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SPXT vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXT vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Ex-Technology ETF (SPXT) 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, SPXT achieves a 6.69% return, which is significantly higher than UVXY's -32.31% return. Over the past 10 years, SPXT has outperformed UVXY with an annualized return of 11.45%, while UVXY has yielded a comparatively lower -72.05% annualized return.


SPXT

1D
0.03%
1M
2.33%
6M
4.11%
YTD
6.69%
1Y
15.94%
3Y*
15.93%
5Y*
9.66%
10Y*
11.45%

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)

SPXT vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXT
ProShares S&P 500 Ex-Technology ETF
6.69%15.10%19.93%16.23%-14.24%26.36%10.44%26.88%-7.06%16.99%
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 SPXT and UVXY is -0.67, 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

-0.67

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

-0.69

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

-0.72

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

-0.61

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2015

-0.58

The correlation between SPXT and UVXY shifts across timeframes, from -0.72 (5 years) to -0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPXT vs. UVXY — Risk / Return Rank

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

SPXT
SPXT Risk / Return Rank: 5656
Overall Rank
SPXT Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPXT Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPXT Omega Ratio Rank: 5353
Omega Ratio Rank
SPXT Calmar Ratio Rank: 5151
Calmar Ratio Rank
SPXT Martin Ratio Rank: 6161
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.

SPXT vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Technology ETF (SPXT) 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.


SPXTUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.35

Sortino ratioReturn per unit of downside risk

+3.65

Omega ratioGain probability vs. loss probability

1.27

0.83

+0.43

Calmar ratioReturn relative to maximum drawdown

2.03

-0.98

+3.00

Martin ratioReturn relative to average drawdown

8.66

-1.46

+10.12

SPXT vs. UVXY - Sharpe Ratio Comparison

The current SPXT Sharpe Ratio is 1.52, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of SPXT 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

SPXT vs. UVXY - Drawdown Comparison

The maximum SPXT drawdown since its inception was -34.38%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SPXT and UVXY.


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Drawdown Indicators


SPXTUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-34.38%

-100.00%

+65.62%

Max Drawdown (1Y)

Largest decline over 1 year

-7.90%

-73.42%

+65.52%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

-95.32%

+79.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-99.74%

+78.27%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

-100.00%

+65.62%

Current Drawdown

Current decline from peak

-0.66%

-100.00%

+99.34%

Average Drawdown

Average peak-to-trough decline

-4.11%

-98.75%

+94.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

48.91%

-47.06%

Volatility

SPXT vs. UVXY - Volatility Comparison

The current volatility for ProShares S&P 500 Ex-Technology ETF (SPXT) is 3.18%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 21.23%. This indicates that SPXT 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


SPXTUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

21.23%

-18.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

66.69%

-58.71%

Volatility (1Y)

Calculated over the trailing 1-year period

10.59%

85.49%

-74.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

103.84%

-89.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

112.03%

-95.83%

SPXT vs. UVXY - Expense Ratio Comparison

SPXT has a 0.09% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

SPXT vs. UVXY - Dividend Comparison

SPXT's dividend yield for the trailing twelve months is around 1.34%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SPXT
ProShares S&P 500 Ex-Technology ETF
1.34%1.38%1.29%1.53%1.86%1.15%1.63%1.63%2.03%1.55%2.67%0.56%
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


SPXT and UVXY have a correlation of -0.67, 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 SPXT (3.18%). In terms of maximum drawdown, SPXT dropped -34.38% vs UVXY's -100.00%.

On 10-year performance, SPXT leads with 11.45% vs -72.05% for UVXY. On fees, SPXT is cheaper at 0.09% per year. On volatility, SPXT has been the lower-risk option at 3.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPXT has performed better with a 11.45% return vs -72.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXT is cheaper with a 0.09% expense ratio, compared with 0.95% for UVXY.

SPXT has the higher dividend yield at 1.34%, compared with 0.00% for UVXY.

SPXT is categorized as S&P 500, while UVXY is Volatility. SPXT tracks S&P 500 Ex-Information Technology Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.09% for SPXT and 0.95% for UVXY.

SPXT currently has the higher Sharpe Ratio (1.52 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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