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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 4.53% return, which is significantly higher than UVXY's -19.06% return.


TMDV

1D
-0.33%
1M
0.05%
YTD
4.53%
6M
4.29%
1Y
5.96%
3Y*
4.85%
5Y*
2.41%
10Y*

UVXY

1D
-0.24%
1M
-22.10%
YTD
-19.06%
6M
-37.37%
1Y
-72.91%
3Y*
-64.55%
5Y*
-67.90%
10Y*
-72.67%
*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
4.53%2.91%2.64%2.25%-5.10%23.45%4.82%3.26%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-19.06%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-30.10%

Correlation

The correlation between TMDV and UVXY is -0.38, 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

-0.38

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

-0.44

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

-0.53

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

-0.53

The correlation between TMDV and UVXY shifts across timeframes, from -0.53 (all time) to -0.38 (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: 1616
Overall Rank
TMDV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TMDV Sortino Ratio Rank: 1717
Sortino Ratio Rank
TMDV Omega Ratio Rank: 1515
Omega Ratio Rank
TMDV Calmar Ratio Rank: 1717
Calmar Ratio Rank
TMDV Martin Ratio Rank: 1616
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: 11
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.

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.


TMDVUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.36

Sortino ratioReturn per unit of downside risk

+2.42

Omega ratioGain probability vs. loss probability

1.09

0.82

+0.27

Calmar ratioReturn relative to maximum drawdown

0.61

-0.97

+1.58

Martin ratioReturn relative to average drawdown

1.50

-1.31

+2.81

TMDV vs. UVXY - Sharpe Ratio Comparison

The current TMDV Sharpe Ratio is 0.50, which is higher than the UVXY Sharpe Ratio of -0.87. 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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Sharpe Ratios by Period


TMDVUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

-0.87

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

-0.66

+0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.68

+0.98

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%

-75.22%

+65.40%

Max Drawdown (3Y)

Largest decline over 3 years

-16.02%

-95.45%

+79.43%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

-99.68%

+82.57%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-6.56%

-100.00%

+93.44%

Average Drawdown

Average peak-to-trough decline

-5.43%

-98.55%

+93.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

55.63%

-51.64%

Volatility

TMDV vs. UVXY - Volatility Comparison

The current volatility for ProShares Russell U.S. Dividend Growers ETF (TMDV) is 2.97%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 11.77%. 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

2.97%

11.77%

-8.80%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

62.64%

-54.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.10%

84.42%

-72.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

103.85%

-89.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.64%

113.82%

-95.18%

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 2.62%, while UVXY has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
TMDV
ProShares Russell U.S. Dividend Growers ETF
2.62%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 -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (11.77%) compared to TMDV (2.97%). In terms of maximum drawdown, TMDV dropped -33.42% vs UVXY's -100.00%.

On 5-year performance, TMDV leads with 2.41% vs -67.90% for UVXY. On fees, TMDV is cheaper at 0.35% per year. On volatility, TMDV has been the lower-risk option at 2.97%. 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 2.41% return vs -67.90%. 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 2.62%, 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 (0.50 vs -0.87), 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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