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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.

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Returns By Period

In the year-to-date period, UBR achieves a 17.98% return, which is significantly higher than UVXY's -32.31% return. Over the past 10 years, UBR has outperformed UVXY with an annualized return of -4.55%, while UVXY has yielded a comparatively lower -72.05% annualized return.


UBR

1D
-3.34%
1M
2.76%
6M
10.19%
YTD
17.98%
1Y
59.40%
3Y*
5.42%
5Y*
-3.50%
10Y*
-4.55%

UVXY

1D
4.92%
1M
-15.35%
6M
-29.18%
YTD
-32.31%
1Y
-71.44%
3Y*
-61.73%
5Y*
-67.56%
10Y*
-72.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBR vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBR
ProShares Ultra MSCI Brazil
17.98%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
-32.31%-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 -0.46, 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

-0.46

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

-0.40

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

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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: 4040
Overall Rank
UBR Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
UBR Sortino Ratio Rank: 4141
Sortino Ratio Rank
UBR Omega Ratio Rank: 4242
Omega Ratio Rank
UBR Calmar Ratio Rank: 4141
Calmar Ratio Rank
UBR Martin Ratio Rank: 3535
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: 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

+2.04

Sortino ratioReturn per unit of downside risk

+3.22

Omega ratioGain probability vs. loss probability

1.22

0.83

+0.39

Calmar ratioReturn relative to maximum drawdown

1.67

-0.98

+2.64

Martin ratioReturn relative to average drawdown

4.23

-1.46

+5.69

UBR vs. UVXY - Sharpe Ratio Comparison

The current UBR Sharpe Ratio is 1.20, which is higher than the UVXY Sharpe Ratio of -0.84. 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.


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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.


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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%

-73.42%

+37.67%

Max Drawdown (3Y)

Largest decline over 3 years

-58.11%

-95.32%

+37.21%

Max Drawdown (5Y)

Largest decline over 5 years

-65.23%

-99.74%

+34.51%

Max Drawdown (10Y)

Largest decline over 10 years

-87.57%

-100.00%

+12.43%

Current Drawdown

Current decline from peak

-92.53%

-100.00%

+7.47%

Average Drawdown

Average peak-to-trough decline

-77.98%

-98.75%

+20.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.10%

48.91%

-34.81%

Volatility

UBR vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra MSCI Brazil (UBR) is 12.46%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 21.23%. 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.


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Volatility by Period


UBRUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.46%

21.23%

-8.77%

Volatility (6M)

Calculated over the trailing 6-month period

39.68%

66.69%

-27.01%

Volatility (1Y)

Calculated over the trailing 1-year period

49.92%

85.49%

-35.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.55%

103.84%

-48.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.29%

112.03%

-45.74%

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 1.66%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
UBR
ProShares Ultra MSCI Brazil
1.66%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 -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (21.23%) compared to UBR (12.46%). In terms of maximum drawdown, UBR dropped -97.15% vs UVXY's -100.00%.

On 10-year performance, UBR leads with -4.55% vs -72.05% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UBR has been the lower-risk option at 12.46%. 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 -4.55% return vs -72.05%. 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 1.66%, 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 (1.20 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

Find the right allocation for UBR and UVXY

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