UVIX vs. WEIX
UVIX (2x Long VIX Futures ETF) and WEIX (Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF) are both Volatility funds. UVIX is passively managed, while WEIX is actively managed. UVIX charges 2.78%/yr vs 0.50%/yr for WEIX.
Performance
UVIX vs. WEIX - Performance Comparison
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Returns By Period
UVIX
- 1D
- -2.56%
- 1M
- -23.11%
- 6M
- -48.19%
- YTD
- -49.10%
- 1Y
- -85.68%
- 3Y*
- -80.74%
- 5Y*
- —
- 10Y*
- —
WEIX
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UVIX vs. WEIX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
UVIX 2x Long VIX Futures ETF | -56.29% |
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF | 0.00% |
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Return for Risk
UVIX vs. WEIX — Risk / Return Rank
UVIX
WEIX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
UVIX vs. WEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 2x Long VIX Futures ETF (UVIX) and Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX). 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.
| UVIX | WEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.81 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | — | — |
| Martin ratioReturn relative to average drawdown | -1.38 | — | — |
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Drawdowns
UVIX vs. WEIX - Drawdown Comparison
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Drawdown Indicators
| UVIX | WEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -86.11% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -99.40% | — | — |
Current DrawdownCurrent decline from peak | -99.98% | — | — |
Average DrawdownAverage peak-to-trough decline | -88.73% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.87% | — | — |
Volatility
UVIX vs. WEIX - Volatility Comparison
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Volatility by Period
| UVIX | WEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.69% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 87.61% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 112.52% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 135.41% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 135.41% | — | — |
UVIX vs. WEIX - Expense Ratio Comparison
UVIX has a 2.78% expense ratio, which is higher than WEIX's 0.50% expense ratio.
Dividends
UVIX vs. WEIX - Dividend Comparison
Neither UVIX nor WEIX has paid dividends to shareholders.
Frequently Asked Questions
On fees, WEIX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WEIX is cheaper with a 0.50% expense ratio, compared with 2.78% for UVIX.
UVIX and WEIX have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Volatility Shares and Dynamic Shares Trust. Their fees differ too: 2.78% for UVIX and 0.50% for WEIX.
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