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UVXY vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UVXY vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra VIX Short-Term Futures ETF (UVXY) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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 -35.24% return, which is significantly lower than SPXS's -23.70% return. Over the past 10 years, UVXY has underperformed SPXS with an annualized return of -71.50%, while SPXS has yielded a comparatively higher -41.22% annualized return.


UVXY

1D
-4.24%
1M
-6.17%
6M
-37.50%
YTD
-35.24%
1Y
-73.24%
3Y*
-61.42%
5Y*
-68.18%
10Y*
-71.50%
ALL TIME*
-80.18%

SPXS

1D
-2.06%
1M
-0.49%
6M
-20.89%
YTD
-23.70%
1Y
-41.03%
3Y*
-38.58%
5Y*
-32.70%
10Y*
-41.22%
ALL TIME*
-44.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$303.07M$277.28M$339.89M
$190.03M$191.90M$239.87M

UVXY vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-35.24%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-23.70%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between UVXY and SPXS is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (3Y)
Balances recent behavior with more history.

0.76

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.75

Correlation (10Y)
Provides a long-term view across more market conditions.

0.75

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

0.77

The correlation between UVXY and SPXS has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

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Return for Risk

UVXY vs. SPXS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 22
Sortino Ratio Rank
SPXS Omega Ratio Rank: 22
Omega Ratio Rank
SPXS Calmar Ratio Rank: 22
Calmar Ratio Rank
SPXS Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UVXY vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra VIX Short-Term Futures ETF (UVXY) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.


UVXYSPXSDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

0.85

0.84

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.95

-0.88

-0.07

Martin ratioReturn relative to average drawdown

-1.35

-1.43

+0.08

UVXY vs. SPXS - Sharpe Ratio Comparison

The current UVXY Sharpe Ratio is -0.80, which is comparable to the SPXS Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of UVXY and SPXS, 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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Drawdowns

UVXY vs. SPXS - Drawdown Comparison

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


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Drawdown Indicators


UVXYSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-73.88%

-43.64%

-30.24%

Max Drawdown (3Y)

Largest decline over 3 years

-95.42%

-84.13%

-11.29%

Max Drawdown (5Y)

Largest decline over 5 years

-99.68%

-90.11%

-9.57%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-99.56%

-0.44%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-98.76%

-96.31%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.60%

26.70%

+24.90%

Volatility

UVXY vs. SPXS - Volatility Comparison

ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a higher volatility of 22.30% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 10.76%. This indicates that UVXY's price experiences larger fluctuations and is considered to be riskier than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UVXYSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.30%

10.76%

+11.54%

Volatility (6M)

Calculated over the trailing 6-month period

65.55%

30.49%

+35.06%

Volatility (1Y)

Calculated over the trailing 1-year period

87.28%

38.59%

+48.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

103.39%

50.77%

+52.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.09%

53.58%

+58.51%

UVXY vs. SPXS - Expense Ratio Comparison

UVXY has a 0.95% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

UVXY vs. SPXS - Dividend Comparison

UVXY has not paid dividends to shareholders, while SPXS's dividend yield for the trailing twelve months is around 4.45%.


PositionTTM20252024202320222021202020192018
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.45%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%
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%

Frequently Asked Questions


UVXY and SPXS have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (22.30%) compared to SPXS (10.76%). In terms of maximum drawdown, UVXY dropped -100.00% vs SPXS's -100.00%.

On 10-year performance, SPXS leads with -41.22% vs -71.50% for UVXY. On fees, UVXY is cheaper at 0.95% per year. On volatility, SPXS has been the lower-risk option at 10.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPXS has performed better with a -41.22% return vs -71.50%. 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 1.08% for SPXS.

SPXS has the higher dividend yield at 4.45%, compared with 0.00% for UVXY.

UVXY is categorized as Volatility, while SPXS is Inverse Equities. UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%), while SPXS tracks S&P 500 Index (-300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for UVXY and 1.08% for SPXS.

UVXY currently has the higher Sharpe Ratio (-0.80 vs -0.99), 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.

Portfolio Optimizer

Find the right allocation for UVXY and SPXS

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