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LTL vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTL vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Telecommunications (LTL) 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, LTL achieves a -19.03% return, which is significantly higher than UVXY's -22.07% return. Over the past 10 years, LTL has outperformed UVXY with an annualized return of 7.45%, while UVXY has yielded a comparatively lower -73.85% annualized return.


LTL

1D
0.73%
1M
-13.91%
YTD
-19.03%
6M
-18.57%
1Y
1.21%
3Y*
31.21%
5Y*
14.70%
10Y*
7.45%

UVXY

1D
8.28%
1M
-14.92%
YTD
-22.07%
6M
-24.28%
1Y
-74.07%
3Y*
-61.96%
5Y*
-66.90%
10Y*
-73.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTL vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTL
ProShares Ultra Telecommunications
-19.03%37.06%65.15%62.03%-41.14%40.42%-3.25%30.16%-23.44%-26.85%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-22.07%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between LTL and UVXY is -0.51, 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

-0.51

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

-0.55

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

-0.60

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

-0.49

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

-0.41

The correlation between LTL and UVXY shifts across timeframes, from -0.60 (5 years) to -0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LTL vs. UVXY — Risk / Return Rank

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

LTL
LTL Risk / Return Rank: 99
Overall Rank
LTL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LTL Sortino Ratio Rank: 99
Sortino Ratio Rank
LTL Omega Ratio Rank: 99
Omega Ratio Rank
LTL Calmar Ratio Rank: 99
Calmar Ratio Rank
LTL Martin Ratio Rank: 99
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.

LTL vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Telecommunications (LTL) 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.


LTLUVXYDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.89

Omega ratioGain probability vs. loss probability

1.03

0.81

+0.22

Calmar ratioReturn relative to maximum drawdown

0.05

-1.01

+1.06

Martin ratioReturn relative to average drawdown

0.15

-1.45

+1.60

LTL vs. UVXY - Sharpe Ratio Comparison

The current LTL Sharpe Ratio is 0.04, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of LTL 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

LTL vs. UVXY - Drawdown Comparison

The maximum LTL drawdown since its inception was -80.20%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for LTL and UVXY.


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Drawdown Indicators


LTLUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-80.20%

-100.00%

+19.80%

Max Drawdown (1Y)

Largest decline over 1 year

-22.45%

-73.51%

+51.06%

Max Drawdown (3Y)

Largest decline over 3 years

-34.37%

-94.93%

+60.56%

Max Drawdown (5Y)

Largest decline over 5 years

-52.60%

-99.71%

+47.11%

Max Drawdown (10Y)

Largest decline over 10 years

-64.15%

-100.00%

+35.85%

Current Drawdown

Current decline from peak

-21.88%

-100.00%

+78.12%

Average Drawdown

Average peak-to-trough decline

-28.62%

-98.75%

+70.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.23%

55.34%

-47.11%

Volatility

LTL vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra Telecommunications (LTL) is 9.64%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. This indicates that LTL 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


LTLUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.64%

25.85%

-16.21%

Volatility (6M)

Calculated over the trailing 6-month period

20.70%

66.46%

-45.76%

Volatility (1Y)

Calculated over the trailing 1-year period

27.40%

85.46%

-58.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.70%

103.96%

-69.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.97%

112.39%

-75.42%

LTL vs. UVXY - Expense Ratio Comparison

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


Dividends

LTL vs. UVXY - Dividend Comparison

LTL's dividend yield for the trailing twelve months is around 1.00%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LTL
ProShares Ultra Telecommunications
1.00%0.64%0.29%0.97%2.01%1.14%1.57%0.83%1.99%1.96%0.70%1.55%
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%0.00%0.00%

Frequently Asked Questions


LTL and UVXY have a correlation of -0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.85%) compared to LTL (9.64%). In terms of maximum drawdown, LTL dropped -80.20% vs UVXY's -100.00%.

On 10-year performance, LTL leads with 7.45% vs -73.85% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, LTL has been the lower-risk option at 9.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, LTL has performed better with a 7.45% return vs -73.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

LTL has the higher dividend yield at 1.00%, compared with 0.00% for UVXY.

LTL is categorized as Leveraged Equities, while UVXY is Volatility. LTL tracks Dow Jones U.S. Select Telecommunications Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

LTL currently has the higher Sharpe Ratio (0.04 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.

Portfolio Optimizer

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