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TDV vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDV vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P Technology Dividend Aristocrats ETF (TDV) 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, TDV achieves a 22.23% return, which is significantly higher than UVXY's -23.07% return.


TDV

1D
-0.70%
1M
7.55%
YTD
22.23%
6M
19.99%
1Y
34.50%
3Y*
20.69%
5Y*
13.78%
10Y*

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)

TDV vs. UVXY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TDV
ProShares S&P Technology Dividend Aristocrats ETF
22.23%16.05%9.72%27.29%-15.94%28.29%29.00%3.67%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.07%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-30.10%

Correlation

The correlation between TDV and UVXY is -0.60, 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

-0.60

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

-0.63

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

-0.67

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2019

-0.68

The correlation between TDV and UVXY has been stable across timeframes, ranging from -0.68 to -0.60 - a consistent structural relationship.

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Return for Risk

TDV vs. UVXY — Risk / Return Rank

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

TDV
TDV Risk / Return Rank: 6464
Overall Rank
TDV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TDV Sortino Ratio Rank: 5959
Sortino Ratio Rank
TDV Omega Ratio Rank: 5757
Omega Ratio Rank
TDV Calmar Ratio Rank: 7474
Calmar Ratio Rank
TDV Martin Ratio Rank: 6969
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.

TDV vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P Technology Dividend Aristocrats ETF (TDV) 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.


TDVUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.89

Sortino ratioReturn per unit of downside risk

+4.40

Omega ratioGain probability vs. loss probability

1.34

0.81

+0.54

Calmar ratioReturn relative to maximum drawdown

3.63

-0.97

+4.60

Martin ratioReturn relative to average drawdown

12.54

-1.33

+13.87

TDV vs. UVXY - Sharpe Ratio Comparison

The current TDV Sharpe Ratio is 2.01, which is higher than the UVXY Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of TDV 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


TDVUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

-0.88

+2.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

-0.66

+1.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

-0.68

+1.43

Drawdowns

TDV vs. UVXY - Drawdown Comparison

The maximum TDV drawdown since its inception was -32.78%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TDV and UVXY.


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Drawdown Indicators


TDVUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-100.00%

+67.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-76.19%

+66.64%

Max Drawdown (3Y)

Largest decline over 3 years

-22.51%

-95.25%

+72.74%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

-99.69%

+74.58%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-1.12%

-100.00%

+98.88%

Average Drawdown

Average peak-to-trough decline

-5.36%

-98.55%

+93.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

55.83%

-53.07%

Volatility

TDV vs. UVXY - Volatility Comparison

The current volatility for ProShares S&P Technology Dividend Aristocrats ETF (TDV) is 5.05%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 12.26%. This indicates that TDV 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


TDVUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

12.26%

-7.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

62.79%

-50.06%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

84.51%

-67.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

103.82%

-83.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.20%

113.81%

-90.61%

TDV vs. UVXY - Expense Ratio Comparison

TDV has a 0.66% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

TDV vs. UVXY - Dividend Comparison

TDV's dividend yield for the trailing twelve months is around 0.94%, while UVXY has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
TDV
ProShares S&P Technology Dividend Aristocrats ETF
0.94%1.09%1.16%1.16%1.67%1.08%1.10%0.11%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TDV and UVXY have a correlation of -0.60, 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 TDV (5.05%). In terms of maximum drawdown, TDV dropped -32.78% vs UVXY's -100.00%.

On 5-year performance, TDV leads with 13.78% vs -68.23% for UVXY. On fees, TDV is cheaper at 0.66% per year. On volatility, TDV has been the lower-risk option at 5.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TDV has performed better with a 13.78% return vs -68.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TDV is cheaper with a 0.66% expense ratio, compared with 0.95% for UVXY.

TDV has the higher dividend yield at 0.94%, compared with 0.00% for UVXY.

TDV is categorized as Technology Equities, while UVXY is Volatility. TDV tracks Zacks 2040 Lifecycle Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.66% for TDV and 0.95% for UVXY.

TDV currently has the higher Sharpe Ratio (2.01 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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