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SKYU vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKYU vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Nasdaq Cloud Computing ETF (SKYU) 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, SKYU achieves a 0.49% return, which is significantly higher than UVXY's -29.20% return.


SKYU

1D
-0.31%
1M
5.74%
6M
10.58%
YTD
0.49%
1Y
8.45%
3Y*
24.28%
5Y*
-3.11%
10Y*

UVXY

1D
8.81%
1M
-7.29%
6M
-28.42%
YTD
-29.20%
1Y
-70.71%
3Y*
-60.83%
5Y*
-67.79%
10Y*
-71.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKYU vs. UVXY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SKYU
ProShares Ultra Nasdaq Cloud Computing ETF
0.49%2.76%65.79%105.76%-75.95%6.83%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-29.20%-65.32%-50.90%-87.70%-44.81%-87.73%

Correlation

The correlation between SKYU and UVXY is -0.42, 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

-0.42

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

-0.55

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

-0.56

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2021

-0.56

The correlation between SKYU and UVXY shifts across timeframes, from -0.56 (5 years) to -0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SKYU vs. UVXY — Risk / Return Rank

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

SKYU
SKYU Risk / Return Rank: 1313
Overall Rank
SKYU Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SKYU Sortino Ratio Rank: 1515
Sortino Ratio Rank
SKYU Omega Ratio Rank: 1515
Omega Ratio Rank
SKYU Calmar Ratio Rank: 1212
Calmar Ratio Rank
SKYU Martin Ratio Rank: 1212
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: 11
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.

SKYU vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Nasdaq Cloud Computing ETF (SKYU) 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.


SKYUUVXYDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+2.06

Omega ratioGain probability vs. loss probability

1.07

0.84

+0.24

Calmar ratioReturn relative to maximum drawdown

0.17

-0.96

+1.13

Martin ratioReturn relative to average drawdown

0.33

-1.43

+1.76

SKYU vs. UVXY - Sharpe Ratio Comparison

The current SKYU Sharpe Ratio is 0.15, which is higher than the UVXY Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of SKYU 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

SKYU vs. UVXY - Drawdown Comparison

The maximum SKYU drawdown since its inception was -83.01%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SKYU and UVXY.


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Drawdown Indicators


SKYUUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-83.01%

-100.00%

+16.99%

Max Drawdown (1Y)

Largest decline over 1 year

-50.23%

-73.88%

+23.65%

Max Drawdown (3Y)

Largest decline over 3 years

-55.71%

-95.42%

+39.71%

Max Drawdown (5Y)

Largest decline over 5 years

-83.01%

-99.75%

+16.74%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-35.29%

-100.00%

+64.71%

Average Drawdown

Average peak-to-trough decline

-48.84%

-98.76%

+49.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.35%

49.63%

-24.28%

Volatility

SKYU vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra Nasdaq Cloud Computing ETF (SKYU) is 13.66%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 19.34%. This indicates that SKYU 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


SKYUUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.66%

19.34%

-5.68%

Volatility (6M)

Calculated over the trailing 6-month period

48.76%

67.22%

-18.46%

Volatility (1Y)

Calculated over the trailing 1-year period

57.91%

85.95%

-28.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.27%

103.85%

-41.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.97%

112.04%

-51.07%

SKYU vs. UVXY - Expense Ratio Comparison

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


Dividends

SKYU vs. UVXY - Dividend Comparison

SKYU's dividend yield for the trailing twelve months is around 0.82%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024
SKYU
ProShares Ultra Nasdaq Cloud Computing ETF
0.82%0.56%0.21%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%

Frequently Asked Questions


SKYU and UVXY have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (19.34%) compared to SKYU (13.66%). In terms of maximum drawdown, SKYU dropped -83.01% vs UVXY's -100.00%.

On 5-year performance, SKYU leads with -3.11% vs -67.79% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, SKYU has been the lower-risk option at 13.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SKYU has performed better with a -3.11% return vs -67.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SKYU has the higher dividend yield at 0.82%, compared with 0.00% for UVXY.

SKYU is categorized as Leveraged Equities, while UVXY is Volatility. SKYU tracks ISE Cloud Computing Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

SKYU currently has the higher Sharpe Ratio (0.15 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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