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REK vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REK vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Real Estate (REK) 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, REK achieves a -6.58% return, which is significantly higher than UVXY's -19.06% return. Over the past 10 years, REK has outperformed UVXY with an annualized return of -6.20%, while UVXY has yielded a comparatively lower -72.67% annualized return.


REK

1D
-0.49%
1M
1.33%
YTD
-6.58%
6M
-5.51%
1Y
-2.96%
3Y*
-3.69%
5Y*
-0.14%
10Y*
-6.20%

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)

REK vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REK
ProShares Short Real Estate
-6.58%2.35%1.42%-6.61%29.17%-30.58%-11.33%-20.96%4.61%-9.34%
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 REK and UVXY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.35

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

0.46

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

0.42

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2011

0.47

Over the past year, the correlation between REK and UVXY has dropped to 0.26 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

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Return for Risk

REK vs. UVXY — Risk / Return Rank

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

REK
REK Risk / Return Rank: 66
Overall Rank
REK Sharpe Ratio Rank: 77
Sharpe Ratio Rank
REK Sortino Ratio Rank: 66
Sortino Ratio Rank
REK Omega Ratio Rank: 66
Omega Ratio Rank
REK Calmar Ratio Rank: 66
Calmar Ratio Rank
REK Martin Ratio Rank: 66
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.

REK vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Real Estate (REK) 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.


REKUVXYDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

0.97

0.82

+0.16

Calmar ratioReturn relative to maximum drawdown

-0.29

-0.97

+0.68

Martin ratioReturn relative to average drawdown

-0.67

-1.31

+0.64

REK vs. UVXY - Sharpe Ratio Comparison

The current REK Sharpe Ratio is -0.22, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of REK 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


REKUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

-0.87

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.66

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.31

-0.64

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

-0.68

+0.19

Drawdowns

REK vs. UVXY - Drawdown Comparison

The maximum REK drawdown since its inception was -84.57%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for REK and UVXY.


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Drawdown Indicators


REKUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-100.00%

+15.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-75.22%

+64.99%

Max Drawdown (3Y)

Largest decline over 3 years

-26.93%

-95.45%

+68.52%

Max Drawdown (5Y)

Largest decline over 5 years

-26.93%

-99.68%

+72.75%

Max Drawdown (10Y)

Largest decline over 10 years

-58.67%

-100.00%

+41.33%

Current Drawdown

Current decline from peak

-81.95%

-100.00%

+18.05%

Average Drawdown

Average peak-to-trough decline

-64.08%

-98.55%

+34.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

55.63%

-51.21%

Volatility

REK vs. UVXY - Volatility Comparison

The current volatility for ProShares Short Real Estate (REK) is 3.91%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 11.77%. This indicates that REK 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


REKUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

11.77%

-7.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

62.64%

-52.97%

Volatility (1Y)

Calculated over the trailing 1-year period

13.42%

84.42%

-71.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.86%

103.85%

-84.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

113.82%

-93.52%

REK vs. UVXY - Expense Ratio Comparison

Both REK and UVXY have an expense ratio of 0.95%.


Dividends

REK vs. UVXY - Dividend Comparison

REK's dividend yield for the trailing twelve months is around 3.27%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
REK
ProShares Short Real Estate
3.27%3.43%6.22%4.50%0.48%0.00%0.07%1.28%0.43%
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%

Frequently Asked Questions


REK and UVXY have a correlation of 0.26, 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 REK (3.91%). In terms of maximum drawdown, REK dropped -84.57% vs UVXY's -100.00%.

On 10-year performance, REK leads with -6.20% vs -72.67% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, REK has been the lower-risk option at 3.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, REK has performed better with a -6.20% return vs -72.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REK and UVXY have the same expense ratio: 0.95% per year.

REK has the higher dividend yield at 3.27%, compared with 0.00% for UVXY.

REK is categorized as REIT, while UVXY is Volatility. REK tracks DJ Global United States (All) / Real Estate -SS (-100%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

REK currently has the higher Sharpe Ratio (-0.22 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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