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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.

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Returns By Period

In the year-to-date period, OILK achieves a 64.22% return, which is significantly higher than UVXY's -19.06% return.


OILK

1D
1.40%
1M
-1.65%
YTD
64.22%
6M
60.70%
1Y
58.99%
3Y*
19.03%
5Y*
17.73%
10Y*

UVXY

1D
-0.24%
1M
-22.10%
YTD
-19.06%
6M
-37.37%
1Y
-72.91%
3Y*
-64.55%
5Y*
-67.90%
10Y*
-72.67%
*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
64.22%-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
-19.06%-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 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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 29, 2016

-0.18

The correlation between OILK and UVXY shifts across timeframes, from -0.18 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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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: 5555
Overall Rank
OILK Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 5353
Sortino Ratio Rank
OILK Omega Ratio Rank: 5454
Omega Ratio Rank
OILK Calmar Ratio Rank: 6868
Calmar Ratio Rank
OILK Martin Ratio Rank: 4242
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: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
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.


OILKUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.93

Sortino ratioReturn per unit of downside risk

+4.19

Omega ratioGain probability vs. loss probability

1.34

0.82

+0.52

Calmar ratioReturn relative to maximum drawdown

3.42

-0.97

+4.39

Martin ratioReturn relative to average drawdown

6.91

-1.31

+8.22

OILK vs. UVXY - Sharpe Ratio Comparison

The current OILK Sharpe Ratio is 2.06, 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.


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Sharpe Ratios by Period


OILKUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

-0.87

+2.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.66

+1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.68

+0.79

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.


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Drawdown Indicators


OILKUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-83.76%

-100.00%

+16.24%

Max Drawdown (1Y)

Largest decline over 1 year

-17.35%

-75.22%

+57.87%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-95.45%

+72.03%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-99.68%

+64.99%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-3.66%

-100.00%

+96.34%

Average Drawdown

Average peak-to-trough decline

-32.61%

-98.55%

+65.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.56%

55.63%

-47.07%

Volatility

OILK vs. UVXY - Volatility Comparison

The current volatility for ProShares K-1 Free Crude Oil Strategy ETF (OILK) is 10.44%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 11.77%. 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.


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Volatility by Period


OILKUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.44%

11.77%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

23.26%

62.64%

-39.38%

Volatility (1Y)

Calculated over the trailing 1-year period

28.75%

84.42%

-55.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.12%

103.85%

-73.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.97%

113.82%

-77.85%

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 8.18%, while UVXY has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
OILK
ProShares K-1 Free Crude Oil Strategy ETF
8.18%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 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (11.77%) compared to OILK (10.44%). In terms of maximum drawdown, OILK dropped -83.76% vs UVXY's -100.00%.

On 5-year performance, OILK leads with 17.73% vs -67.90% for UVXY. On fees, OILK is cheaper at 0.68% per year. On volatility, OILK has been the lower-risk option at 10.44%. 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 17.73% return vs -67.90%. 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 8.18%, 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 (2.06 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.

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