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UDOW vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDOW vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Dow30 (UDOW) 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, UDOW achieves a 22.92% return, which is significantly higher than UVXY's -34.93% return. Over the past 10 years, UDOW has outperformed UVXY with an annualized return of 23.01%, while UVXY has yielded a comparatively lower -72.05% annualized return.


UDOW

1D
-0.72%
1M
2.22%
6M
13.51%
YTD
22.92%
1Y
51.04%
3Y*
34.50%
5Y*
15.05%
10Y*
23.01%

UVXY

1D
2.95%
1M
-9.52%
6M
-33.79%
YTD
-34.93%
1Y
-73.19%
3Y*
-62.17%
5Y*
-68.33%
10Y*
-72.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDOW vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDOW
ProShares UltraPro Dow30
22.92%24.46%28.47%32.72%-32.39%65.67%-17.15%75.24%-23.86%99.07%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-34.93%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between UDOW and UVXY is -0.71, 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

-0.71

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

-0.67

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

-0.69

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

-0.69

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

-0.72

The correlation between UDOW and UVXY has been stable across timeframes, ranging from -0.72 to -0.67 - a consistent structural relationship.

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Return for Risk

UDOW vs. UVXY — Risk / Return Rank

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

UDOW
UDOW Risk / Return Rank: 4747
Overall Rank
UDOW Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
UDOW Sortino Ratio Rank: 5050
Sortino Ratio Rank
UDOW Omega Ratio Rank: 4646
Omega Ratio Rank
UDOW Calmar Ratio Rank: 4444
Calmar Ratio Rank
UDOW Martin Ratio Rank: 4848
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
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.

UDOW vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Dow30 (UDOW) 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.


UDOWUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.26

Sortino ratioReturn per unit of downside risk

+3.60

Omega ratioGain probability vs. loss probability

1.24

0.82

+0.42

Calmar ratioReturn relative to maximum drawdown

1.83

-0.99

+2.82

Martin ratioReturn relative to average drawdown

6.48

-1.48

+7.96

UDOW vs. UVXY - Sharpe Ratio Comparison

The current UDOW Sharpe Ratio is 1.40, which is higher than the UVXY Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of UDOW 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

UDOW vs. UVXY - Drawdown Comparison

The maximum UDOW drawdown since its inception was -80.29%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UDOW and UVXY.


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Drawdown Indicators


UDOWUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-80.29%

-100.00%

+19.71%

Max Drawdown (1Y)

Largest decline over 1 year

-28.07%

-73.88%

+45.81%

Max Drawdown (3Y)

Largest decline over 3 years

-44.83%

-95.42%

+50.59%

Max Drawdown (5Y)

Largest decline over 5 years

-55.79%

-99.75%

+43.96%

Max Drawdown (10Y)

Largest decline over 10 years

-80.29%

-100.00%

+19.71%

Current Drawdown

Current decline from peak

-3.29%

-100.00%

+96.71%

Average Drawdown

Average peak-to-trough decline

-14.30%

-98.76%

+84.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.90%

49.56%

-41.66%

Volatility

UDOW vs. UVXY - Volatility Comparison

The current volatility for ProShares UltraPro Dow30 (UDOW) is 6.90%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 17.16%. This indicates that UDOW 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


UDOWUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

17.16%

-10.26%

Volatility (6M)

Calculated over the trailing 6-month period

28.66%

66.78%

-38.12%

Volatility (1Y)

Calculated over the trailing 1-year period

36.53%

85.47%

-48.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.29%

103.82%

-59.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.67%

112.00%

-60.33%

UDOW vs. UVXY - Expense Ratio Comparison

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


Dividends

UDOW vs. UVXY - Dividend Comparison

UDOW's dividend yield for the trailing twelve months is around 1.09%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UDOW
ProShares UltraPro Dow30
1.09%1.38%0.95%0.95%0.83%0.26%0.19%0.61%0.73%0.13%0.26%0.21%
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


UDOW and UVXY have a correlation of -0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (17.16%) compared to UDOW (6.90%). In terms of maximum drawdown, UDOW dropped -80.29% vs UVXY's -100.00%.

On 10-year performance, UDOW leads with 23.01% vs -72.05% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UDOW has been the lower-risk option at 6.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UDOW has performed better with a 23.01% return vs -72.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UDOW has the higher dividend yield at 1.09%, compared with 0.00% for UVXY.

UDOW is categorized as Leveraged Equities, while UVXY is Volatility. UDOW tracks Dow Jones Industrial Average (300%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

UDOW currently has the higher Sharpe Ratio (1.40 vs -0.86), 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 UDOW and UVXY

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