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UPV vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UPV vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Europe (UPV) 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, UPV achieves a 15.25% return, which is significantly higher than UVXY's -35.24% return. Over the past 10 years, UPV has outperformed UVXY with an annualized return of 12.29%, while UVXY has yielded a comparatively lower -71.50% annualized return.


UPV

1D
-0.78%
1M
2.19%
6M
5.99%
YTD
15.25%
1Y
41.67%
3Y*
24.41%
5Y*
9.52%
10Y*
12.29%
ALL TIME*
10.10%

UVXY

1D
-4.24%
1M
-6.17%
6M
-37.50%
YTD
-35.24%
1Y
-73.24%
3Y*
-61.42%
5Y*
-68.18%
10Y*
-71.50%
ALL TIME*
-80.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$55.59K$49.44K$105.04K
$190.03M$191.90M$239.87M

UPV vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UPV
ProShares Ultra Europe
15.25%68.63%-4.51%32.16%-36.58%32.38%-3.15%47.04%-32.64%57.44%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-35.24%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between UPV and UVXY is -0.63, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.63

Correlation (3Y)
Balances recent behavior with more history.

-0.58

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.61

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.57

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

-0.59

The correlation between UPV and UVXY has been stable across timeframes, ranging from -0.63 to -0.57 - a consistent structural relationship.

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Return for Risk

UPV vs. UVXY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UPV
UPV Risk / Return Rank: 5050
Overall Rank
UPV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UPV Sortino Ratio Rank: 5353
Sortino Ratio Rank
UPV Omega Ratio Rank: 4949
Omega Ratio Rank
UPV Calmar Ratio Rank: 4848
Calmar Ratio Rank
UPV Martin Ratio Rank: 5050
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: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UPV vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Europe (UPV) 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.


UPVUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.08

Sortino ratioReturn per unit of downside risk

+3.22

Omega ratioGain probability vs. loss probability

1.23

0.85

+0.38

Calmar ratioReturn relative to maximum drawdown

1.73

-0.95

+2.68

Martin ratioReturn relative to average drawdown

5.85

-1.35

+7.20

UPV vs. UVXY - Sharpe Ratio Comparison

The current UPV Sharpe Ratio is 1.28, which is higher than the UVXY Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of UPV 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

UPV vs. UVXY - Drawdown Comparison

The maximum UPV drawdown since its inception was -67.25%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UPV and UVXY.


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Drawdown Indicators


UPVUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-100.00%

+32.75%

Max Drawdown (1Y)

Largest decline over 1 year

-23.41%

-73.88%

+50.47%

Max Drawdown (3Y)

Largest decline over 3 years

-27.54%

-95.42%

+67.88%

Max Drawdown (5Y)

Largest decline over 5 years

-58.33%

-99.68%

+41.35%

Max Drawdown (10Y)

Largest decline over 10 years

-67.25%

-100.00%

+32.75%

Current Drawdown

Current decline from peak

-0.78%

-100.00%

+99.22%

Average Drawdown

Average peak-to-trough decline

-20.67%

-98.76%

+78.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.92%

51.60%

-44.68%

Volatility

UPV vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra Europe (UPV) is 8.89%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 22.30%. This indicates that UPV 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


UPVUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

22.30%

-13.41%

Volatility (6M)

Calculated over the trailing 6-month period

27.48%

65.55%

-38.07%

Volatility (1Y)

Calculated over the trailing 1-year period

31.74%

87.28%

-55.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.53%

103.39%

-67.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.16%

112.09%

-75.93%

UPV vs. UVXY - Expense Ratio Comparison

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


Dividends

UPV vs. UVXY - Dividend Comparison

UPV's dividend yield for the trailing twelve months is around 2.15%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
UPV
ProShares Ultra Europe
2.15%2.11%2.70%1.57%0.00%0.00%0.00%0.65%3.80%
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


UPV and UVXY have a correlation of -0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (22.30%) compared to UPV (8.89%). In terms of maximum drawdown, UPV dropped -67.25% vs UVXY's -100.00%.

On 10-year performance, UPV leads with 12.29% vs -71.50% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UPV has been the lower-risk option at 8.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UPV has performed better with a 12.29% return vs -71.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UPV has the higher dividend yield at 2.15%, compared with 0.00% for UVXY.

UPV is categorized as Leveraged Equities, while UVXY is Volatility. UPV tracks MSCI Europe Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

UPV currently has the higher Sharpe Ratio (1.28 vs -0.80), 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

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