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RINF vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RINF vs. UVXY

Last updated Jun 4, 2026

RINF (ProShares Inflation Expectations ETF) and UVXY (ProShares Ultra VIX Short-Term Futures ETF) are both exchange-traded funds - RINF is a Inflation-Protected Bonds fund tracking the FTSE 30-Year TIPS (Treasury Rate-Hedged) Index, while UVXY is a Volatility fund tracking the S&P 500 VIX SHORT-TERM FUTURES TR (150%). Both are passively managed. Over the past 10 years, RINF returned 4.69%/yr vs -72.67%/yr for UVXY. At a correlation of -0.13, they often move in opposite directions. RINF charges 0.30%/yr vs 0.95%/yr for UVXY.

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 2.37% return, which is significantly higher than UVXY's -19.06% return. Over the past 10 years, RINF has outperformed UVXY with an annualized return of 4.69%, while UVXY has yielded a comparatively lower -72.67% annualized return.

RINF

1D
-0.07%
1M
0.43%
YTD
2.37%
6M
3.08%
1Y
2.48%
3Y*
4.84%
5Y*
5.43%
10Y*
4.69%

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)

RINF vs. UVXY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RINF
ProShares Inflation Expectations ETF		2.37%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		-19.06%-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 -0.05, 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

-0.05

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

0.00

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

-0.10

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

-0.14

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2012

-0.13

The correlation between RINF and UVXY shifts across timeframes, from -0.14 (10 years) to 0.00 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

ProShares Inflation Expectations ETF

ProShares Ultra VIX Short-Term Futures ETF

Often compared with RINF:
RINF vs. COMM.LRINF vs. TUARINF vs. TYARINF vs. IEFRINF vs. IRVHRINF vs. TIPZRINF vs. SPY
Often compared with UVXY:
UVXY vs. UVIXUVXY vs. VXXUVXY vs. VIXYUVXY vs. SVXYUVXY vs. SQQQUVXY vs. SPYUVXY vs. SPXS

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: 1818
Overall Rank
RINF Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
RINF Sortino Ratio Rank: 1616
Sortino Ratio Rank
RINF Omega Ratio Rank: 1616
Omega Ratio Rank
RINF Calmar Ratio Rank: 2121
Calmar Ratio Rank
RINF Martin Ratio Rank: 1818
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.

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.

RINFUVXYDifference
Sharpe ratioReturn per unit of total volatility
0.56
-0.87

+1.42

Sortino ratioReturn per unit of downside risk
0.82
-1.60

+2.43

Omega ratioGain probability vs. loss probability

1.10

0.82

+0.28

Calmar ratioReturn relative to maximum drawdown

0.96

-0.97

+1.93

Martin ratioReturn relative to average drawdown

1.83

-1.31

+3.14

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RINF vs. UVXY - Sharpe Ratio Comparison

The current RINF Sharpe Ratio is 0.56, which is higher than the UVXY Sharpe Ratio of -0.87. 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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Sharpe Ratios by Period

RINFUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

-0.87

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

-0.66

+1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

-0.64

+1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

-0.68

+0.76

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

-2.60%

-75.22%

+72.62%

Max Drawdown (3Y)

Largest decline over 3 years

-9.62%

-95.45%

+85.83%

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

-0.66%

-100.00%

+99.34%

Average Drawdown

Average peak-to-trough decline

-16.45%

-98.55%

+82.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

55.63%

-54.26%

Volatility

RINF vs. UVXY - Volatility Comparison

The current volatility for ProShares Inflation Expectations ETF (RINF) is 1.19%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 11.77%. 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

1.19%

11.77%

-10.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

62.64%

-59.87%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

84.42%

-79.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

103.85%

-91.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.57%

113.82%

-101.25%

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 3.70%, while UVXY has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
RINF
ProShares Inflation Expectations ETF		3.70%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 -0.05, 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 RINF (1.19%). In terms of maximum drawdown, RINF dropped -43.51% vs UVXY's -100.00%.

On 10-year performance, RINF leads with 4.69% vs -72.67% for UVXY. On fees, RINF is cheaper at 0.30% per year. On volatility, RINF has been the lower-risk option at 1.19%. 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 -72.67%. 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 3.70%, 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 (0.56 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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