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UPRO vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UPRO vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro S&P 500 (UPRO) 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, UPRO achieves a 17.21% return, which is significantly higher than UVXY's -22.07% return. Over the past 10 years, UPRO has outperformed UVXY with an annualized return of 30.18%, while UVXY has yielded a comparatively lower -73.85% annualized return.


UPRO

1D
-4.27%
1M
-5.38%
YTD
17.21%
6M
13.86%
1Y
62.29%
3Y*
46.23%
5Y*
20.37%
10Y*
30.18%

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)

UPRO vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UPRO
ProShares UltraPro S&P 500
17.21%31.88%63.57%68.53%-56.84%98.64%10.09%102.30%-25.11%71.37%
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 UPRO and UVXY is -0.75, 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

-0.75

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

-0.75

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

-0.75

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

-0.75

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

-0.77

The correlation between UPRO and UVXY has been stable across timeframes, ranging from -0.77 to -0.75 - a consistent structural relationship.

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Return for Risk

UPRO vs. UVXY — Risk / Return Rank

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

UPRO
UPRO Risk / Return Rank: 4949
Overall Rank
UPRO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 4444
Sortino Ratio Rank
UPRO Omega Ratio Rank: 4545
Omega Ratio Rank
UPRO Calmar Ratio Rank: 4949
Calmar Ratio Rank
UPRO Martin Ratio Rank: 5656
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.

UPRO vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro S&P 500 (UPRO) 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.


UPROUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.55

Sortino ratioReturn per unit of downside risk

+3.79

Omega ratioGain probability vs. loss probability

1.28

0.81

+0.47

Calmar ratioReturn relative to maximum drawdown

2.34

-1.01

+3.35

Martin ratioReturn relative to average drawdown

9.52

-1.45

+10.97

UPRO vs. UVXY - Sharpe Ratio Comparison

The current UPRO Sharpe Ratio is 1.68, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of UPRO 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

UPRO vs. UVXY - Drawdown Comparison

The maximum UPRO drawdown since its inception was -76.82%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UPRO and UVXY.


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Drawdown Indicators


UPROUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-76.82%

-100.00%

+23.18%

Max Drawdown (1Y)

Largest decline over 1 year

-26.78%

-73.51%

+46.73%

Max Drawdown (3Y)

Largest decline over 3 years

-48.87%

-94.93%

+46.06%

Max Drawdown (5Y)

Largest decline over 5 years

-63.94%

-99.71%

+35.77%

Max Drawdown (10Y)

Largest decline over 10 years

-76.82%

-100.00%

+23.18%

Current Drawdown

Current decline from peak

-10.27%

-100.00%

+89.73%

Average Drawdown

Average peak-to-trough decline

-14.39%

-98.75%

+84.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

55.34%

-48.77%

Volatility

UPRO vs. UVXY - Volatility Comparison

The current volatility for ProShares UltraPro S&P 500 (UPRO) is 14.68%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. This indicates that UPRO 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


UPROUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.68%

25.85%

-11.17%

Volatility (6M)

Calculated over the trailing 6-month period

29.49%

66.46%

-36.97%

Volatility (1Y)

Calculated over the trailing 1-year period

37.35%

85.46%

-48.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.62%

103.96%

-53.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.79%

112.39%

-58.60%

UPRO vs. UVXY - Expense Ratio Comparison

UPRO has a 0.89% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

UPRO vs. UVXY - Dividend Comparison

UPRO's dividend yield for the trailing twelve months is around 0.74%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UPRO
ProShares UltraPro S&P 500
0.74%0.84%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%
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


UPRO and UVXY have a correlation of -0.75, 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 UPRO (14.68%). In terms of maximum drawdown, UPRO dropped -76.82% vs UVXY's -100.00%.

On 10-year performance, UPRO leads with 30.18% vs -73.85% for UVXY. On fees, UPRO is cheaper at 0.89% per year. On volatility, UPRO has been the lower-risk option at 14.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UPRO has performed better with a 30.18% return vs -73.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UPRO is cheaper with a 0.89% expense ratio, compared with 0.95% for UVXY.

UPRO has the higher dividend yield at 0.74%, compared with 0.00% for UVXY.

UPRO is categorized as Leveraged Equities, while UVXY is Volatility. UPRO tracks S&P 500, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.89% for UPRO and 0.95% for UVXY.

UPRO currently has the higher Sharpe Ratio (1.68 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.

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