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UVXY vs. BOIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UVXY vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra VIX Short-Term Futures ETF (UVXY) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UVXY achieves a -19.06% return, which is significantly higher than BOIL's -36.77% return. Over the past 10 years, UVXY has underperformed BOIL with an annualized return of -72.67%, while BOIL has yielded a comparatively higher -56.95% annualized return.


UVXY

1D
-0.24%
1M
-22.10%
YTD
-19.06%
6M
-37.37%
1Y
-72.91%
3Y*
-64.55%
5Y*
-67.90%
10Y*
-72.67%

BOIL

1D
4.32%
1M
4.62%
YTD
-36.77%
6M
-62.98%
1Y
-74.31%
3Y*
-60.61%
5Y*
-64.63%
10Y*
-56.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UVXY vs. BOIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-19.06%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%
BOIL
ProShares Ultra Bloomberg Natural Gas
-36.77%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-20.55%-65.72%

Correlation

The correlation between UVXY and BOIL is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.02

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

-0.05

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2011

-0.03

The correlation between UVXY and BOIL shifts across timeframes, from -0.05 (5 years) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UVXY vs. BOIL — Risk / Return Rank

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

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

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 11
Calmar Ratio Rank
BOIL Martin Ratio Rank: 33
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.

UVXY vs. BOIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra VIX Short-Term Futures ETF (UVXY) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.


UVXYBOILDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

0.82

0.90

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.97

-0.92

-0.05

Martin ratioReturn relative to average drawdown

-1.31

-1.26

-0.06

UVXY vs. BOIL - Sharpe Ratio Comparison

The current UVXY Sharpe Ratio is -0.87, which is lower than the BOIL Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of UVXY and BOIL, 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


UVXYBOILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

-0.66

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

-0.55

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

-0.56

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.68

-0.61

-0.07

Drawdowns

UVXY vs. BOIL - Drawdown Comparison

The maximum UVXY drawdown since its inception was -100.00%, roughly equal to the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UVXY and BOIL.


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Drawdown Indicators


UVXYBOILDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-75.22%

-80.85%

+5.63%

Max Drawdown (3Y)

Largest decline over 3 years

-95.45%

-96.86%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-99.68%

-99.91%

+0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-99.99%

-0.01%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-98.55%

-93.59%

-4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.63%

59.20%

-3.57%

Volatility

UVXY vs. BOIL - Volatility Comparison

The current volatility for ProShares Ultra VIX Short-Term Futures ETF (UVXY) is 11.77%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 23.95%. This indicates that UVXY experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UVXYBOILDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.77%

23.95%

-12.18%

Volatility (6M)

Calculated over the trailing 6-month period

62.64%

107.61%

-44.97%

Volatility (1Y)

Calculated over the trailing 1-year period

84.42%

113.64%

-29.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

103.85%

118.89%

-15.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.82%

101.81%

+12.01%

UVXY vs. BOIL - Expense Ratio Comparison

UVXY has a 0.95% expense ratio, which is lower than BOIL's 1.31% expense ratio.


Dividends

UVXY vs. BOIL - Dividend Comparison

Neither UVXY nor BOIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UVXY and BOIL have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOIL has higher volatility (23.95%) compared to UVXY (11.77%). In terms of maximum drawdown, UVXY dropped -100.00% vs BOIL's -100.00%.

On 10-year performance, BOIL leads with -56.95% vs -72.67% for UVXY. On fees, UVXY is cheaper at 0.95% per year. On volatility, UVXY has been the lower-risk option at 11.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BOIL has performed better with a -56.95% return vs -72.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UVXY is cheaper with a 0.95% expense ratio, compared with 1.31% for BOIL.

UVXY and BOIL have nearly identical dividend yields, around 0.00%.

UVXY is categorized as Volatility, while BOIL is Leveraged Commodities. UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%), while BOIL tracks Bloomberg Natural Gas Subindex. Their fees differ too: 0.95% for UVXY and 1.31% for BOIL.

BOIL currently has the higher Sharpe Ratio (-0.66 vs -0.87), 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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