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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 2.39% return, which is significantly higher than UVXY's -24.94% return. Over the past 10 years, TBX has outperformed UVXY with an annualized return of 2.14%, while UVXY has yielded a comparatively lower -73.90% annualized return.


TBX

1D
-0.16%
1M
-0.57%
YTD
2.39%
6M
2.68%
1Y
2.63%
3Y*
4.38%
5Y*
5.88%
10Y*
2.14%

UVXY

1D
-2.46%
1M
-14.14%
YTD
-24.94%
6M
-26.89%
1Y
-71.73%
3Y*
-62.37%
5Y*
-66.99%
10Y*
-73.90%
*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
2.39%-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
-24.94%-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 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.07

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 4, 2011

-0.18

The correlation between TBX and UVXY shifts across timeframes, from -0.18 (all time) to 0.10 (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: 1818
Sharpe Ratio Rank
TBX Sortino Ratio Rank: 1717
Sortino Ratio Rank
TBX Omega Ratio Rank: 1515
Omega Ratio Rank
TBX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TBX Martin Ratio Rank: 1818
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
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.

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.


TBXUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+2.34

Omega ratioGain probability vs. loss probability

1.09

0.83

+0.27

Calmar ratioReturn relative to maximum drawdown

0.86

-0.99

+1.85

Martin ratioReturn relative to average drawdown

1.71

-1.43

+3.14

TBX vs. UVXY - Sharpe Ratio Comparison

The current TBX Sharpe Ratio is 0.55, which is higher than the UVXY Sharpe Ratio of -0.85. 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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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

-3.08%

-72.74%

+69.66%

Max Drawdown (3Y)

Largest decline over 3 years

-7.77%

-94.91%

+87.14%

Max Drawdown (5Y)

Largest decline over 5 years

-7.77%

-99.71%

+91.94%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

-100.00%

+80.54%

Current Drawdown

Current decline from peak

-17.64%

-100.00%

+82.36%

Average Drawdown

Average peak-to-trough decline

-26.59%

-98.75%

+72.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

50.54%

-49.00%

Volatility

TBX vs. UVXY - Volatility Comparison

The current volatility for ProShares Short 7-10 Year Treasury (TBX) is 1.48%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.55%. 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

1.48%

25.55%

-24.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

66.08%

-62.52%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

84.93%

-80.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.45%

103.95%

-95.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.13%

112.35%

-105.22%

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 2.90%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
TBX
ProShares Short 7-10 Year Treasury
2.90%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 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.55%) compared to TBX (1.48%). In terms of maximum drawdown, TBX dropped -41.04% vs UVXY's -100.00%.

On 10-year performance, TBX leads with 2.14% vs -73.90% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, TBX has been the lower-risk option at 1.48%. 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 2.14% return vs -73.90%. 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 2.90%, 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 (0.55 vs -0.85), 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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