PortfoliosLab logoPortfoliosLab logo
OILK vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILK vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares K-1 Free Crude Oil Strategy ETF (OILK) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OILK achieves a 40.78% return, which is significantly higher than UVXY's -22.07% return.


OILK

1D
-0.59%
1M
-13.38%
YTD
40.78%
6M
38.63%
1Y
27.24%
3Y*
13.91%
5Y*
13.00%
10Y*

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)

OILK vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OILK
ProShares K-1 Free Crude Oil Strategy ETF
40.78%-11.86%8.18%-0.97%27.57%63.71%-61.09%30.48%-20.40%2.82%
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 OILK and UVXY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.02

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2016

-0.18

The correlation between OILK and UVXY shifts across timeframes, from -0.18 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

OILK vs. UVXY — Risk / Return Rank

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

OILK
OILK Risk / Return Rank: 2828
Overall Rank
OILK Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 2727
Sortino Ratio Rank
OILK Omega Ratio Rank: 2727
Omega Ratio Rank
OILK Calmar Ratio Rank: 3333
Calmar Ratio Rank
OILK Martin Ratio Rank: 2727
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.

OILK vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares K-1 Free Crude Oil Strategy ETF (OILK) 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.


OILKUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.83

Sortino ratioReturn per unit of downside risk

+3.06

Omega ratioGain probability vs. loss probability

1.18

0.81

+0.36

Calmar ratioReturn relative to maximum drawdown

1.57

-1.01

+2.58

Martin ratioReturn relative to average drawdown

3.49

-1.45

+4.94

OILK vs. UVXY - Sharpe Ratio Comparison

The current OILK Sharpe Ratio is 0.96, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of OILK 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.


Loading charts...

Drawdowns

OILK vs. UVXY - Drawdown Comparison

The maximum OILK drawdown since its inception was -83.76%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for OILK and UVXY.


Loading charts...

Drawdown Indicators


OILKUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-83.76%

-100.00%

+16.24%

Max Drawdown (1Y)

Largest decline over 1 year

-17.41%

-73.51%

+56.10%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-94.93%

+71.51%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-99.71%

+65.02%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-17.41%

-100.00%

+82.59%

Average Drawdown

Average peak-to-trough decline

-32.48%

-98.75%

+66.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.86%

55.34%

-47.48%

Volatility

OILK vs. UVXY - Volatility Comparison

The current volatility for ProShares K-1 Free Crude Oil Strategy ETF (OILK) is 8.02%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. This indicates that OILK 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.


Loading charts...

Volatility by Period


OILKUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

25.85%

-17.83%

Volatility (6M)

Calculated over the trailing 6-month period

24.07%

66.46%

-42.39%

Volatility (1Y)

Calculated over the trailing 1-year period

29.00%

85.46%

-56.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.27%

103.96%

-73.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.96%

112.39%

-76.43%

OILK vs. UVXY - Expense Ratio Comparison

OILK has a 0.68% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

OILK vs. UVXY - Dividend Comparison

OILK's dividend yield for the trailing twelve months is around 9.54%, while UVXY has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
OILK
ProShares K-1 Free Crude Oil Strategy ETF
9.54%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%
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%

Frequently Asked Questions


OILK and UVXY have a correlation of 0.21, 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 OILK (8.02%). In terms of maximum drawdown, OILK dropped -83.76% vs UVXY's -100.00%.

On 5-year performance, OILK leads with 13.00% vs -66.90% for UVXY. On fees, OILK is cheaper at 0.68% per year. On volatility, OILK has been the lower-risk option at 8.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OILK has performed better with a 13.00% return vs -66.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILK is cheaper with a 0.68% expense ratio, compared with 0.95% for UVXY.

OILK has the higher dividend yield at 9.54%, compared with 0.00% for UVXY.

OILK is categorized as Oil & Gas, while UVXY is Volatility. OILK tracks Bloomberg Commodity Balanced WTI Crude Oil Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.68% for OILK and 0.95% for UVXY.

OILK currently has the higher Sharpe Ratio (0.96 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

Find the right allocation for OILK and UVXY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer