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QQQA vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQA vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) 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, QQQA achieves a 64.12% return, which is significantly higher than UVXY's -23.07% return.


QQQA

1D
-0.76%
1M
19.04%
YTD
64.12%
6M
67.24%
1Y
86.88%
3Y*
34.14%
5Y*
14.57%
10Y*

UVXY

1D
-4.95%
1M
-26.21%
YTD
-23.07%
6M
-39.47%
1Y
-74.10%
3Y*
-64.78%
5Y*
-68.23%
10Y*
-72.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQA vs. UVXY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QQQA
ProShares Nasdaq-100 Dorsey Wright Momentum ETF
64.12%9.87%16.17%24.98%-29.08%8.43%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.07%-65.32%-50.90%-87.70%-44.81%-72.32%

Correlation

The correlation between QQQA and UVXY is -0.53, 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

-0.53

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

-0.58

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

-0.63

Correlation (All Time)
Calculated using the full available price history since May 21, 2021

-0.63

The correlation between QQQA and UVXY shifts across timeframes, from -0.63 (5 years) to -0.53 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QQQA vs. UVXY — Risk / Return Rank

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

QQQA
QQQA Risk / Return Rank: 9090
Overall Rank
QQQA Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
QQQA Sortino Ratio Rank: 8787
Sortino Ratio Rank
QQQA Omega Ratio Rank: 8787
Omega Ratio Rank
QQQA Calmar Ratio Rank: 9292
Calmar Ratio Rank
QQQA Martin Ratio Rank: 9292
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: 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.

QQQA vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) 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.


QQQAUVXYDifference
Sharpe ratioReturn per unit of total volatility

+4.23

Sortino ratioReturn per unit of downside risk

+5.61

Omega ratioGain probability vs. loss probability

1.53

0.81

+0.72

Calmar ratioReturn relative to maximum drawdown

6.01

-0.97

+6.98

Martin ratioReturn relative to average drawdown

22.45

-1.33

+23.78

QQQA vs. UVXY - Sharpe Ratio Comparison

The current QQQA Sharpe Ratio is 3.35, which is higher than the UVXY Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of QQQA 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


QQQAUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

-0.88

+4.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

-0.66

+1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

-0.68

+1.26

Drawdowns

QQQA vs. UVXY - Drawdown Comparison

The maximum QQQA drawdown since its inception was -38.44%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for QQQA and UVXY.


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Drawdown Indicators


QQQAUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-38.44%

-100.00%

+61.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-76.19%

+61.65%

Max Drawdown (3Y)

Largest decline over 3 years

-30.84%

-95.25%

+64.41%

Max Drawdown (5Y)

Largest decline over 5 years

-38.44%

-99.69%

+61.25%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-0.76%

-100.00%

+99.24%

Average Drawdown

Average peak-to-trough decline

-15.66%

-98.55%

+82.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

55.83%

-51.95%

Volatility

QQQA vs. UVXY - Volatility Comparison

The current volatility for ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) is 10.13%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 12.26%. This indicates that QQQA 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


QQQAUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.13%

12.26%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

22.18%

62.79%

-40.61%

Volatility (1Y)

Calculated over the trailing 1-year period

26.07%

84.51%

-58.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.82%

103.82%

-78.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.76%

113.81%

-88.05%

QQQA vs. UVXY - Expense Ratio Comparison

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


Dividends

QQQA vs. UVXY - Dividend Comparison

QQQA's dividend yield for the trailing twelve months is around 0.06%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021
QQQA
ProShares Nasdaq-100 Dorsey Wright Momentum ETF
0.06%0.10%0.09%0.34%0.28%0.10%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQQA and UVXY have a correlation of -0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (12.26%) compared to QQQA (10.13%). In terms of maximum drawdown, QQQA dropped -38.44% vs UVXY's -100.00%.

On 5-year performance, QQQA leads with 14.57% vs -68.23% for UVXY. On fees, QQQA is cheaper at 0.58% per year. On volatility, QQQA has been the lower-risk option at 10.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QQQA has performed better with a 14.57% return vs -68.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

QQQA has the higher dividend yield at 0.06%, compared with 0.00% for UVXY.

QQQA is categorized as Nasdaq-100, while UVXY is Volatility. QQQA tracks NASDAQ-100 Dorsey Wright Momentum Index - Benchmark TR Gross, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.58% for QQQA and 0.95% for UVXY.

QQQA currently has the higher Sharpe Ratio (3.35 vs -0.88), 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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