PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, QQQA achieves a 65.39% return, which is significantly higher than UVXY's -24.94% return.


QQQA

1D
1.95%
1M
7.50%
YTD
65.39%
6M
61.39%
1Y
87.84%
3Y*
34.29%
5Y*
14.43%
10Y*

UVXY

1D
-2.46%
1M
-14.14%
YTD
-24.94%
6M
-26.89%
1Y
-71.73%
3Y*
-62.37%
5Y*
-66.99%
10Y*
-73.90%
*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
65.39%9.87%16.17%24.98%-29.08%9.84%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-24.94%-65.32%-50.90%-87.70%-44.81%-74.58%

Correlation

The correlation between QQQA and UVXY is -0.55, 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

-0.55

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

-0.60

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

-0.63

Correlation (All Time)
Calculated using the full available price history since May 20, 2021

-0.63

The correlation between QQQA and UVXY has been stable across timeframes, ranging from -0.63 to -0.55 - a consistent structural relationship.

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

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: 9191
Overall Rank
QQQA Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
QQQA Sortino Ratio Rank: 8686
Sortino Ratio Rank
QQQA Omega Ratio Rank: 8888
Omega Ratio Rank
QQQA Calmar Ratio Rank: 9494
Calmar Ratio Rank
QQQA Martin Ratio Rank: 9393
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 22
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: 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.

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.


QQQAUVXYDifference
Sharpe ratioReturn per unit of total volatility

+3.77

Sortino ratioReturn per unit of downside risk

+4.88

Omega ratioGain probability vs. loss probability

1.47

0.83

+0.65

Calmar ratioReturn relative to maximum drawdown

6.07

-0.99

+7.06

Martin ratioReturn relative to average drawdown

21.55

-1.43

+22.98

QQQA vs. UVXY - Sharpe Ratio Comparison

The current QQQA Sharpe Ratio is 2.92, which is higher than the UVXY Sharpe Ratio of -0.85. 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.


Loading charts...

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.


Loading charts...

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%

-72.74%

+58.20%

Max Drawdown (3Y)

Largest decline over 3 years

-30.84%

-94.91%

+64.07%

Max Drawdown (5Y)

Largest decline over 5 years

-38.44%

-99.71%

+61.27%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-5.47%

-100.00%

+94.53%

Average Drawdown

Average peak-to-trough decline

-15.53%

-98.75%

+83.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

50.54%

-46.45%

Volatility

QQQA vs. UVXY - Volatility Comparison

The current volatility for ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) is 16.88%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.55%. 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.


Loading charts...

Volatility by Period


QQQAUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.88%

25.55%

-8.67%

Volatility (6M)

Calculated over the trailing 6-month period

26.73%

66.08%

-39.35%

Volatility (1Y)

Calculated over the trailing 1-year period

30.28%

84.93%

-54.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.74%

103.95%

-77.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.54%

112.35%

-85.81%

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 0.02%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021
QQQA
ProShares Nasdaq-100 Dorsey Wright Momentum ETF
0.02%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 -0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.55%) compared to QQQA (16.88%). In terms of maximum drawdown, QQQA dropped -38.44% vs UVXY's -100.00%.

On 5-year performance, QQQA leads with 14.43% vs -66.99% for UVXY. On fees, QQQA is cheaper at 0.58% per year. On volatility, QQQA has been the lower-risk option at 16.88%. 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 14.43% return vs -66.99%. 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 0.02%, 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 (2.92 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 QQQA 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