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RXL vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RXL vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Health Care (RXL) 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, RXL achieves a -5.37% return, which is significantly higher than UVXY's -22.07% return. Over the past 10 years, RXL has outperformed UVXY with an annualized return of 13.05%, while UVXY has yielded a comparatively lower -73.85% annualized return.


RXL

1D
2.50%
1M
3.01%
YTD
-5.37%
6M
-5.67%
1Y
26.56%
3Y*
4.63%
5Y*
1.95%
10Y*
13.05%

UVXY

1D
8.28%
1M
-14.92%
YTD
-22.07%
6M
-24.28%
1Y
-74.07%
3Y*
-61.96%
5Y*
-66.90%
10Y*
-73.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RXL vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RXL
ProShares Ultra Health Care
-5.37%19.76%-2.72%-3.15%-15.26%48.06%19.24%40.40%3.38%46.92%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-22.07%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between RXL and UVXY is -0.32, 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

-0.32

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

-0.40

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

-0.48

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

-0.53

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

-0.58

Over the past year, the inverse relationship between RXL and UVXY has weakened: their correlation has moved from -0.58 to -0.32, meaning they move in opposite directions less often than they have historically.

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Return for Risk

RXL vs. UVXY — Risk / Return Rank

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

RXL
RXL Risk / Return Rank: 2626
Overall Rank
RXL Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RXL Sortino Ratio Rank: 2828
Sortino Ratio Rank
RXL Omega Ratio Rank: 2424
Omega Ratio Rank
RXL Calmar Ratio Rank: 2727
Calmar Ratio Rank
RXL Martin Ratio Rank: 2424
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.

RXL vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Health Care (RXL) 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.


RXLUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+3.11

Omega ratioGain probability vs. loss probability

1.16

0.81

+0.35

Calmar ratioReturn relative to maximum drawdown

1.25

-1.01

+2.26

Martin ratioReturn relative to average drawdown

2.85

-1.45

+4.31

RXL vs. UVXY - Sharpe Ratio Comparison

The current RXL Sharpe Ratio is 0.88, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of RXL 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

RXL vs. UVXY - Drawdown Comparison

The maximum RXL drawdown since its inception was -67.70%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for RXL and UVXY.


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Drawdown Indicators


RXLUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-67.70%

-100.00%

+32.30%

Max Drawdown (1Y)

Largest decline over 1 year

-21.33%

-73.51%

+52.18%

Max Drawdown (3Y)

Largest decline over 3 years

-36.08%

-94.93%

+58.85%

Max Drawdown (5Y)

Largest decline over 5 years

-36.08%

-99.71%

+63.63%

Max Drawdown (10Y)

Largest decline over 10 years

-51.00%

-100.00%

+49.00%

Current Drawdown

Current decline from peak

-14.00%

-100.00%

+86.00%

Average Drawdown

Average peak-to-trough decline

-15.85%

-98.75%

+82.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.33%

55.34%

-46.01%

Volatility

RXL vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra Health Care (RXL) is 10.70%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. This indicates that RXL 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


RXLUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.70%

25.85%

-15.15%

Volatility (6M)

Calculated over the trailing 6-month period

21.46%

66.46%

-45.00%

Volatility (1Y)

Calculated over the trailing 1-year period

30.42%

85.46%

-55.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.76%

103.96%

-74.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.28%

112.39%

-79.11%

RXL vs. UVXY - Expense Ratio Comparison

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


Dividends

RXL vs. UVXY - Dividend Comparison

RXL's dividend yield for the trailing twelve months is around 1.54%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
RXL
ProShares Ultra Health Care
1.54%1.43%1.22%0.18%0.32%0.10%0.15%0.27%0.32%0.11%0.12%0.93%
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


RXL and UVXY have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.85%) compared to RXL (10.70%). In terms of maximum drawdown, RXL dropped -67.70% vs UVXY's -100.00%.

On 10-year performance, RXL leads with 13.05% vs -73.85% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, RXL has been the lower-risk option at 10.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RXL has performed better with a 13.05% return vs -73.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

RXL has the higher dividend yield at 1.54%, compared with 0.00% for UVXY.

RXL is categorized as Leveraged Equities, while UVXY is Volatility. RXL tracks Dow Jones U.S. Health Care Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

RXL currently has the higher Sharpe Ratio (0.88 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.

Portfolio Optimizer

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