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SMDV vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMDV vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Russell 2000 Dividend Growers ETF (SMDV) 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, SMDV achieves a 17.34% return, which is significantly higher than UVXY's -32.31% return. Over the past 10 years, SMDV has outperformed UVXY with an annualized return of 7.27%, while UVXY has yielded a comparatively lower -72.05% annualized return.


SMDV

1D
0.19%
1M
2.67%
6M
13.08%
YTD
17.34%
1Y
17.36%
3Y*
11.77%
5Y*
7.01%
10Y*
7.27%

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)

SMDV vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMDV
ProShares Russell 2000 Dividend Growers ETF
17.34%0.26%7.03%8.99%-5.90%18.98%-4.74%17.23%-0.58%4.63%
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 SMDV 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

-0.46

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

-0.53

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

-0.52

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2015

-0.51

The correlation between SMDV and UVXY shifts across timeframes, from -0.53 (5 years) to -0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SMDV vs. UVXY — Risk / Return Rank

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

SMDV
SMDV Risk / Return Rank: 4242
Overall Rank
SMDV Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SMDV Sortino Ratio Rank: 4343
Sortino Ratio Rank
SMDV Omega Ratio Rank: 3838
Omega Ratio Rank
SMDV Calmar Ratio Rank: 4444
Calmar Ratio Rank
SMDV Martin Ratio Rank: 4343
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.

SMDV vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Russell 2000 Dividend Growers ETF (SMDV) 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.


SMDVUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.97

Sortino ratioReturn per unit of downside risk

+3.28

Omega ratioGain probability vs. loss probability

1.21

0.83

+0.37

Calmar ratioReturn relative to maximum drawdown

1.78

-0.98

+2.76

Martin ratioReturn relative to average drawdown

5.50

-1.46

+6.96

SMDV vs. UVXY - Sharpe Ratio Comparison

The current SMDV Sharpe Ratio is 1.13, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of SMDV 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

SMDV vs. UVXY - Drawdown Comparison

The maximum SMDV drawdown since its inception was -34.12%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SMDV and UVXY.


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Drawdown Indicators


SMDVUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-100.00%

+65.88%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

-73.42%

+63.63%

Max Drawdown (3Y)

Largest decline over 3 years

-21.23%

-95.32%

+74.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.23%

-99.74%

+78.51%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

-100.00%

+65.88%

Current Drawdown

Current decline from peak

-1.24%

-100.00%

+98.76%

Average Drawdown

Average peak-to-trough decline

-5.89%

-98.75%

+92.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

48.91%

-45.74%

Volatility

SMDV vs. UVXY - Volatility Comparison

The current volatility for ProShares Russell 2000 Dividend Growers ETF (SMDV) is 3.78%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 21.23%. This indicates that SMDV 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


SMDVUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

21.23%

-17.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

66.69%

-56.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.39%

85.49%

-70.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.57%

103.84%

-85.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

112.03%

-91.31%

SMDV vs. UVXY - Expense Ratio Comparison

SMDV has a 0.40% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

SMDV vs. UVXY - Dividend Comparison

SMDV's dividend yield for the trailing twelve months is around 2.30%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SMDV
ProShares Russell 2000 Dividend Growers ETF
2.30%2.67%2.68%2.69%2.51%2.02%2.13%2.03%1.97%1.84%1.35%1.81%
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


SMDV 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 (21.23%) compared to SMDV (3.78%). In terms of maximum drawdown, SMDV dropped -34.12% vs UVXY's -100.00%.

On 10-year performance, SMDV leads with 7.27% vs -72.05% for UVXY. On fees, SMDV is cheaper at 0.40% per year. On volatility, SMDV has been the lower-risk option at 3.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SMDV has performed better with a 7.27% return vs -72.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMDV is cheaper with a 0.40% expense ratio, compared with 0.95% for UVXY.

SMDV has the higher dividend yield at 2.30%, compared with 0.00% for UVXY.

SMDV is categorized as Small Cap Blend Equities, while UVXY is Volatility. SMDV tracks Russell 2000 Dividend Growth Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.40% for SMDV and 0.95% for UVXY.

SMDV currently has the higher Sharpe Ratio (1.13 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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