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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 5.68% return, which is significantly higher than UVXY's -35.24% return. Over the past 10 years, UPW has outperformed UVXY with an annualized return of 9.38%, while UVXY has yielded a comparatively lower -71.50% annualized return.


UPW

1D
-1.15%
1M
-6.24%
6M
3.76%
YTD
5.68%
1Y
4.16%
3Y*
17.45%
5Y*
9.79%
10Y*
9.38%
ALL TIME*
9.54%

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)
$399.58K$331.97K$346.79K
$190.03M$191.90M$239.87M

UPW vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UPW
ProShares Ultra Utilities
5.68%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
-35.24%-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 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.

-0.13

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

-0.19

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

-0.27

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

-0.25

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

-0.28

The correlation between UPW and UVXY shifts across timeframes, from -0.28 (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 historical risk-adjusted metric ranks over the past 12 months.

UPW
UPW Risk / Return Rank: 1515
Overall Rank
UPW Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UPW Sortino Ratio Rank: 1515
Sortino Ratio Rank
UPW Omega Ratio Rank: 1515
Omega Ratio Rank
UPW Calmar Ratio Rank: 1515
Calmar Ratio Rank
UPW Martin Ratio Rank: 1414
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.

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

+0.96

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.05

0.85

+0.20

Calmar ratioReturn relative to maximum drawdown

0.25

-0.95

+1.20

Martin ratioReturn relative to average drawdown

0.49

-1.35

+1.85

UPW vs. UVXY - Sharpe Ratio Comparison

The current UPW Sharpe Ratio is 0.16, which is higher than the UVXY Sharpe Ratio of -0.80. 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%

-73.88%

+54.73%

Max Drawdown (3Y)

Largest decline over 3 years

-25.06%

-95.42%

+70.36%

Max Drawdown (5Y)

Largest decline over 5 years

-49.42%

-99.68%

+50.26%

Max Drawdown (10Y)

Largest decline over 10 years

-62.67%

-100.00%

+37.33%

Current Drawdown

Current decline from peak

-14.30%

-100.00%

+85.70%

Average Drawdown

Average peak-to-trough decline

-22.50%

-98.76%

+76.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.91%

51.60%

-41.69%

Volatility

UPW vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra Utilities (UPW) is 9.72%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 22.30%. 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

9.72%

22.30%

-12.58%

Volatility (6M)

Calculated over the trailing 6-month period

24.35%

65.55%

-41.20%

Volatility (1Y)

Calculated over the trailing 1-year period

30.15%

87.28%

-57.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.49%

103.39%

-68.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.29%

112.09%

-74.80%

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 1.48%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UPW
ProShares Ultra Utilities
1.48%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 (22.30%) compared to UPW (9.72%). In terms of maximum drawdown, UPW dropped -77.75% vs UVXY's -100.00%.

On 10-year performance, UPW leads with 9.38% vs -71.50% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UPW has been the lower-risk option at 9.72%. 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 9.38% return vs -71.50%. 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 1.48%, 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 (0.16 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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