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QB vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QB vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB) 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, QB achieves a 12.67% return, which is significantly higher than UVXY's -33.76% return.


QB

1D
0.47%
1M
3.50%
6M
11.39%
YTD
12.67%
1Y
18.83%
3Y*
5Y*
10Y*

UVXY

1D
-2.14%
1M
-17.16%
6M
-33.16%
YTD
-33.76%
1Y
-72.68%
3Y*
-62.00%
5Y*
-67.84%
10Y*
-72.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QB vs. UVXY - Yearly Performance Comparison


Correlation

The correlation between QB and UVXY is -0.58, 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

-0.58

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

-0.56

The correlation between QB and UVXY has been stable across timeframes, ranging from -0.58 to -0.56 - a consistent structural relationship.

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Return for Risk

QB vs. UVXY — Risk / Return Rank

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

QB
QB Risk / Return Rank: 9595
Overall Rank
QB Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
QB Sortino Ratio Rank: 9494
Sortino Ratio Rank
QB Omega Ratio Rank: 9696
Omega Ratio Rank
QB Calmar Ratio Rank: 9494
Calmar Ratio Rank
QB Martin Ratio Rank: 9696
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 33
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: 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.

QB vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB) 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.


QBUVXYDifference
Sharpe ratioReturn per unit of total volatility

+3.54

Sortino ratioReturn per unit of downside risk

+5.48

Omega ratioGain probability vs. loss probability

1.64

0.82

+0.82

Calmar ratioReturn relative to maximum drawdown

5.44

-0.99

+6.43

Martin ratioReturn relative to average drawdown

26.25

-1.48

+27.73

QB vs. UVXY - Sharpe Ratio Comparison

The current QB Sharpe Ratio is 2.69, which is higher than the UVXY Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of QB 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

QB vs. UVXY - Drawdown Comparison

The maximum QB drawdown since its inception was -3.47%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for QB and UVXY.


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Drawdown Indicators


QBUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-3.47%

-100.00%

+96.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-73.42%

+69.95%

Max Drawdown (3Y)

Largest decline over 3 years

-95.32%

Max Drawdown (5Y)

Largest decline over 5 years

-99.74%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

0.00%

-100.00%

+100.00%

Average Drawdown

Average peak-to-trough decline

-0.42%

-98.75%

+98.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

49.12%

-48.40%

Volatility

QB vs. UVXY - Volatility Comparison

The current volatility for ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB) is 2.86%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 20.24%. This indicates that QB 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


QBUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

20.24%

-17.38%

Volatility (6M)

Calculated over the trailing 6-month period

5.82%

66.67%

-60.85%

Volatility (1Y)

Calculated over the trailing 1-year period

7.03%

85.34%

-78.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.93%

103.83%

-96.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

112.04%

-105.11%

QB vs. UVXY - Expense Ratio Comparison

QB has a 0.58% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

QB vs. UVXY - Dividend Comparison

QB's dividend yield for the trailing twelve months is around 0.77%, while UVXY has not paid dividends to shareholders.


Frequently Asked Questions


QB and UVXY have a correlation of -0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (20.24%) compared to QB (2.86%). In terms of maximum drawdown, QB dropped -3.47% vs UVXY's -100.00%.

On 1-year performance, QB leads with 18.83% vs -72.68% for UVXY. On fees, QB is cheaper at 0.58% per year. On volatility, QB has been the lower-risk option at 2.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QB has performed better with a 18.83% return vs -72.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QB is cheaper with a 0.58% expense ratio, compared with 0.95% for UVXY.

QB has the higher dividend yield at 0.77%, compared with 0.00% for UVXY.

QB is categorized as Defined Outcome, while UVXY is Volatility. QB tracks Nasdaq-100, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.58% for QB and 0.95% for UVXY.

QB currently has the higher Sharpe Ratio (2.69 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

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