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UVXY vs. ULE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UVXY vs. ULE - 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 Euro (ULE). The values are adjusted to include any dividend payments, if applicable.

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UVXY vs. ULE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UVXY
ProShares Ultra VIX Short-Term Futures ETF
45.56%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%
ULE
ProShares Ultra Euro
-3.35%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-13.40%23.92%

Returns By Period

In the year-to-date period, UVXY achieves a 45.56% return, which is significantly higher than ULE's -3.35% return. Over the past 10 years, UVXY has underperformed ULE with an annualized return of -72.70%, while ULE has yielded a comparatively higher -2.78% annualized return.


UVXY

1D
-14.14%
1M
31.90%
YTD
45.56%
6M
0.19%
1Y
-55.36%
3Y*
-64.43%
5Y*
-67.05%
10Y*
-72.70%

ULE

1D
2.13%
1M
-4.20%
YTD
-3.35%
6M
-3.70%
1Y
11.77%
3Y*
3.45%
5Y*
-2.68%
10Y*
-2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UVXY vs. ULE - Expense Ratio Comparison

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


Return for Risk

UVXY vs. ULE — Risk / Return Rank

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

UVXY
UVXY Risk / Return Rank: 55
Overall Rank
UVXY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 77
Sortino Ratio Rank
UVXY Omega Ratio Rank: 77
Omega Ratio Rank
UVXY Calmar Ratio Rank: 22
Calmar Ratio Rank
UVXY Martin Ratio Rank: 66
Martin Ratio Rank

ULE
ULE Risk / Return Rank: 3838
Overall Rank
ULE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 4242
Sortino Ratio Rank
ULE Omega Ratio Rank: 3434
Omega Ratio Rank
ULE Calmar Ratio Rank: 4444
Calmar Ratio Rank
ULE Martin Ratio Rank: 3131
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. ULE - 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 Euro (ULE). 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.


UVXYULEDifference

Sharpe ratio

Return per unit of total volatility

-0.49

0.69

-1.18

Sortino ratio

Return per unit of downside risk

-0.25

1.17

-1.42

Omega ratio

Gain probability vs. loss probability

0.97

1.14

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.65

1.13

-1.77

Martin ratio

Return relative to average drawdown

-0.78

2.74

-3.52

UVXY vs. ULE - Sharpe Ratio Comparison

The current UVXY Sharpe Ratio is -0.49, which is lower than the ULE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of UVXY and ULE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UVXYULEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.49

0.69

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.64

-0.17

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

-0.18

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

-0.21

-0.46

Correlation

The correlation between UVXY and ULE is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

UVXY vs. ULE - Dividend Comparison

Neither UVXY nor ULE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UVXY vs. ULE - Drawdown Comparison

The maximum UVXY drawdown since its inception was -100.00%, which is greater than ULE's maximum drawdown of -72.74%. Use the drawdown chart below to compare losses from any high point for UVXY and ULE.


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Drawdown Indicators


UVXYULEDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-72.74%

-27.26%

Max Drawdown (1Y)

Largest decline over 1 year

-85.64%

-10.40%

-75.24%

Max Drawdown (5Y)

Largest decline over 5 years

-99.77%

-41.35%

-58.42%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-51.30%

-48.70%

Current Drawdown

Current decline from peak

-100.00%

-62.27%

-37.73%

Average Drawdown

Average peak-to-trough decline

-98.53%

-45.90%

-52.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

70.91%

4.28%

+66.63%

Volatility

UVXY vs. ULE - Volatility Comparison

ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a higher volatility of 45.17% compared to ProShares Ultra Euro (ULE) at 4.84%. This indicates that UVXY's price experiences larger fluctuations and is considered to be riskier than ULE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UVXYULEDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.17%

4.84%

+40.33%

Volatility (6M)

Calculated over the trailing 6-month period

71.72%

9.12%

+62.60%

Volatility (1Y)

Calculated over the trailing 1-year period

113.02%

17.10%

+95.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.48%

16.21%

+89.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.53%

15.31%

+99.22%