UVIX vs. ^VIX

In the year-to-date period, UVIX achieves a -14.97% return, which is significantly lower than ^VIX's 7.32% return.

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

The current UVIX Sharpe Ratio is -0.31, which is lower than the ^VIX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of UVIX and ^VIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum UVIX drawdown since its inception was -99.80%, which is greater than ^VIX's maximum drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for UVIX and ^VIX. For additional features, visit the drawdowns tool.

Volatility Shares 2x Long VIX Futures ETF (UVIX) has a higher volatility of 43.74% compared to CBOE Volatility Index (^VIX) at 31.61%. This indicates that UVIX's price experiences larger fluctuations and is considered to be riskier than ^VIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.