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SVXY vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SVXY vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short VIX Short-Term Futures ETF (SVXY) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SVXY achieves a -0.69% return, which is significantly lower than UGA's 64.09% return. Over the past 10 years, SVXY has underperformed UGA with an annualized return of 2.48%, while UGA has yielded a comparatively higher 14.31% annualized return.


SVXY

1D
-2.69%
1M
4.23%
YTD
-0.69%
6M
0.15%
1Y
35.14%
3Y*
10.26%
5Y*
14.63%
10Y*
2.48%

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVXY vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVXY
ProShares Short VIX Short-Term Futures ETF
-0.69%10.63%-3.17%76.21%-4.66%48.53%-36.47%54.21%-91.75%181.84%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between SVXY and UGA is -0.20, 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

-0.20

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

-0.02

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

0.09

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

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

0.18

The correlation between SVXY and UGA shifts across timeframes, from -0.20 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SVXY vs. UGA — Risk / Return Rank

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

SVXY
SVXY Risk / Return Rank: 3434
Overall Rank
SVXY Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SVXY Sortino Ratio Rank: 3333
Sortino Ratio Rank
SVXY Omega Ratio Rank: 3737
Omega Ratio Rank
SVXY Calmar Ratio Rank: 3232
Calmar Ratio Rank
SVXY Martin Ratio Rank: 3535
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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.

SVXY vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) and United States Gasoline Fund LP (UGA). 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.


SVXYUGADifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.24

1.30

-0.06

Calmar ratioReturn relative to maximum drawdown

1.54

3.17

-1.63

Martin ratioReturn relative to average drawdown

5.02

9.39

-4.37

SVXY vs. UGA - Sharpe Ratio Comparison

The current SVXY Sharpe Ratio is 1.22, which is comparable to the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SVXY and UGA, 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

SVXY vs. UGA - Drawdown Comparison

The maximum SVXY drawdown since its inception was -95.25%, which is greater than UGA's maximum drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for SVXY and UGA.


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Drawdown Indicators


SVXYUGADifference

Max Drawdown

Largest peak-to-trough decline

-95.25%

-86.59%

-8.66%

Max Drawdown (1Y)

Largest decline over 1 year

-22.94%

-18.96%

-3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-46.45%

-26.68%

-19.77%

Max Drawdown (5Y)

Largest decline over 5 years

-46.45%

-38.11%

-8.34%

Max Drawdown (10Y)

Largest decline over 10 years

-95.25%

-75.89%

-19.36%

Current Drawdown

Current decline from peak

-80.10%

-18.05%

-62.05%

Average Drawdown

Average peak-to-trough decline

-56.93%

-36.69%

-20.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.02%

6.43%

+0.59%

Volatility

SVXY vs. UGA - Volatility Comparison

The current volatility for ProShares Short VIX Short-Term Futures ETF (SVXY) is 8.75%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that SVXY experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SVXYUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.75%

9.24%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

22.73%

30.57%

-7.84%

Volatility (1Y)

Calculated over the trailing 1-year period

28.95%

35.22%

-6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.40%

34.45%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.67%

37.22%

+12.45%

SVXY vs. UGA - Expense Ratio Comparison

SVXY has a 0.95% expense ratio, which is higher than UGA's 0.75% expense ratio.


Dividends

SVXY vs. UGA - Dividend Comparison

Neither SVXY nor UGA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SVXY and UGA have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (9.24%) compared to SVXY (8.75%). In terms of maximum drawdown, SVXY dropped -95.25% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.31% vs 2.48% for SVXY. On fees, UGA is cheaper at 0.75% per year. On volatility, SVXY has been the lower-risk option at 8.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.31% return vs 2.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 0.95% for SVXY.

SVXY and UGA have nearly identical dividend yields, around 0.00%.

SVXY is categorized as Volatility, while UGA is Oil & Gas. SVXY tracks S&P 500 VIX Short-Term Futures Index (-0.5x), while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: ProShares and Concierge Technologies. Their fees differ too: 0.95% for SVXY and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.73 vs 1.22), 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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