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SPXV vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXV vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Ex-Health Care ETF (SPXV) 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, SPXV achieves a 8.39% return, which is significantly higher than UVXY's -23.04% return. Over the past 10 years, SPXV has outperformed UVXY with an annualized return of 15.96%, while UVXY has yielded a comparatively lower -73.88% annualized return.


SPXV

1D
-0.64%
1M
-2.14%
YTD
8.39%
6M
7.18%
1Y
22.26%
3Y*
22.33%
5Y*
13.76%
10Y*
15.96%

UVXY

1D
-1.25%
1M
-15.98%
YTD
-23.04%
6M
-25.05%
1Y
-71.58%
3Y*
-62.12%
5Y*
-66.83%
10Y*
-73.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXV vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXV
ProShares S&P 500 Ex-Health Care ETF
8.39%18.40%28.02%30.71%-20.47%28.37%18.99%33.58%-3.81%17.01%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.04%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between SPXV and UVXY is -0.73, 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

-0.73

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

-0.73

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

-0.74

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

-0.62

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

-0.59

The correlation between SPXV and UVXY shifts across timeframes, from -0.74 (5 years) to -0.59 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPXV vs. UVXY — Risk / Return Rank

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

SPXV
SPXV Risk / Return Rank: 5757
Overall Rank
SPXV Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPXV Sortino Ratio Rank: 5454
Sortino Ratio Rank
SPXV Omega Ratio Rank: 5454
Omega Ratio Rank
SPXV Calmar Ratio Rank: 5656
Calmar Ratio Rank
SPXV Martin Ratio Rank: 6464
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.

SPXV vs. UVXY - Risk-Adjusted Trends Comparison

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


SPXVUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.53

Sortino ratioReturn per unit of downside risk

+3.83

Omega ratioGain probability vs. loss probability

1.30

0.83

+0.47

Calmar ratioReturn relative to maximum drawdown

2.44

-0.98

+3.43

Martin ratioReturn relative to average drawdown

10.19

-1.42

+11.61

SPXV vs. UVXY - Sharpe Ratio Comparison

The current SPXV Sharpe Ratio is 1.68, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of SPXV 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

SPXV vs. UVXY - Drawdown Comparison

The maximum SPXV drawdown since its inception was -34.34%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SPXV and UVXY.


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Drawdown Indicators


SPXVUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-34.34%

-100.00%

+65.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-72.99%

+63.84%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-94.91%

+75.02%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-99.71%

+73.13%

Max Drawdown (10Y)

Largest decline over 10 years

-34.34%

-100.00%

+65.66%

Current Drawdown

Current decline from peak

-4.27%

-100.00%

+95.73%

Average Drawdown

Average peak-to-trough decline

-4.51%

-98.75%

+94.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

51.19%

-49.00%

Volatility

SPXV vs. UVXY - Volatility Comparison

The current volatility for ProShares S&P 500 Ex-Health Care ETF (SPXV) is 5.02%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.80%. This indicates that SPXV 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


SPXVUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

25.80%

-20.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

66.21%

-55.67%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

85.44%

-72.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

103.95%

-86.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

112.37%

-94.30%

SPXV vs. UVXY - Expense Ratio Comparison

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


Dividends

SPXV vs. UVXY - Dividend Comparison

SPXV's dividend yield for the trailing twelve months is around 0.92%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SPXV
ProShares S&P 500 Ex-Health Care ETF
0.92%0.97%1.12%1.27%1.67%1.11%1.45%1.58%1.89%1.57%2.66%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


SPXV and UVXY have a correlation of -0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.80%) compared to SPXV (5.02%). In terms of maximum drawdown, SPXV dropped -34.34% vs UVXY's -100.00%.

On 10-year performance, SPXV leads with 15.96% vs -73.88% for UVXY. On fees, SPXV is cheaper at 0.09% per year. On volatility, SPXV has been the lower-risk option at 5.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPXV has performed better with a 15.96% return vs -73.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SPXV has the higher dividend yield at 0.92%, compared with 0.00% for UVXY.

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

SPXV currently has the higher Sharpe Ratio (1.68 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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