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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 2.82% return, which is significantly higher than UVXY's -35.49% return. Over the past 10 years, RINF has outperformed UVXY with an annualized return of 4.69%, while UVXY has yielded a comparatively lower -71.00% annualized return.


RINF

1D
-0.25%
1M
1.11%
6M
2.17%
YTD
2.82%
1Y
4.00%
3Y*
3.46%
5Y*
6.01%
10Y*
4.69%
ALL TIME*
0.99%

UVXY

1D
1.09%
1M
-6.53%
6M
-36.87%
YTD
-35.49%
1Y
-70.28%
3Y*
-63.63%
5Y*
-67.81%
10Y*
-71.00%
ALL TIME*
-80.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$105.36K$112.30K$130.83K
$189.58M$189.56M$234.35M

RINF vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RINF
ProShares Inflation Expectations ETF
2.82%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
-35.49%-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 was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.09

Correlation (3Y)
Balances recent behavior with more history.

-0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.08

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.14

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 -0.14 (10 years) to -0.01 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

RINF vs. UVXY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RINF
RINF Risk / Return Rank: 3636
Overall Rank
RINF Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
RINF Sortino Ratio Rank: 3434
Sortino Ratio Rank
RINF Omega Ratio Rank: 3232
Omega Ratio Rank
RINF Calmar Ratio Rank: 4444
Calmar Ratio Rank
RINF Martin Ratio Rank: 3838
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: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+1.78

Sortino ratioReturn per unit of downside risk

+2.84

Omega ratioGain probability vs. loss probability

1.17

0.84

+0.33

Calmar ratioReturn relative to maximum drawdown

1.75

-0.99

+2.74

Martin ratioReturn relative to average drawdown

4.34

-1.47

+5.81

RINF vs. UVXY - Sharpe Ratio Comparison

The current RINF Sharpe Ratio is 0.96, which is higher than the UVXY Sharpe Ratio of -0.82. 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

-2.29%

-71.36%

+69.07%

Max Drawdown (3Y)

Largest decline over 3 years

-9.62%

-95.42%

+85.80%

Max Drawdown (5Y)

Largest decline over 5 years

-13.58%

-99.68%

+86.10%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

-100.00%

+70.82%

Current Drawdown

Current decline from peak

-0.34%

-100.00%

+99.66%

Average Drawdown

Average peak-to-trough decline

-16.27%

-98.76%

+82.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

47.86%

-46.94%

Volatility

RINF vs. UVXY - Volatility Comparison

The current volatility for ProShares Inflation Expectations ETF (RINF) is 1.51%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 21.98%. 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

1.51%

21.98%

-20.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

65.18%

-62.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

86.32%

-82.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.50%

103.35%

-90.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.54%

112.07%

-99.53%

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 3.65%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
RINF
ProShares Inflation Expectations ETF
3.65%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 (21.98%) compared to RINF (1.51%). In terms of maximum drawdown, RINF dropped -43.51% vs UVXY's -100.00%.

On 10-year performance, RINF leads with 4.69% vs -71.00% for UVXY. On fees, RINF is cheaper at 0.30% per year. On volatility, RINF has been the lower-risk option at 1.51%. 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 4.69% return vs -71.00%. 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 3.65%, 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 (0.95 vs -0.82), 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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