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URTY vs. UVXY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

URTY vs. UVXY

Last updated Apr 1, 2026

Compare and contrast key facts about ProShares UltraPro Russell2000 (URTY) and ProShares Ultra VIX Short-Term Futures ETF (UVXY).

URTY and UVXY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. URTY is a passively managed fund by ProShares that tracks the performance of the Russell 2000 Index (300%). It was launched on Feb 9, 2010. UVXY is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX SHORT-TERM FUTURES TR (150%). It was launched on Oct 3, 2011. Both URTY and UVXY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

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.

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URTY vs. UVXY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
URTY
ProShares UltraPro Russell2000		-2.90%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		45.56%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Returns By Period

In the year-to-date period, URTY achieves a -2.90% return, which is significantly lower than UVXY's 45.56% return. Over the past 10 years, URTY has outperformed UVXY with an annualized return of 4.55%, while UVXY has yielded a comparatively lower -72.70% annualized return.

URTY

1D
10.50%
1M
-16.23%
YTD
-2.90%
6M
-2.24%
1Y
51.62%
3Y*
11.95%
5Y*
-13.62%
10Y*
4.55%

UVXY

1D
-14.14%
1M
31.90%
YTD
45.56%
6M
0.19%
1Y
-55.36%
3Y*
-64.43%
5Y*
-67.05%
10Y*
-72.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

ProShares UltraPro Russell2000

ProShares Ultra VIX Short-Term Futures ETF

Often compared with URTY:
URTY vs. TNAURTY vs. SRTYURTY vs. UWMURTY vs. SAAURTY vs. TQQQURTY vs. UPROURTY vs. JNUG
Often compared with UVXY:
UVXY vs. UVIXUVXY vs. VXXUVXY vs. VIXYUVXY vs. SVXYUVXY vs. SQQQUVXY vs. SPYUVXY vs. SPXS

URTY vs. UVXY - Expense Ratio Comparison

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

URTY
ProShares UltraPro Russell2000
UVXY
ProShares Ultra VIX Short-Term Futures ETF

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: 5050
Overall Rank
URTY Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
URTY Sortino Ratio Rank: 5757
Sortino Ratio Rank
URTY Omega Ratio Rank: 4949
Omega Ratio Rank
URTY Calmar Ratio Rank: 5555
Calmar Ratio Rank
URTY Martin Ratio Rank: 4646
Martin Ratio Rank
UVXY
UVXY Risk / Return Rank: 55
Overall Rank
UVXY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 77
Sortino Ratio Rank
UVXY Omega Ratio Rank: 77
Omega Ratio Rank
UVXY Calmar Ratio Rank: 22
Calmar Ratio Rank
UVXY Martin Ratio Rank: 66
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 ratio

Return per unit of total volatility

0.74

-0.49

+1.24

Sortino ratio

Return per unit of downside risk

1.41

-0.25

+1.66

Omega ratio

Gain probability vs. loss probability

1.18

0.97

+0.21

Calmar ratio

Return relative to maximum drawdown

1.31

-0.65

+1.95

Martin ratio

Return relative to average drawdown

4.15

-0.78

+4.93

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

URTY vs. UVXY - Sharpe Ratio Comparison

The current URTY Sharpe Ratio is 0.74, which is higher than the UVXY Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of URTY and UVXY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

URTYUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-0.49

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

-0.64

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

-0.64

+0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

-0.67

+0.83

Correlation

The correlation between URTY and UVXY is -0.69. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

URTY vs. UVXY - Dividend Comparison

URTY's dividend yield for the trailing twelve months is around 0.97%, while UVXY has not paid dividends to shareholders.

TTM2025202420232022202120202019201820172016
URTY
ProShares UltraPro Russell2000		0.97%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%

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.

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Drawdown Indicators

URTYUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-88.09%

-100.00%

+11.91%

Max Drawdown (1Y)

Largest decline over 1 year

-37.70%

-85.64%

+47.94%

Max Drawdown (5Y)

Largest decline over 5 years

-82.76%

-99.77%

+17.01%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

-100.00%

+11.91%

Current Drawdown

Current decline from peak

-60.03%

-100.00%

+39.97%

Average Drawdown

Average peak-to-trough decline

-34.67%

-98.53%

+63.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.86%

70.91%

-59.05%

Volatility

URTY vs. UVXY - Volatility Comparison

The current volatility for ProShares UltraPro Russell2000 (URTY) is 22.37%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 45.17%. This indicates that URTY 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

URTYUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.37%

45.17%

-22.80%

Volatility (6M)

Calculated over the trailing 6-month period

43.33%

71.72%

-28.39%

Volatility (1Y)

Calculated over the trailing 1-year period

69.68%

113.02%

-43.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.50%

105.48%

-37.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.20%

114.53%

-45.33%