PortfoliosLab logoPortfoliosLab logo
URTY vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URTY vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Russell2000 (URTY) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, URTY achieves a 46.44% return, which is significantly higher than UVXY's -19.06% return. Over the past 10 years, URTY has outperformed UVXY with an annualized return of 7.72%, while UVXY has yielded a comparatively lower -72.67% annualized return.


URTY

1D
-4.07%
1M
9.06%
YTD
46.44%
6M
40.44%
1Y
117.82%
3Y*
27.59%
5Y*
-6.71%
10Y*
7.72%

UVXY

1D
-0.24%
1M
-22.10%
YTD
-19.06%
6M
-37.37%
1Y
-72.91%
3Y*
-64.55%
5Y*
-67.90%
10Y*
-72.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URTY vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URTY
ProShares UltraPro Russell2000
46.44%9.26%7.38%24.43%-62.81%28.47%-7.72%72.37%-39.59%38.85%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-19.06%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between URTY and UVXY is -0.61, 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

-0.61

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

-0.61

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

-0.67

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

-0.66

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2011

-0.69

The correlation between URTY and UVXY has been stable across timeframes, ranging from -0.69 to -0.61 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

URTY vs. UVXY — Risk / Return Rank

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

URTY
URTY Risk / Return Rank: 5959
Overall Rank
URTY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
URTY Sortino Ratio Rank: 5252
Sortino Ratio Rank
URTY Omega Ratio Rank: 4747
Omega Ratio Rank
URTY Calmar Ratio Rank: 7272
Calmar Ratio Rank
URTY Martin Ratio Rank: 6565
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: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
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.

URTY vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Russell2000 (URTY) 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.


URTYUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.94

Sortino ratioReturn per unit of downside risk

+4.16

Omega ratioGain probability vs. loss probability

1.30

0.82

+0.48

Calmar ratioReturn relative to maximum drawdown

3.64

-0.97

+4.61

Martin ratioReturn relative to average drawdown

11.96

-1.31

+13.27

URTY vs. UVXY - Sharpe Ratio Comparison

The current URTY Sharpe Ratio is 2.07, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of URTY 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.


Loading charts...

Sharpe Ratios by Period


URTYUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

-0.87

+2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.66

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

-0.64

+0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.68

+0.88

Drawdowns

URTY vs. UVXY - Drawdown Comparison

The maximum URTY drawdown since its inception was -88.09%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for URTY and UVXY.


Loading charts...

Drawdown Indicators


URTYUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-88.09%

-100.00%

+11.91%

Max Drawdown (1Y)

Largest decline over 1 year

-32.56%

-75.22%

+42.66%

Max Drawdown (3Y)

Largest decline over 3 years

-65.85%

-95.45%

+29.60%

Max Drawdown (5Y)

Largest decline over 5 years

-82.76%

-99.68%

+16.92%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

-100.00%

+11.91%

Current Drawdown

Current decline from peak

-39.71%

-100.00%

+60.29%

Average Drawdown

Average peak-to-trough decline

-34.79%

-98.55%

+63.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.89%

55.63%

-45.74%

Volatility

URTY vs. UVXY - Volatility Comparison

ProShares UltraPro Russell2000 (URTY) has a higher volatility of 17.18% compared to ProShares Ultra VIX Short-Term Futures ETF (UVXY) at 11.77%. This indicates that URTY's price experiences larger fluctuations and is considered to be riskier than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


URTYUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.18%

11.77%

+5.41%

Volatility (6M)

Calculated over the trailing 6-month period

40.37%

62.64%

-22.27%

Volatility (1Y)

Calculated over the trailing 1-year period

57.33%

84.42%

-27.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.43%

103.85%

-36.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.32%

113.82%

-44.50%

URTY vs. UVXY - Expense Ratio Comparison

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


Dividends

URTY vs. UVXY - Dividend Comparison

URTY's dividend yield for the trailing twelve months is around 0.64%, while UVXY has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
URTY
ProShares UltraPro Russell2000
0.64%1.02%1.16%0.55%0.28%0.00%0.00%0.18%0.28%0.00%0.03%
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%

Frequently Asked Questions


URTY and UVXY have a correlation of -0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URTY has higher volatility (17.18%) compared to UVXY (11.77%). In terms of maximum drawdown, URTY dropped -88.09% vs UVXY's -100.00%.

On 10-year performance, URTY leads with 7.72% vs -72.67% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UVXY has been the lower-risk option at 11.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, URTY has performed better with a 7.72% return vs -72.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

URTY has the higher dividend yield at 0.64%, compared with 0.00% for UVXY.

URTY is categorized as Leveraged Equities, while UVXY is Volatility. URTY tracks Russell 2000 Index (300%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

URTY currently has the higher Sharpe Ratio (2.07 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 URTY and UVXY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer