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UUPIX vs. USPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UUPIX vs. USPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds UltraEmerging Markets Fund (UUPIX) and ProFunds UltraShort NASDAQ-100 Fund (USPIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UUPIX achieves a 4.04% return, which is significantly higher than USPIX's -32.26% return. Over the past 10 years, UUPIX has outperformed USPIX with an annualized return of 10.52%, while USPIX has yielded a comparatively lower -40.58% annualized return.


UUPIX

1D
1.30%
1M
-0.88%
YTD
4.04%
6M
3.34%
1Y
42.93%
3Y*
27.72%
5Y*
-0.66%
10Y*
10.52%

USPIX

1D
0.56%
1M
-6.83%
YTD
-32.26%
6M
-30.30%
1Y
-48.38%
3Y*
-39.84%
5Y*
-32.97%
10Y*
-40.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UUPIX vs. USPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UUPIX
ProFunds UltraEmerging Markets Fund
4.04%70.53%6.99%22.60%-37.35%-36.21%43.24%46.76%-31.83%75.03%
USPIX
ProFunds UltraShort NASDAQ-100 Fund
-32.26%-35.26%-38.20%-57.06%61.80%-46.20%-70.91%-50.15%-9.56%-44.56%

Correlation

The correlation between UUPIX and USPIX is -0.67, 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

-0.67

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

-0.64

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

-0.66

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

-0.68

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2006

-0.70

The correlation between UUPIX and USPIX has been stable across timeframes, ranging from -0.70 to -0.64 - a consistent structural relationship.

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Return for Risk

UUPIX vs. USPIX — Risk / Return Rank

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

UUPIX
UUPIX Risk / Return Rank: 1717
Overall Rank
UUPIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
UUPIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
UUPIX Omega Ratio Rank: 1818
Omega Ratio Rank
UUPIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
UUPIX Martin Ratio Rank: 1616
Martin Ratio Rank

USPIX
USPIX Risk / Return Rank: 00
Overall Rank
USPIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
USPIX Sortino Ratio Rank: 00
Sortino Ratio Rank
USPIX Omega Ratio Rank: 00
Omega Ratio Rank
USPIX Calmar Ratio Rank: 00
Calmar Ratio Rank
USPIX Martin Ratio Rank: 00
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.

UUPIX vs. USPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds UltraEmerging Markets Fund (UUPIX) and ProFunds UltraShort NASDAQ-100 Fund (USPIX). 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.


UUPIXUSPIXDifference
Sharpe ratioReturn per unit of total volatility

+2.45

Sortino ratioReturn per unit of downside risk

+3.98

Omega ratioGain probability vs. loss probability

1.20

0.75

+0.46

Calmar ratioReturn relative to maximum drawdown

1.50

-1.01

+2.51

Martin ratioReturn relative to average drawdown

4.01

-1.94

+5.94

UUPIX vs. USPIX - Sharpe Ratio Comparison

The current UUPIX Sharpe Ratio is 1.05, which is higher than the USPIX Sharpe Ratio of -1.40. The chart below compares the historical Sharpe Ratios of UUPIX and USPIX, 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

UUPIX vs. USPIX - Drawdown Comparison

The maximum UUPIX drawdown since its inception was -93.82%, smaller than the maximum USPIX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UUPIX and USPIX.


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Drawdown Indicators


UUPIXUSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-93.82%

-100.00%

+6.18%

Max Drawdown (1Y)

Largest decline over 1 year

-29.91%

-47.36%

+17.45%

Max Drawdown (3Y)

Largest decline over 3 years

-37.01%

-80.96%

+43.95%

Max Drawdown (5Y)

Largest decline over 5 years

-71.31%

-89.53%

+18.22%

Max Drawdown (10Y)

Largest decline over 10 years

-78.32%

-99.48%

+21.16%

Current Drawdown

Current decline from peak

-74.09%

-100.00%

+25.91%

Average Drawdown

Average peak-to-trough decline

-75.93%

-96.43%

+20.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.16%

26.85%

-15.69%

Volatility

UUPIX vs. USPIX - Volatility Comparison

The current volatility for ProFunds UltraEmerging Markets Fund (UUPIX) is 14.57%, while ProFunds UltraShort NASDAQ-100 Fund (USPIX) has a volatility of 16.48%. This indicates that UUPIX experiences smaller price fluctuations and is considered to be less risky than USPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UUPIXUSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.57%

16.48%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

34.65%

28.35%

+6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

42.80%

35.40%

+7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.27%

45.66%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.53%

44.62%

+1.91%

UUPIX vs. USPIX - Expense Ratio Comparison

UUPIX has a 1.92% expense ratio, which is higher than USPIX's 1.68% expense ratio.


Dividends

UUPIX vs. USPIX - Dividend Comparison

UUPIX's dividend yield for the trailing twelve months is around 2.44%, less than USPIX's 3.99% yield.


PositionTTM202520242023202220212020201920182017
USPIX
ProFunds UltraShort NASDAQ-100 Fund
3.99%2.71%0.00%5.92%0.00%0.00%0.07%0.36%0.00%0.00%
UUPIX
ProFunds UltraEmerging Markets Fund
2.44%2.54%1.65%1.77%1.05%0.00%0.00%0.00%0.64%0.16%

Frequently Asked Questions


UUPIX and USPIX have a correlation of -0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USPIX has higher volatility (16.48%) compared to UUPIX (14.57%). In terms of maximum drawdown, UUPIX dropped -93.82% vs USPIX's -100.00%.

UUPIX currently has the higher Sharpe Ratio (1.05 vs -1.40), 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 UUPIX and USPIX

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

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