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SAA vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAA vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra SmallCap600 (SAA) 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, SAA achieves a 40.25% return, which is significantly higher than UVXY's -32.31% return. Over the past 10 years, SAA has outperformed UVXY with an annualized return of 11.52%, while UVXY has yielded a comparatively lower -72.05% annualized return.


SAA

1D
-0.91%
1M
1.76%
6M
26.82%
YTD
40.25%
1Y
55.01%
3Y*
18.02%
5Y*
5.01%
10Y*
11.52%

UVXY

1D
4.92%
1M
-15.35%
6M
-29.18%
YTD
-32.31%
1Y
-71.44%
3Y*
-61.73%
5Y*
-67.56%
10Y*
-72.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAA vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAA
ProShares Ultra SmallCap600
40.25%0.29%5.60%21.32%-36.17%51.77%-1.79%42.39%-23.00%23.94%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-32.31%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between SAA and UVXY is -0.61, 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

-0.61

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

-0.60

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

-0.65

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

-0.58

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

-0.59

The correlation between SAA and UVXY has been stable across timeframes, ranging from -0.65 to -0.58 - a consistent structural relationship.

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Return for Risk

SAA vs. UVXY — Risk / Return Rank

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

SAA
SAA Risk / Return Rank: 6363
Overall Rank
SAA Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SAA Sortino Ratio Rank: 6060
Sortino Ratio Rank
SAA Omega Ratio Rank: 5252
Omega Ratio Rank
SAA Calmar Ratio Rank: 7575
Calmar Ratio Rank
SAA Martin Ratio Rank: 6969
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) 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.

SAA vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra SmallCap600 (SAA) 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.


SAAUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.39

Sortino ratioReturn per unit of downside risk

+3.74

Omega ratioGain probability vs. loss probability

1.26

0.83

+0.43

Calmar ratioReturn relative to maximum drawdown

3.04

-0.98

+4.01

Martin ratioReturn relative to average drawdown

9.89

-1.46

+11.35

SAA vs. UVXY - Sharpe Ratio Comparison

The current SAA Sharpe Ratio is 1.55, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of SAA 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

SAA vs. UVXY - Drawdown Comparison

The maximum SAA drawdown since its inception was -87.39%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SAA and UVXY.


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Drawdown Indicators


SAAUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-87.39%

-100.00%

+12.61%

Max Drawdown (1Y)

Largest decline over 1 year

-18.21%

-73.42%

+55.21%

Max Drawdown (3Y)

Largest decline over 3 years

-50.84%

-95.32%

+44.48%

Max Drawdown (5Y)

Largest decline over 5 years

-55.37%

-99.74%

+44.37%

Max Drawdown (10Y)

Largest decline over 10 years

-74.54%

-100.00%

+25.46%

Current Drawdown

Current decline from peak

-4.84%

-100.00%

+95.16%

Average Drawdown

Average peak-to-trough decline

-27.28%

-98.75%

+71.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

48.91%

-43.33%

Volatility

SAA vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra SmallCap600 (SAA) is 9.01%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 21.23%. This indicates that SAA 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


SAAUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

21.23%

-12.22%

Volatility (6M)

Calculated over the trailing 6-month period

24.24%

66.69%

-42.45%

Volatility (1Y)

Calculated over the trailing 1-year period

35.77%

85.49%

-49.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.43%

103.84%

-60.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.01%

112.03%

-66.02%

SAA vs. UVXY - Expense Ratio Comparison

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


Dividends

SAA vs. UVXY - Dividend Comparison

SAA's dividend yield for the trailing twelve months is around 0.77%, while UVXY has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
SAA
ProShares Ultra SmallCap600
0.77%1.05%1.36%0.88%0.46%0.00%0.03%0.35%0.27%0.00%0.14%
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%

Frequently Asked Questions


SAA and UVXY have a correlation of -0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (21.23%) compared to SAA (9.01%). In terms of maximum drawdown, SAA dropped -87.39% vs UVXY's -100.00%.

On 10-year performance, SAA leads with 11.52% vs -72.05% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, SAA has been the lower-risk option at 9.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SAA has performed better with a 11.52% return vs -72.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SAA has the higher dividend yield at 0.77%, compared with 0.00% for UVXY.

SAA is categorized as Leveraged Equities, while UVXY is Volatility. SAA tracks S&P SmallCap 600 Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

SAA currently has the higher Sharpe Ratio (1.55 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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