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SBB vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBB vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short SmallCap600 (SBB) 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, SBB achieves a -13.39% return, which is significantly higher than UVXY's -23.07% return. Over the past 10 years, SBB has outperformed UVXY with an annualized return of -11.72%, while UVXY has yielded a comparatively lower -72.73% annualized return.


SBB

1D
-1.22%
1M
-1.20%
YTD
-13.39%
6M
-12.19%
1Y
-22.27%
3Y*
-10.56%
5Y*
-4.83%
10Y*
-11.72%

UVXY

1D
-4.95%
1M
-26.21%
YTD
-23.07%
6M
-39.47%
1Y
-74.10%
3Y*
-64.78%
5Y*
-68.23%
10Y*
-72.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBB vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBB
ProShares Short SmallCap600
-13.39%-3.56%-3.73%-10.44%13.75%-25.40%-26.53%-18.64%8.40%-12.70%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.07%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between SBB and UVXY is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.58

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

0.65

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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2011

0.58

The correlation between SBB and UVXY has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.

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Return for Risk

SBB vs. UVXY — Risk / Return Rank

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

SBB
SBB Risk / Return Rank: 11
Overall Rank
SBB Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SBB Sortino Ratio Rank: 11
Sortino Ratio Rank
SBB Omega Ratio Rank: 11
Omega Ratio Rank
SBB Calmar Ratio Rank: 00
Calmar Ratio Rank
SBB Martin Ratio Rank: 00
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: 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.

SBB vs. UVXY - Risk-Adjusted Trends Comparison

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


SBBUVXYDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

0.81

0.81

0.00

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.97

-0.01

Martin ratioReturn relative to average drawdown

-1.69

-1.33

-0.36

SBB vs. UVXY - Sharpe Ratio Comparison

The current SBB Sharpe Ratio is -1.25, which is lower than the UVXY Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of SBB 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


SBBUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.25

-0.88

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

-0.66

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.51

-0.64

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

-0.68

+0.17

Drawdowns

SBB vs. UVXY - Drawdown Comparison

The maximum SBB drawdown since its inception was -95.75%, roughly equal to the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SBB and UVXY.


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Drawdown Indicators


SBBUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-95.75%

-100.00%

+4.25%

Max Drawdown (1Y)

Largest decline over 1 year

-22.68%

-76.19%

+53.51%

Max Drawdown (3Y)

Largest decline over 3 years

-35.17%

-95.25%

+60.08%

Max Drawdown (5Y)

Largest decline over 5 years

-35.17%

-99.69%

+64.52%

Max Drawdown (10Y)

Largest decline over 10 years

-72.83%

-100.00%

+27.17%

Current Drawdown

Current decline from peak

-95.75%

-100.00%

+4.25%

Average Drawdown

Average peak-to-trough decline

-74.54%

-98.55%

+24.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.19%

55.83%

-42.64%

Volatility

SBB vs. UVXY - Volatility Comparison

The current volatility for ProShares Short SmallCap600 (SBB) is 4.55%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 12.26%. This indicates that SBB 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


SBBUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

12.26%

-7.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

62.79%

-50.77%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

84.51%

-66.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

103.82%

-82.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.26%

113.81%

-90.55%

SBB vs. UVXY - Expense Ratio Comparison

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


Dividends

SBB vs. UVXY - Dividend Comparison

SBB's dividend yield for the trailing twelve months is around 3.63%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
SBB
ProShares Short SmallCap600
3.63%3.44%4.86%4.64%0.31%0.00%0.04%1.20%0.17%
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%

Frequently Asked Questions


SBB and UVXY have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (12.26%) compared to SBB (4.55%). In terms of maximum drawdown, SBB dropped -95.75% vs UVXY's -100.00%.

On 10-year performance, SBB leads with -11.72% vs -72.73% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, SBB has been the lower-risk option at 4.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SBB has performed better with a -11.72% return vs -72.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SBB has the higher dividend yield at 3.63%, compared with 0.00% for UVXY.

SBB is categorized as Inverse Equities, while UVXY is Volatility. SBB tracks S&P SmallCap 600 Index (-100%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

UVXY currently has the higher Sharpe Ratio (-0.88 vs -1.25), 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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