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UPW vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UPW vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Utilities (UPW) 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, UPW achieves a 12.70% return, which is significantly higher than UVXY's -32.31% return. Over the past 10 years, UPW has outperformed UVXY with an annualized return of 10.00%, while UVXY has yielded a comparatively lower -72.05% annualized return.


UPW

1D
1.51%
1M
6.52%
6M
13.90%
YTD
12.70%
1Y
20.09%
3Y*
19.06%
5Y*
11.78%
10Y*
10.00%

UVXY

1D
4.92%
1M
-15.35%
6M
-29.18%
YTD
-32.31%
1Y
-71.44%
3Y*
-61.73%
5Y*
-67.56%
10Y*
-72.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UPW vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UPW
ProShares Ultra Utilities
12.70%23.61%37.67%-22.37%-4.59%32.57%-17.15%48.59%2.36%22.53%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-32.31%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between UPW and UVXY is -0.13, 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

-0.13

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

-0.20

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

-0.27

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

-0.25

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

-0.29

The correlation between UPW and UVXY shifts across timeframes, from -0.29 (all time) to -0.13 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UPW vs. UVXY — Risk / Return Rank

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

UPW
UPW Risk / Return Rank: 2424
Overall Rank
UPW Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
UPW Sortino Ratio Rank: 2323
Sortino Ratio Rank
UPW Omega Ratio Rank: 2323
Omega Ratio Rank
UPW Calmar Ratio Rank: 2727
Calmar Ratio Rank
UPW Martin Ratio Rank: 2222
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: 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.

UPW vs. UVXY - Risk-Adjusted Trends Comparison

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


UPWUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.51

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.13

0.83

+0.30

Calmar ratioReturn relative to maximum drawdown

1.05

-0.98

+2.03

Martin ratioReturn relative to average drawdown

2.10

-1.46

+3.56

UPW vs. UVXY - Sharpe Ratio Comparison

The current UPW Sharpe Ratio is 0.68, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of UPW 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

UPW vs. UVXY - Drawdown Comparison

The maximum UPW drawdown since its inception was -77.75%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UPW and UVXY.


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Drawdown Indicators


UPWUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-77.75%

-100.00%

+22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-19.15%

-73.42%

+54.27%

Max Drawdown (3Y)

Largest decline over 3 years

-33.16%

-95.32%

+62.16%

Max Drawdown (5Y)

Largest decline over 5 years

-49.42%

-99.74%

+50.32%

Max Drawdown (10Y)

Largest decline over 10 years

-62.67%

-100.00%

+37.33%

Current Drawdown

Current decline from peak

-8.60%

-100.00%

+91.40%

Average Drawdown

Average peak-to-trough decline

-22.53%

-98.75%

+76.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.58%

48.91%

-39.33%

Volatility

UPW vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra Utilities (UPW) is 9.03%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 21.23%. This indicates that UPW 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


UPWUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.03%

21.23%

-12.20%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

66.69%

-42.75%

Volatility (1Y)

Calculated over the trailing 1-year period

29.92%

85.49%

-55.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.50%

103.84%

-69.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.26%

112.03%

-74.77%

UPW vs. UVXY - Expense Ratio Comparison

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


Dividends

UPW vs. UVXY - Dividend Comparison

UPW's dividend yield for the trailing twelve months is around 1.38%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UPW
ProShares Ultra Utilities
1.38%1.67%1.83%2.40%1.55%1.30%0.83%0.83%1.98%1.51%1.70%2.16%
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


UPW and UVXY have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (21.23%) compared to UPW (9.03%). In terms of maximum drawdown, UPW dropped -77.75% vs UVXY's -100.00%.

On 10-year performance, UPW leads with 10.00% vs -72.05% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UPW has been the lower-risk option at 9.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UPW has performed better with a 10.00% return vs -72.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UPW has the higher dividend yield at 1.38%, compared with 0.00% for UVXY.

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

UPW currently has the higher Sharpe Ratio (0.68 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

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