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UVIX vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UVIX vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volatility Shares 2x Long VIX Futures ETF (UVIX) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UVIX achieves a -31.87% return, which is significantly lower than TQQQ's 64.46% return.


UVIX

1D
-0.26%
1M
-29.01%
YTD
-31.87%
6M
-51.86%
1Y
-85.80%
3Y*
-82.43%
5Y*
10Y*

TQQQ

1D
-0.76%
1M
33.35%
YTD
64.46%
6M
55.93%
1Y
137.89%
3Y*
69.49%
5Y*
28.37%
10Y*
45.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UVIX vs. TQQQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
UVIX
Volatility Shares 2x Long VIX Futures ETF
-31.87%-83.21%-75.24%-95.28%-62.08%
TQQQ
ProShares UltraPro QQQ
64.46%34.35%58.27%198.04%-71.35%

Correlation

The correlation between UVIX and TQQQ is -0.66, 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

-0.66

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

-0.67

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2022

-0.67

The correlation between UVIX and TQQQ has been stable across timeframes, ranging from -0.67 to -0.66 - a consistent structural relationship.

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Return for Risk

UVIX vs. TQQQ — Risk / Return Rank

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

UVIX
UVIX Risk / Return Rank: 22
Overall Rank
UVIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVIX Sortino Ratio Rank: 11
Sortino Ratio Rank
UVIX Omega Ratio Rank: 11
Omega Ratio Rank
UVIX Calmar Ratio Rank: 11
Calmar Ratio Rank
UVIX Martin Ratio Rank: 33
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 7171
Overall Rank
TQQQ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 6565
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 7373
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 6666
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.

UVIX vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Volatility Shares 2x Long VIX Futures ETF (UVIX) and ProShares UltraPro QQQ (TQQQ). 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.


UVIXTQQQDifference
Sharpe ratioReturn per unit of total volatility

-3.69

Sortino ratioReturn per unit of downside risk

-4.78

Omega ratioGain probability vs. loss probability

0.81

1.40

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.98

3.75

-4.74

Martin ratioReturn relative to average drawdown

-1.26

12.27

-13.53

UVIX vs. TQQQ - Sharpe Ratio Comparison

The current UVIX Sharpe Ratio is -0.77, which is lower than the TQQQ Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of UVIX and TQQQ, 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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Sharpe Ratios by Period


UVIXTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

2.92

-3.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.62

0.74

-1.35

Drawdowns

UVIX vs. TQQQ - Drawdown Comparison

The maximum UVIX drawdown since its inception was -99.97%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for UVIX and TQQQ.


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Drawdown Indicators


UVIXTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-81.66%

-18.31%

Max Drawdown (1Y)

Largest decline over 1 year

-87.35%

-36.97%

-50.38%

Max Drawdown (3Y)

Largest decline over 3 years

-99.44%

-58.04%

-41.40%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

Max Drawdown (10Y)

Largest decline over 10 years

-81.66%

Current Drawdown

Current decline from peak

-99.97%

-0.76%

-99.21%

Average Drawdown

Average peak-to-trough decline

-88.52%

-18.52%

-70.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

67.78%

11.28%

+56.50%

Volatility

UVIX vs. TQQQ - Volatility Comparison

Volatility Shares 2x Long VIX Futures ETF (UVIX) has a higher volatility of 15.41% compared to ProShares UltraPro QQQ (TQQQ) at 13.29%. This indicates that UVIX's price experiences larger fluctuations and is considered to be riskier than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UVIXTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.41%

13.29%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

82.35%

36.04%

+46.31%

Volatility (1Y)

Calculated over the trailing 1-year period

111.51%

47.60%

+63.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

136.15%

66.53%

+69.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

136.15%

65.96%

+70.19%

UVIX vs. TQQQ - Expense Ratio Comparison

UVIX has a 2.78% expense ratio, which is higher than TQQQ's 0.95% expense ratio.


Dividends

UVIX vs. TQQQ - Dividend Comparison

UVIX has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 0.36%.


PositionTTM20252024202320222021202020192018201720162015
TQQQ
ProShares UltraPro QQQ
0.36%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%
UVIX
Volatility Shares 2x Long VIX 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


UVIX and TQQQ have a correlation of -0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVIX has higher volatility (15.41%) compared to TQQQ (13.29%). In terms of maximum drawdown, UVIX dropped -99.97% vs TQQQ's -81.66%.

On 3-year performance, TQQQ leads with 69.49% vs -82.43% for UVIX. On fees, TQQQ is cheaper at 0.95% per year. On volatility, TQQQ has been the lower-risk option at 13.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TQQQ has performed better with a 69.49% return vs -82.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TQQQ is cheaper with a 0.95% expense ratio, compared with 2.78% for UVIX.

TQQQ has the higher dividend yield at 0.36%, compared with 0.00% for UVIX.

UVIX is categorized as Volatility, while TQQQ is Leveraged Equities. UVIX tracks Long VIX Futures Index – Benchmark TR Gross (200%), while TQQQ tracks NASDAQ-100 Index (300%). They also come from different issuers: Volatility Shares and ProShares. Their fees differ too: 2.78% for UVIX and 0.95% for TQQQ.

TQQQ currently has the higher Sharpe Ratio (2.92 vs -0.77), 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.

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