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UVIX vs. UVXY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UVIX and UVXY is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

UVIX vs. UVXY - 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 Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

-100.00%-98.00%-96.00%-94.00%-92.00%-90.00%JulyAugustSeptemberOctoberNovemberDecember
-99.58%
-96.83%
UVIX
UVXY

Key characteristics

Sharpe Ratio

UVIX:

-0.48

UVXY:

-0.45

Sortino Ratio

UVIX:

-0.36

UVXY:

-0.19

Omega Ratio

UVIX:

0.96

UVXY:

0.98

Calmar Ratio

UVIX:

-0.77

UVXY:

-0.53

Martin Ratio

UVIX:

-1.31

UVXY:

-1.16

Ulcer Index

UVIX:

58.75%

UVXY:

45.57%

Daily Std Dev

UVIX:

159.49%

UVXY:

116.70%

Max Drawdown

UVIX:

-99.77%

UVXY:

-100.00%

Current Drawdown

UVIX:

-99.76%

UVXY:

-100.00%

Returns By Period

In the year-to-date period, UVIX achieves a -76.77% return, which is significantly lower than UVXY's -52.80% return.


UVIX

YTD

-76.77%

1M

-4.20%

6M

-43.04%

1Y

-76.72%

5Y*

N/A

10Y*

N/A

UVXY

YTD

-52.80%

1M

0.35%

6M

-15.38%

1Y

-52.63%

5Y*

-68.65%

10Y*

-66.19%

*Annualized

Compare stocks, funds, or ETFs

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


UVIX vs. UVXY - Expense Ratio Comparison

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


UVIX
Volatility Shares 2x Long VIX Futures ETF
Expense ratio chart for UVIX: current value at 2.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.78%
Expense ratio chart for UVXY: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

UVIX vs. UVXY - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for UVIX, currently valued at -0.48, compared to the broader market0.002.004.00-0.48-0.45
The chart of Sortino ratio for UVIX, currently valued at -0.36, compared to the broader market-2.000.002.004.006.008.0010.00-0.36-0.19
The chart of Omega ratio for UVIX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.960.98
The chart of Calmar ratio for UVIX, currently valued at -0.77, compared to the broader market0.005.0010.0015.00-0.77-0.54
The chart of Martin ratio for UVIX, currently valued at -1.31, compared to the broader market0.0020.0040.0060.0080.00100.00-1.31-1.16
UVIX
UVXY

The current UVIX Sharpe Ratio is -0.48, which is comparable to the UVXY Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of UVIX 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.


Rolling 12-month Sharpe Ratio-1.20-1.00-0.80-0.60-0.40JulyAugustSeptemberOctoberNovemberDecember
-0.48
-0.45
UVIX
UVXY

Dividends

UVIX vs. UVXY - Dividend Comparison

Neither UVIX nor UVXY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UVIX vs. UVXY - Drawdown Comparison

The maximum UVIX drawdown since its inception was -99.77%, roughly equal to the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UVIX and UVXY. For additional features, visit the drawdowns tool.


-100.00%-99.00%-98.00%-97.00%-96.00%-95.00%-94.00%JulyAugustSeptemberOctoberNovemberDecember
-99.76%
-97.96%
UVIX
UVXY

Volatility

UVIX vs. UVXY - Volatility Comparison

Volatility Shares 2x Long VIX Futures ETF (UVIX) has a higher volatility of 53.11% compared to ProShares Ultra VIX Short-Term Futures ETF (UVXY) at 40.30%. This indicates that UVIX'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.


20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
53.11%
40.30%
UVIX
UVXY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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