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MVV vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVV vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Midcap 400 (MVV) 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, MVV achieves a 28.19% return, which is significantly higher than UVXY's -36.18% return. Over the past 10 years, MVV has outperformed UVXY with an annualized return of 12.98%, while UVXY has yielded a comparatively lower -71.03% annualized return.


MVV

1D
2.04%
1M
-0.38%
6M
17.10%
YTD
28.19%
1Y
42.36%
3Y*
17.85%
5Y*
7.80%
10Y*
12.98%
ALL TIME*
11.66%

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)
$571.21K$587.07K$850.63K
$186.30M$190.88M$236.21M

MVV vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MVV
ProShares Ultra Midcap 400
28.19%3.48%17.75%22.51%-31.96%48.57%6.20%49.50%-25.44%30.81%
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 MVV and UVXY is -0.65, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.65

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

-0.64

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

-0.68

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

-0.67

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

-0.70

The correlation between MVV and UVXY has been stable across timeframes, ranging from -0.70 to -0.64 - a consistent structural relationship.

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Return for Risk

MVV vs. UVXY — Risk / Return Rank

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

MVV
MVV Risk / Return Rank: 5858
Overall Rank
MVV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MVV Sortino Ratio Rank: 5555
Sortino Ratio Rank
MVV Omega Ratio Rank: 5151
Omega Ratio Rank
MVV Calmar Ratio Rank: 6666
Calmar Ratio Rank
MVV Martin Ratio Rank: 6565
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.

MVV vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Midcap 400 (MVV) 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.


MVVUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.21

Sortino ratioReturn per unit of downside risk

+3.57

Omega ratioGain probability vs. loss probability

1.24

0.82

+0.41

Calmar ratioReturn relative to maximum drawdown

2.41

-1.03

+3.44

Martin ratioReturn relative to average drawdown

8.19

-1.54

+9.73

MVV vs. UVXY - Sharpe Ratio Comparison

The current MVV Sharpe Ratio is 1.35, which is higher than the UVXY Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of MVV 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

MVV vs. UVXY - Drawdown Comparison

The maximum MVV drawdown since its inception was -85.54%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for MVV and UVXY.


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Drawdown Indicators


MVVUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-85.54%

-100.00%

+14.46%

Max Drawdown (1Y)

Largest decline over 1 year

-17.68%

-71.36%

+53.68%

Max Drawdown (3Y)

Largest decline over 3 years

-44.80%

-95.42%

+50.62%

Max Drawdown (5Y)

Largest decline over 5 years

-45.53%

-99.68%

+54.15%

Max Drawdown (10Y)

Largest decline over 10 years

-69.19%

-100.00%

+30.81%

Current Drawdown

Current decline from peak

-3.22%

-100.00%

+96.78%

Average Drawdown

Average peak-to-trough decline

-20.40%

-98.76%

+78.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.19%

51.81%

-46.62%

Volatility

MVV vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra Midcap 400 (MVV) is 7.32%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 22.30%. This indicates that MVV 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


MVVUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

22.30%

-14.98%

Volatility (6M)

Calculated over the trailing 6-month period

23.30%

65.53%

-42.23%

Volatility (1Y)

Calculated over the trailing 1-year period

31.52%

86.48%

-54.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.50%

103.34%

-63.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.28%

112.09%

-69.81%

MVV vs. UVXY - Expense Ratio Comparison

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


Dividends

MVV vs. UVXY - Dividend Comparison

MVV's dividend yield for the trailing twelve months is around 0.68%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MVV
ProShares Ultra Midcap 400
0.68%0.77%0.39%0.77%0.93%0.16%0.29%0.62%0.62%0.21%0.43%0.17%
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


MVV and UVXY have a correlation of -0.65, 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 MVV (7.32%). In terms of maximum drawdown, MVV dropped -85.54% vs UVXY's -100.00%.

On 10-year performance, MVV leads with 12.98% vs -71.03% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, MVV has been the lower-risk option at 7.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MVV has performed better with a 12.98% return vs -71.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

MVV has the higher dividend yield at 0.68%, compared with 0.00% for UVXY.

MVV is categorized as Leveraged Equities, while UVXY is Volatility. MVV tracks S&P MidCap 400 Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

MVV currently has the higher Sharpe Ratio (1.35 vs -0.85), 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

Find the right allocation for MVV and UVXY

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