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

Performance

UCC vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) 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, UCC achieves a -11.11% return, which is significantly higher than UVXY's -23.04% return. Over the past 10 years, UCC has outperformed UVXY with an annualized return of 14.18%, while UVXY has yielded a comparatively lower -73.88% annualized return.


UCC

1D
1.66%
1M
-7.55%
YTD
-11.11%
6M
-15.61%
1Y
4.92%
3Y*
13.45%
5Y*
-1.35%
10Y*
14.18%

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)

UCC vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCC
ProShares Ultra Consumer Services
-11.11%2.21%44.24%61.67%-57.59%20.92%46.55%53.76%-4.94%42.05%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.04%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between UCC and UVXY is -0.65, 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

-0.65

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

-0.66

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

-0.67

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

-0.62

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

-0.60

The correlation between UCC and UVXY has been stable across timeframes, ranging from -0.67 to -0.60 - a consistent structural relationship.

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

UCC vs. UVXY — Risk / Return Rank

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

UCC
UCC Risk / Return Rank: 1111
Overall Rank
UCC Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 1212
Sortino Ratio Rank
UCC Omega Ratio Rank: 1111
Omega Ratio Rank
UCC Calmar Ratio Rank: 1111
Calmar Ratio Rank
UCC Martin Ratio Rank: 1111
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.

UCC vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) 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.


UCCUVXYDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.05

0.83

+0.22

Calmar ratioReturn relative to maximum drawdown

0.17

-0.98

+1.15

Martin ratioReturn relative to average drawdown

0.46

-1.42

+1.88

UCC vs. UVXY - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.13, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of UCC 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

UCC vs. UVXY - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UCC and UVXY.


Loading charts...

Drawdown Indicators


UCCUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-100.00%

+16.95%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-72.99%

+43.85%

Max Drawdown (3Y)

Largest decline over 3 years

-48.01%

-94.91%

+46.90%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

-99.71%

+37.94%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

-100.00%

+38.23%

Current Drawdown

Current decline from peak

-20.64%

-100.00%

+79.36%

Average Drawdown

Average peak-to-trough decline

-21.79%

-98.75%

+76.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.79%

51.19%

-40.40%

Volatility

UCC vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra Consumer Services (UCC) is 13.16%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.80%. This indicates that UCC 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


UCCUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.16%

25.80%

-12.64%

Volatility (6M)

Calculated over the trailing 6-month period

27.87%

66.21%

-38.34%

Volatility (1Y)

Calculated over the trailing 1-year period

36.81%

85.44%

-48.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.87%

103.95%

-60.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.76%

112.37%

-71.61%

UCC vs. UVXY - Expense Ratio Comparison

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


Dividends

UCC vs. UVXY - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.22%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UCC
ProShares Ultra Consumer Services
1.22%1.10%0.17%0.04%0.25%0.00%0.02%0.17%0.18%0.14%0.21%0.14%
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%0.00%0.00%0.00%

Frequently Asked Questions


UCC and UVXY have a correlation of -0.65, 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 UCC (13.16%). In terms of maximum drawdown, UCC dropped -83.05% vs UVXY's -100.00%.

On 10-year performance, UCC leads with 14.18% vs -73.88% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UCC has been the lower-risk option at 13.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UCC has performed better with a 14.18% return vs -73.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UCC has the higher dividend yield at 1.22%, compared with 0.00% for UVXY.

UCC is categorized as Leveraged Equities, while UVXY is Volatility. UCC tracks Dow Jones U.S. Consumer Services Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

UCC currently has the higher Sharpe Ratio (0.13 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 UCC 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