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SVXY vs. ULE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SVXY vs. ULE - Performance Comparison

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

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SVXY vs. ULE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVXY
ProShares Short VIX Short-Term Futures ETF
-17.30%10.63%-3.17%76.21%-4.66%48.53%-36.47%54.21%-91.75%181.84%
ULE
ProShares Ultra Euro
-3.35%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-13.40%23.92%

Returns By Period

In the year-to-date period, SVXY achieves a -17.30% return, which is significantly lower than ULE's -3.35% return. Over the past 10 years, SVXY has outperformed ULE with an annualized return of -1.26%, while ULE has yielded a comparatively lower -2.78% annualized return.


SVXY

1D
4.90%
1M
-12.39%
YTD
-17.30%
6M
-10.09%
1Y
0.09%
3Y*
12.84%
5Y*
13.74%
10Y*
-1.26%

ULE

1D
2.13%
1M
-4.20%
YTD
-3.35%
6M
-3.70%
1Y
11.77%
3Y*
3.45%
5Y*
-2.68%
10Y*
-2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SVXY vs. ULE - Expense Ratio Comparison

SVXY has a 1.38% expense ratio, which is higher than ULE's 0.95% expense ratio.


Return for Risk

SVXY vs. ULE — Risk / Return Rank

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

SVXY
SVXY Risk / Return Rank: 1313
Overall Rank
SVXY Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SVXY Sortino Ratio Rank: 1414
Sortino Ratio Rank
SVXY Omega Ratio Rank: 1515
Omega Ratio Rank
SVXY Calmar Ratio Rank: 1313
Calmar Ratio Rank
SVXY Martin Ratio Rank: 1313
Martin Ratio Rank

ULE
ULE Risk / Return Rank: 3838
Overall Rank
ULE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 4242
Sortino Ratio Rank
ULE Omega Ratio Rank: 3434
Omega Ratio Rank
ULE Calmar Ratio Rank: 4444
Calmar Ratio Rank
ULE Martin Ratio Rank: 3131
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. ULE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) and ProShares Ultra Euro (ULE). 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.


SVXYULEDifference

Sharpe ratio

Return per unit of total volatility

0.00

0.69

-0.69

Sortino ratio

Return per unit of downside risk

0.26

1.17

-0.91

Omega ratio

Gain probability vs. loss probability

1.04

1.14

-0.10

Calmar ratio

Return relative to maximum drawdown

0.00

1.13

-1.12

Martin ratio

Return relative to average drawdown

0.01

2.74

-2.73

SVXY vs. ULE - Sharpe Ratio Comparison

The current SVXY Sharpe Ratio is 0.00, which is lower than the ULE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SVXY and ULE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SVXYULEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

0.69

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

-0.17

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

-0.18

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

-0.21

+0.41

Correlation

The correlation between SVXY and ULE is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SVXY vs. ULE - Dividend Comparison

Neither SVXY nor ULE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SVXY vs. ULE - Drawdown Comparison

The maximum SVXY drawdown since its inception was -95.25%, which is greater than ULE's maximum drawdown of -72.74%. Use the drawdown chart below to compare losses from any high point for SVXY and ULE.


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Drawdown Indicators


SVXYULEDifference

Max Drawdown

Largest peak-to-trough decline

-95.25%

-72.74%

-22.51%

Max Drawdown (1Y)

Largest decline over 1 year

-26.50%

-10.40%

-16.10%

Max Drawdown (5Y)

Largest decline over 5 years

-46.45%

-41.35%

-5.10%

Max Drawdown (10Y)

Largest decline over 10 years

-95.25%

-51.30%

-43.95%

Current Drawdown

Current decline from peak

-83.43%

-62.27%

-21.16%

Average Drawdown

Average peak-to-trough decline

-56.57%

-45.90%

-10.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.75%

4.28%

+5.47%

Volatility

SVXY vs. ULE - Volatility Comparison

ProShares Short VIX Short-Term Futures ETF (SVXY) has a higher volatility of 15.28% compared to ProShares Ultra Euro (ULE) at 4.84%. This indicates that SVXY's price experiences larger fluctuations and is considered to be riskier than ULE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SVXYULEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.28%

4.84%

+10.44%

Volatility (6M)

Calculated over the trailing 6-month period

24.61%

9.12%

+15.49%

Volatility (1Y)

Calculated over the trailing 1-year period

38.20%

17.10%

+21.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.91%

16.21%

+19.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.24%

15.31%

+35.93%