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REGL vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REGL vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) 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, REGL achieves a 10.33% return, which is significantly higher than UVXY's -33.76% return. Over the past 10 years, REGL has outperformed UVXY with an annualized return of 9.34%, while UVXY has yielded a comparatively lower -72.11% annualized return.


REGL

1D
-0.28%
1M
1.99%
6M
6.64%
YTD
10.33%
1Y
12.11%
3Y*
11.87%
5Y*
7.77%
10Y*
9.34%

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)

REGL vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
10.33%6.89%12.26%5.41%-0.62%20.38%7.50%18.79%-3.25%10.17%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-33.76%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between REGL and UVXY is -0.40, 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

-0.40

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

-0.47

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

-0.54

Correlation (10Y)
Calculated over the trailing 10-year period

-0.55

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2015

-0.56

The correlation between REGL and UVXY shifts across timeframes, from -0.56 (all time) to -0.40 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

REGL vs. UVXY — Risk / Return Rank

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

REGL
REGL Risk / Return Rank: 3131
Overall Rank
REGL Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
REGL Sortino Ratio Rank: 3232
Sortino Ratio Rank
REGL Omega Ratio Rank: 2828
Omega Ratio Rank
REGL Calmar Ratio Rank: 3030
Calmar Ratio Rank
REGL Martin Ratio Rank: 3232
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.

REGL vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) 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.


REGLUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+3.01

Omega ratioGain probability vs. loss probability

1.16

0.82

+0.34

Calmar ratioReturn relative to maximum drawdown

1.26

-0.99

+2.25

Martin ratioReturn relative to average drawdown

3.91

-1.48

+5.39

REGL vs. UVXY - Sharpe Ratio Comparison

The current REGL Sharpe Ratio is 0.93, which is higher than the UVXY Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of REGL 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

REGL vs. UVXY - Drawdown Comparison

The maximum REGL drawdown since its inception was -36.37%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for REGL and UVXY.


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Drawdown Indicators


REGLUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-36.37%

-100.00%

+63.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-73.42%

+63.75%

Max Drawdown (3Y)

Largest decline over 3 years

-16.96%

-95.32%

+78.36%

Max Drawdown (5Y)

Largest decline over 5 years

-16.96%

-99.74%

+82.78%

Max Drawdown (10Y)

Largest decline over 10 years

-36.37%

-100.00%

+63.63%

Current Drawdown

Current decline from peak

-0.70%

-100.00%

+99.30%

Average Drawdown

Average peak-to-trough decline

-4.06%

-98.75%

+94.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

49.12%

-46.01%

Volatility

REGL vs. UVXY - Volatility Comparison

The current volatility for ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) is 3.43%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 20.24%. This indicates that REGL 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


REGLUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

20.24%

-16.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

66.67%

-57.35%

Volatility (1Y)

Calculated over the trailing 1-year period

13.08%

85.34%

-72.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

103.83%

-87.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

112.04%

-93.75%

REGL vs. UVXY - Expense Ratio Comparison

REGL has a 0.40% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

REGL vs. UVXY - Dividend Comparison

REGL's dividend yield for the trailing twelve months is around 2.21%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
2.21%2.32%2.28%2.40%2.32%2.50%2.41%1.96%2.09%1.63%1.20%1.66%
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%0.00%0.00%

Frequently Asked Questions


REGL and UVXY have a correlation of -0.40, 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 REGL (3.43%). In terms of maximum drawdown, REGL dropped -36.37% vs UVXY's -100.00%.

On 10-year performance, REGL leads with 9.34% vs -72.11% for UVXY. On fees, REGL is cheaper at 0.40% per year. On volatility, REGL has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, REGL has performed better with a 9.34% return vs -72.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REGL is cheaper with a 0.40% expense ratio, compared with 0.95% for UVXY.

REGL has the higher dividend yield at 2.21%, compared with 0.00% for UVXY.

REGL is categorized as Mid Cap Value Equities, while UVXY is Volatility. REGL tracks S&P MidCap 400 Dividend Aristocrats Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.40% for REGL and 0.95% for UVXY.

REGL currently has the higher Sharpe Ratio (0.93 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.

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