PortfoliosLab logoPortfoliosLab logo
UBR vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBR vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI Brazil (UBR) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UBR achieves a 10.18% return, which is significantly higher than UVXY's -22.07% return. Over the past 10 years, UBR has outperformed UVXY with an annualized return of -2.60%, while UVXY has yielded a comparatively lower -73.85% annualized return.


UBR

1D
-1.03%
1M
-11.39%
YTD
10.18%
6M
11.72%
1Y
46.13%
3Y*
1.85%
5Y*
-6.46%
10Y*
-2.60%

UVXY

1D
8.28%
1M
-14.92%
YTD
-22.07%
6M
-24.28%
1Y
-74.07%
3Y*
-61.96%
5Y*
-66.90%
10Y*
-73.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBR vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBR
ProShares Ultra MSCI Brazil
10.18%96.11%-57.05%49.98%5.60%-39.03%-60.67%44.19%-19.11%35.36%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-22.07%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between UBR and UVXY is -0.45, 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

-0.45

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

-0.39

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

-0.40

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

-0.41

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

-0.43

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UBR vs. UVXY — Risk / Return Rank

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

UBR
UBR Risk / Return Rank: 2828
Overall Rank
UBR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
UBR Sortino Ratio Rank: 2828
Sortino Ratio Rank
UBR Omega Ratio Rank: 2929
Omega Ratio Rank
UBR Calmar Ratio Rank: 2828
Calmar Ratio Rank
UBR Martin Ratio Rank: 2828
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.

UBR vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Brazil (UBR) 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.


UBRUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.79

Sortino ratioReturn per unit of downside risk

+3.09

Omega ratioGain probability vs. loss probability

1.18

0.81

+0.37

Calmar ratioReturn relative to maximum drawdown

1.30

-1.01

+2.31

Martin ratioReturn relative to average drawdown

3.56

-1.45

+5.01

UBR vs. UVXY - Sharpe Ratio Comparison

The current UBR Sharpe Ratio is 0.93, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of UBR 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.


Loading charts...

Drawdowns

UBR vs. UVXY - Drawdown Comparison

The maximum UBR drawdown since its inception was -97.15%, roughly equal to the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UBR and UVXY.


Loading charts...

Drawdown Indicators


UBRUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-97.15%

-100.00%

+2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-35.75%

-73.51%

+37.76%

Max Drawdown (3Y)

Largest decline over 3 years

-58.11%

-94.93%

+36.82%

Max Drawdown (5Y)

Largest decline over 5 years

-65.81%

-99.71%

+33.90%

Max Drawdown (10Y)

Largest decline over 10 years

-87.57%

-100.00%

+12.43%

Current Drawdown

Current decline from peak

-93.02%

-100.00%

+6.98%

Average Drawdown

Average peak-to-trough decline

-77.93%

-98.75%

+20.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.00%

55.34%

-42.34%

Volatility

UBR vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra MSCI Brazil (UBR) is 11.56%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. This indicates that UBR 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.


Loading charts...

Volatility by Period


UBRUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.56%

25.85%

-14.29%

Volatility (6M)

Calculated over the trailing 6-month period

39.42%

66.46%

-27.04%

Volatility (1Y)

Calculated over the trailing 1-year period

50.06%

85.46%

-35.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.72%

103.96%

-48.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.47%

112.39%

-45.92%

UBR vs. UVXY - Expense Ratio Comparison

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


Dividends

UBR vs. UVXY - Dividend Comparison

UBR's dividend yield for the trailing twelve months is around 1.90%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
UBR
ProShares Ultra MSCI Brazil
1.90%2.05%8.09%1.15%0.00%0.00%0.00%0.53%0.13%
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


UBR and UVXY have a correlation of -0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.85%) compared to UBR (11.56%). In terms of maximum drawdown, UBR dropped -97.15% vs UVXY's -100.00%.

On 10-year performance, UBR leads with -2.60% vs -73.85% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UBR has been the lower-risk option at 11.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UBR has performed better with a -2.60% return vs -73.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UBR has the higher dividend yield at 1.90%, compared with 0.00% for UVXY.

UBR is categorized as Leveraged Equities, while UVXY is Volatility. UBR tracks MSCI Brazil Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

UBR currently has the higher Sharpe Ratio (0.93 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

Find the right allocation for UBR and UVXY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer