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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 3.59% return, which is significantly higher than UVXY's -22.07% return. Over the past 10 years, SPXT has outperformed UVXY with an annualized return of 11.62%, while UVXY has yielded a comparatively lower -73.85% annualized return.


SPXT

1D
0.06%
1M
-1.20%
YTD
3.59%
6M
2.96%
1Y
15.71%
3Y*
16.04%
5Y*
9.36%
10Y*
11.62%

UVXY

1D
8.28%
1M
-14.92%
YTD
-22.07%
6M
-24.28%
1Y
-74.07%
3Y*
-61.96%
5Y*
-66.90%
10Y*
-73.85%
*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
3.59%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
-22.07%-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: 4545
Overall Rank
SPXT Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SPXT Sortino Ratio Rank: 4545
Sortino Ratio Rank
SPXT Omega Ratio Rank: 4242
Omega Ratio Rank
SPXT Calmar Ratio Rank: 4141
Calmar Ratio Rank
SPXT Martin Ratio Rank: 5252
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: 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

+2.37

Sortino ratioReturn per unit of downside risk

+3.79

Omega ratioGain probability vs. loss probability

1.26

0.81

+0.45

Calmar ratioReturn relative to maximum drawdown

2.00

-1.01

+3.01

Martin ratioReturn relative to average drawdown

8.59

-1.45

+10.04

SPXT vs. UVXY - Sharpe Ratio Comparison

The current SPXT Sharpe Ratio is 1.50, which is higher than the UVXY Sharpe Ratio of -0.87. 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%

-73.51%

+65.61%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

-94.93%

+79.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-99.71%

+78.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

-100.00%

+65.62%

Current Drawdown

Current decline from peak

-1.90%

-100.00%

+98.10%

Average Drawdown

Average peak-to-trough decline

-4.13%

-98.75%

+94.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

55.34%

-53.51%

Volatility

SPXT vs. UVXY - Volatility Comparison

The current volatility for ProShares S&P 500 Ex-Technology ETF (SPXT) is 3.49%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. 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

3.49%

25.85%

-22.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.90%

66.46%

-58.56%

Volatility (1Y)

Calculated over the trailing 1-year period

10.54%

85.46%

-74.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

103.96%

-89.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

112.39%

-96.15%

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 1.38%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SPXT
ProShares S&P 500 Ex-Technology ETF
1.38%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 (25.85%) compared to SPXT (3.49%). In terms of maximum drawdown, SPXT dropped -34.38% vs UVXY's -100.00%.

On 10-year performance, SPXT leads with 11.62% vs -73.85% for UVXY. On fees, SPXT is cheaper at 0.09% per year. On volatility, SPXT has been the lower-risk option at 3.49%. 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 11.62% return vs -73.85%. 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 1.38%, 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 (1.50 vs -0.87), 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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