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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 17.55% return, which is significantly higher than UVXY's -22.07% return. Over the past 10 years, UDOW has outperformed UVXY with an annualized return of 24.78%, while UVXY has yielded a comparatively lower -73.85% annualized return.


UDOW

1D
-0.35%
1M
5.73%
YTD
17.55%
6M
14.69%
1Y
60.59%
3Y*
35.49%
5Y*
14.94%
10Y*
24.78%

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)

UDOW vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDOW
ProShares UltraPro Dow30
17.55%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
-22.07%-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 -0.69, 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

-0.69

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

-0.66

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 -0.66 - 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: 4949
Sharpe Ratio Rank
UDOW Sortino Ratio Rank: 4747
Sortino Ratio Rank
UDOW Omega Ratio Rank: 4444
Omega Ratio Rank
UDOW Calmar Ratio Rank: 4646
Calmar Ratio Rank
UDOW Martin Ratio Rank: 4848
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.

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

+2.51

Sortino ratioReturn per unit of downside risk

+3.90

Omega ratioGain probability vs. loss probability

1.27

0.81

+0.46

Calmar ratioReturn relative to maximum drawdown

2.17

-1.01

+3.18

Martin ratioReturn relative to average drawdown

7.68

-1.45

+9.13

UDOW vs. UVXY - Sharpe Ratio Comparison

The current UDOW Sharpe Ratio is 1.65, which is higher than the UVXY Sharpe Ratio of -0.87. 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%

-73.51%

+45.44%

Max Drawdown (3Y)

Largest decline over 3 years

-44.83%

-94.93%

+50.10%

Max Drawdown (5Y)

Largest decline over 5 years

-55.79%

-99.71%

+43.92%

Max Drawdown (10Y)

Largest decline over 10 years

-80.29%

-100.00%

+19.71%

Current Drawdown

Current decline from peak

-2.25%

-100.00%

+97.75%

Average Drawdown

Average peak-to-trough decline

-14.35%

-98.75%

+84.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.91%

55.34%

-47.43%

Volatility

UDOW vs. UVXY - Volatility Comparison

The current volatility for ProShares UltraPro Dow30 (UDOW) is 12.43%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. 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

12.43%

25.85%

-13.42%

Volatility (6M)

Calculated over the trailing 6-month period

29.07%

66.46%

-37.39%

Volatility (1Y)

Calculated over the trailing 1-year period

37.10%

85.46%

-48.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.33%

103.96%

-59.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.76%

112.39%

-60.63%

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 1.15%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UDOW
ProShares UltraPro Dow30
1.15%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 -0.69, 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 UDOW (12.43%). In terms of maximum drawdown, UDOW dropped -80.29% vs UVXY's -100.00%.

On 10-year performance, UDOW leads with 24.78% vs -73.85% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UDOW has been the lower-risk option at 12.43%. 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 24.78% return vs -73.85%. 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 1.15%, 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 (1.65 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 UDOW and UVXY

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