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TMDV vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMDV vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Russell U.S. Dividend Growers ETF (TMDV) 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, TMDV achieves a 9.14% return, which is significantly higher than UVXY's -23.04% return.


TMDV

1D
0.66%
1M
3.29%
YTD
9.14%
6M
8.08%
1Y
11.29%
3Y*
6.48%
5Y*
3.80%
10Y*

UVXY

1D
-1.25%
1M
-15.98%
YTD
-23.04%
6M
-25.05%
1Y
-71.58%
3Y*
-62.12%
5Y*
-66.83%
10Y*
-73.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMDV vs. UVXY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TMDV
ProShares Russell U.S. Dividend Growers ETF
9.14%2.91%2.64%2.25%-5.10%23.45%4.82%2.63%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.04%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-31.00%

Correlation

The correlation between TMDV and UVXY is -0.34, 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

-0.34

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

-0.44

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

-0.52

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2019

-0.53

The correlation between TMDV and UVXY shifts across timeframes, from -0.53 (all time) to -0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TMDV vs. UVXY — Risk / Return Rank

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

TMDV
TMDV Risk / Return Rank: 2626
Overall Rank
TMDV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TMDV Sortino Ratio Rank: 2929
Sortino Ratio Rank
TMDV Omega Ratio Rank: 2525
Omega Ratio Rank
TMDV Calmar Ratio Rank: 2626
Calmar Ratio Rank
TMDV Martin Ratio Rank: 2424
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: 11
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.

TMDV vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Russell U.S. Dividend Growers ETF (TMDV) 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.


TMDVUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+2.97

Omega ratioGain probability vs. loss probability

1.16

0.83

+0.34

Calmar ratioReturn relative to maximum drawdown

1.15

-0.98

+2.14

Martin ratioReturn relative to average drawdown

2.78

-1.42

+4.20

TMDV vs. UVXY - Sharpe Ratio Comparison

The current TMDV Sharpe Ratio is 0.94, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of TMDV 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

TMDV vs. UVXY - Drawdown Comparison

The maximum TMDV drawdown since its inception was -33.42%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TMDV and UVXY.


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Drawdown Indicators


TMDVUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-33.42%

-100.00%

+66.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-72.99%

+63.17%

Max Drawdown (3Y)

Largest decline over 3 years

-16.02%

-94.91%

+78.89%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

-99.71%

+82.60%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-2.44%

-100.00%

+97.56%

Average Drawdown

Average peak-to-trough decline

-5.41%

-98.75%

+93.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

51.19%

-47.12%

Volatility

TMDV vs. UVXY - Volatility Comparison

The current volatility for ProShares Russell U.S. Dividend Growers ETF (TMDV) is 3.27%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.80%. This indicates that TMDV 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


TMDVUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

25.80%

-22.53%

Volatility (6M)

Calculated over the trailing 6-month period

8.61%

66.21%

-57.60%

Volatility (1Y)

Calculated over the trailing 1-year period

12.13%

85.44%

-73.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

103.95%

-89.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

112.37%

-93.77%

TMDV vs. UVXY - Expense Ratio Comparison

TMDV has a 0.35% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

TMDV vs. UVXY - Dividend Comparison

TMDV's dividend yield for the trailing twelve months is around 2.51%, while UVXY has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
TMDV
ProShares Russell U.S. Dividend Growers ETF
2.51%2.65%2.70%2.45%2.46%2.14%2.28%0.16%
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


TMDV and UVXY have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.80%) compared to TMDV (3.27%). In terms of maximum drawdown, TMDV dropped -33.42% vs UVXY's -100.00%.

On 5-year performance, TMDV leads with 3.80% vs -66.83% for UVXY. On fees, TMDV is cheaper at 0.35% per year. On volatility, TMDV has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TMDV has performed better with a 3.80% return vs -66.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMDV is cheaper with a 0.35% expense ratio, compared with 0.95% for UVXY.

TMDV has the higher dividend yield at 2.51%, compared with 0.00% for UVXY.

TMDV is categorized as Mid Cap Value Equities, while UVXY is Volatility. TMDV tracks Russell 3000 Dividend Elite Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.35% for TMDV and 0.95% for UVXY.

TMDV currently has the higher Sharpe Ratio (0.94 vs -0.84), 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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