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TBX vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBX vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 7-10 Year Treasury (TBX) 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, TBX achieves a 2.92% return, which is significantly higher than UVXY's -23.07% return. Over the past 10 years, TBX has outperformed UVXY with an annualized return of 1.90%, while UVXY has yielded a comparatively lower -72.73% annualized return.


TBX

1D
-0.11%
1M
0.55%
YTD
2.92%
6M
3.57%
1Y
2.73%
3Y*
4.72%
5Y*
5.96%
10Y*
1.90%

UVXY

1D
-4.95%
1M
-26.21%
YTD
-23.07%
6M
-39.47%
1Y
-74.10%
3Y*
-64.78%
5Y*
-68.23%
10Y*
-72.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBX vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBX
ProShares Short 7-10 Year Treasury
2.92%-1.15%8.52%3.99%18.31%1.70%-9.96%-5.20%1.25%-2.61%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.07%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between TBX and UVXY is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

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

0.06

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

-0.00

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2011

-0.18

The correlation between TBX and UVXY shifts across timeframes, from -0.18 (all time) to 0.06 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TBX vs. UVXY — Risk / Return Rank

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

TBX
TBX Risk / Return Rank: 1818
Overall Rank
TBX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TBX Sortino Ratio Rank: 1717
Sortino Ratio Rank
TBX Omega Ratio Rank: 1717
Omega Ratio Rank
TBX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TBX Martin Ratio Rank: 1717
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: 22
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.

TBX vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 7-10 Year Treasury (TBX) 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.


TBXUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.10

0.81

+0.29

Calmar ratioReturn relative to maximum drawdown

0.81

-0.97

+1.78

Martin ratioReturn relative to average drawdown

1.52

-1.33

+2.85

TBX vs. UVXY - Sharpe Ratio Comparison

The current TBX Sharpe Ratio is 0.56, which is higher than the UVXY Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of TBX 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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Sharpe Ratios by Period


TBXUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

-0.88

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.66

+1.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

-0.64

+0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

-0.68

+0.52

Drawdowns

TBX vs. UVXY - Drawdown Comparison

The maximum TBX drawdown since its inception was -41.04%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TBX and UVXY.


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Drawdown Indicators


TBXUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-41.04%

-100.00%

+58.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-76.19%

+72.80%

Max Drawdown (3Y)

Largest decline over 3 years

-7.77%

-95.25%

+87.48%

Max Drawdown (5Y)

Largest decline over 5 years

-7.77%

-99.69%

+91.92%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

-100.00%

+80.54%

Current Drawdown

Current decline from peak

-17.22%

-100.00%

+82.78%

Average Drawdown

Average peak-to-trough decline

-26.64%

-98.55%

+71.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

55.83%

-54.03%

Volatility

TBX vs. UVXY - Volatility Comparison

The current volatility for ProShares Short 7-10 Year Treasury (TBX) is 1.68%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 12.26%. This indicates that TBX 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


TBXUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

12.26%

-10.58%

Volatility (6M)

Calculated over the trailing 6-month period

3.39%

62.79%

-59.40%

Volatility (1Y)

Calculated over the trailing 1-year period

4.97%

84.51%

-79.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

103.82%

-95.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.14%

113.81%

-106.67%

TBX vs. UVXY - Expense Ratio Comparison

Both TBX and UVXY have an expense ratio of 0.95%.


Dividends

TBX vs. UVXY - Dividend Comparison

TBX's dividend yield for the trailing twelve months is around 3.05%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
TBX
ProShares Short 7-10 Year Treasury
3.05%3.45%6.58%4.07%0.40%0.00%0.10%1.53%0.72%
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%

Frequently Asked Questions


TBX and UVXY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (12.26%) compared to TBX (1.68%). In terms of maximum drawdown, TBX dropped -41.04% vs UVXY's -100.00%.

On 10-year performance, TBX leads with 1.90% vs -72.73% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, TBX has been the lower-risk option at 1.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TBX has performed better with a 1.90% return vs -72.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TBX and UVXY have the same expense ratio: 0.95% per year.

TBX has the higher dividend yield at 3.05%, compared with 0.00% for UVXY.

TBX is categorized as Inverse Bonds, while UVXY is Volatility. TBX tracks ICE BofA US Treasury (7-10 Y) (-100%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

TBX currently has the higher Sharpe Ratio (0.56 vs -0.88), 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.

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