued at 0.75, compared to the broader market0.501.001.502.002.50
GLL: 0.75
UVIX: 1.10
The chart of Calmar ratio for GLL, currently valued at -0.66, compared to the broader market0.002.004.006.008.0010.0012.00
GLL: -0.66
UVIX: -0.54
The chart of Martin ratio for GLL, currently valued at -1.98, compared to the broader market0.0020.0040.0060.00
GLL: -1.98
UVIX: -0.78

The current GLL Sharpe Ratio is -1.43, which is lower than the UVIX Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of GLL and UVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.00NovemberDecember2025FebruaryMarchApril
-1.43
-0.28
GLL
UVIX

Dividends

GLL vs. UVIX - Dividend Comparison

Neither GLL nor UVIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLL vs. UVIX - Drawdown Comparison

The maximum GLL drawdown since its inception was -98.00%, roughly equal to the maximum UVIX drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for GLL and UVIX. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-71.90%
-99.64%
GLL
UVIX

Volatility

GLL vs. UVIX - Volatility Comparison

The current volatility for ProShares UltraShort Gold (GLL) is 16.58%, while Volatility Shares 2x Long VIX Futures ETF (UVIX) has a volatility of 97.67%. This indicates that GLL experiences smaller price fluctuations and is considered to be less risky than UVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
16.58%
97.67%
GLL
UVIX