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RINF vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINF vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Inflation Expectations ETF (RINF) 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, RINF achieves a -0.10% return, which is significantly higher than UVXY's -23.04% return. Over the past 10 years, RINF has outperformed UVXY with an annualized return of 4.53%, while UVXY has yielded a comparatively lower -73.88% annualized return.


RINF

1D
-1.23%
1M
-2.57%
YTD
-0.10%
6M
0.32%
1Y
0.96%
3Y*
3.52%
5Y*
4.84%
10Y*
4.53%

UVXY

1D
-1.25%
1M
-15.98%
YTD
-23.04%
6M
-25.05%
1Y
-71.58%
3Y*
-62.12%
5Y*
-66.83%
10Y*
-73.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RINF vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RINF
ProShares Inflation Expectations ETF
-0.10%1.64%9.79%0.21%8.77%16.20%1.98%1.82%-0.79%-1.70%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.04%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between RINF and UVXY is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

-0.00

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

-0.09

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

-0.15

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2012

-0.13

The correlation between RINF and UVXY shifts across timeframes, from -0.15 (10 years) to -0.00 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

RINF vs. UVXY — Risk / Return Rank

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

RINF
RINF Risk / Return Rank: 1111
Overall Rank
RINF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RINF Sortino Ratio Rank: 1010
Sortino Ratio Rank
RINF Omega Ratio Rank: 1010
Omega Ratio Rank
RINF Calmar Ratio Rank: 1212
Calmar Ratio Rank
RINF Martin Ratio Rank: 1212
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: 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.

RINF vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Inflation Expectations ETF (RINF) 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.


RINFUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.04

0.83

+0.21

Calmar ratioReturn relative to maximum drawdown

0.31

-0.98

+1.30

Martin ratioReturn relative to average drawdown

0.69

-1.42

+2.11

RINF vs. UVXY - Sharpe Ratio Comparison

The current RINF Sharpe Ratio is 0.21, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of RINF 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

RINF vs. UVXY - Drawdown Comparison

The maximum RINF drawdown since its inception was -43.51%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for RINF and UVXY.


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Drawdown Indicators


RINFUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-100.00%

+56.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-72.99%

+69.93%

Max Drawdown (3Y)

Largest decline over 3 years

-9.62%

-94.91%

+85.29%

Max Drawdown (5Y)

Largest decline over 5 years

-13.58%

-99.71%

+86.13%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

-100.00%

+70.82%

Current Drawdown

Current decline from peak

-3.06%

-100.00%

+96.94%

Average Drawdown

Average peak-to-trough decline

-16.39%

-98.75%

+82.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

51.19%

-49.80%

Volatility

RINF vs. UVXY - Volatility Comparison

The current volatility for ProShares Inflation Expectations ETF (RINF) is 1.55%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.80%. This indicates that RINF 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


RINFUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

25.80%

-24.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

66.21%

-63.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

85.44%

-80.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.74%

103.95%

-91.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.56%

112.37%

-99.81%

RINF vs. UVXY - Expense Ratio Comparison

RINF has a 0.30% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

RINF vs. UVXY - Dividend Comparison

RINF's dividend yield for the trailing twelve months is around 3.79%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
RINF
ProShares Inflation Expectations ETF
3.79%3.89%4.68%5.07%1.15%2.76%0.82%1.90%2.47%2.99%1.09%1.83%
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


RINF and UVXY have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.80%) compared to RINF (1.55%). In terms of maximum drawdown, RINF dropped -43.51% vs UVXY's -100.00%.

On 10-year performance, RINF leads with 4.53% vs -73.88% for UVXY. On fees, RINF is cheaper at 0.30% per year. On volatility, RINF has been the lower-risk option at 1.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RINF has performed better with a 4.53% return vs -73.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RINF is cheaper with a 0.30% expense ratio, compared with 0.95% for UVXY.

RINF has the higher dividend yield at 3.79%, compared with 0.00% for UVXY.

RINF is categorized as Inflation-Protected Bonds, while UVXY is Volatility. RINF tracks FTSE 30-Year TIPS (Treasury Rate-Hedged) Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.30% for RINF and 0.95% for UVXY.

RINF currently has the higher Sharpe Ratio (0.21 vs -0.84), 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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