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UVXY vs. QID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UVXY vs. QID - 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 UltraShort QQQ (QID). 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 QID's -32.03% return. Over the past 10 years, UVXY has underperformed QID with an annualized return of -72.67%, while QID has yielded a comparatively higher -38.90% 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%

QID

1D
0.52%
1M
-18.27%
YTD
-32.03%
6M
-29.81%
1Y
-48.76%
3Y*
-39.36%
5Y*
-32.49%
10Y*
-38.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UVXY vs. QID - 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%
QID
ProShares UltraShort QQQ
-32.03%-34.97%-34.06%-57.19%66.30%-44.93%-69.71%-49.57%-9.90%-44.00%

Correlation

The correlation between UVXY and QID is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.67

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

0.68

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

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2011

0.70

The correlation between UVXY and QID has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.

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Return for Risk

UVXY vs. QID — 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

QID
QID Risk / Return Rank: 00
Overall Rank
QID Sharpe Ratio Rank: 00
Sharpe Ratio Rank
QID Sortino Ratio Rank: 00
Sortino Ratio Rank
QID Omega Ratio Rank: 00
Omega Ratio Rank
QID Calmar Ratio Rank: 00
Calmar Ratio Rank
QID Martin Ratio Rank: 00
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. QID - 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 UltraShort QQQ (QID). 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.


UVXYQIDDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

0.82

0.73

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.97

-0.99

+0.01

Martin ratioReturn relative to average drawdown

-1.31

-1.96

+0.65

UVXY vs. QID - Sharpe Ratio Comparison

The current UVXY Sharpe Ratio is -0.87, which is higher than the QID Sharpe Ratio of -1.53. The chart below compares the historical Sharpe Ratios of UVXY and QID, 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


UVXYQIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

-1.53

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

-0.73

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

-0.88

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.68

-0.81

+0.13

Drawdowns

UVXY vs. QID - Drawdown Comparison

The maximum UVXY drawdown since its inception was -100.00%, roughly equal to the maximum QID drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for UVXY and QID.


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Drawdown Indicators


UVXYQIDDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.99%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-75.22%

-49.58%

-25.64%

Max Drawdown (3Y)

Largest decline over 3 years

-95.45%

-79.41%

-16.04%

Max Drawdown (5Y)

Largest decline over 5 years

-99.68%

-88.67%

-11.01%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-99.37%

-0.63%

Current Drawdown

Current decline from peak

-100.00%

-99.99%

-0.01%

Average Drawdown

Average peak-to-trough decline

-98.55%

-87.00%

-11.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.63%

24.91%

+30.72%

Volatility

UVXY vs. QID - Volatility Comparison

ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a higher volatility of 11.77% compared to ProShares UltraShort QQQ (QID) at 8.98%. This indicates that UVXY's price experiences larger fluctuations and is considered to be riskier than QID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UVXYQIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.77%

8.98%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

62.64%

24.28%

+38.36%

Volatility (1Y)

Calculated over the trailing 1-year period

84.42%

31.91%

+52.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

103.85%

44.77%

+59.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.82%

44.54%

+69.28%

UVXY vs. QID - Expense Ratio Comparison

Both UVXY and QID have an expense ratio of 0.95%.


Dividends

UVXY vs. QID - Dividend Comparison

UVXY has not paid dividends to shareholders, while QID's dividend yield for the trailing twelve months is around 7.64%.


PositionTTM202520242023202220212020201920182017
QID
ProShares UltraShort QQQ
7.64%6.25%7.99%5.63%0.15%0.00%0.92%2.54%1.38%0.08%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UVXY and QID 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.

UVXY has higher volatility (11.77%) compared to QID (8.98%). In terms of maximum drawdown, UVXY dropped -100.00% vs QID's -99.99%.

On 10-year performance, QID leads with -38.90% vs -72.67% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, QID has been the lower-risk option at 8.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QID has performed better with a -38.90% return vs -72.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UVXY and QID have the same expense ratio: 0.95% per year.

QID has the higher dividend yield at 7.64%, compared with 0.00% for UVXY.

UVXY is categorized as Volatility, while QID is Leveraged Equities. UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%), while QID tracks NASDAQ-100 Index (-200%).

UVXY currently has the higher Sharpe Ratio (-0.87 vs -1.53), 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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