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UVXY vs. VIXY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UVXY and VIXY is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

UVXY vs. VIXY - 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 VIX Short-Term Futures ETF (VIXY). The values are adjusted to include any dividend payments, if applicable.

-100.00%-100.00%-100.00%-99.99%-99.99%-99.99%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
-99.99%
UVXY
VIXY

Key characteristics

Sharpe Ratio

UVXY:

-0.48

VIXY:

-0.40

Sortino Ratio

UVXY:

-0.29

VIXY:

-0.20

Omega Ratio

UVXY:

0.97

VIXY:

0.98

Calmar Ratio

UVXY:

-0.55

VIXY:

-0.32

Martin Ratio

UVXY:

-1.17

VIXY:

-0.95

Ulcer Index

UVXY:

47.09%

VIXY:

34.29%

Daily Std Dev

UVXY:

116.10%

VIXY:

80.73%

Max Drawdown

UVXY:

-100.00%

VIXY:

-100.00%

Current Drawdown

UVXY:

-100.00%

VIXY:

-100.00%

Returns By Period

In the year-to-date period, UVXY achieves a -46.87% return, which is significantly lower than VIXY's -24.19% return. Over the past 10 years, UVXY has underperformed VIXY with an annualized return of -65.81%, while VIXY has yielded a comparatively higher -47.67% annualized return.


UVXY

YTD

-46.87%

1M

-1.54%

6M

-9.19%

1Y

-52.04%

5Y*

-67.85%

10Y*

-65.81%

VIXY

YTD

-24.19%

1M

0.13%

6M

5.07%

1Y

-29.09%

5Y*

-45.74%

10Y*

-47.67%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UVXY vs. VIXY - Expense Ratio Comparison

UVXY has a 0.95% expense ratio, which is higher than VIXY's 0.85% expense ratio.


UVXY
ProShares Ultra VIX Short-Term Futures ETF
Expense ratio chart for UVXY: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for VIXY: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

UVXY vs. VIXY - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for UVXY, currently valued at -0.48, compared to the broader market0.002.004.00-0.48-0.40
The chart of Sortino ratio for UVXY, currently valued at -0.29, compared to the broader market-2.000.002.004.006.008.0010.00-0.29-0.20
The chart of Omega ratio for UVXY, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.970.98
The chart of Calmar ratio for UVXY, currently valued at -0.55, compared to the broader market0.005.0010.0015.00-0.55-0.32
The chart of Martin ratio for UVXY, currently valued at -1.17, compared to the broader market0.0020.0040.0060.0080.00100.00-1.17-0.95
UVXY
VIXY

The current UVXY Sharpe Ratio is -0.48, which is comparable to the VIXY Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of UVXY and VIXY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.20-1.00-0.80-0.60-0.40-0.20JulyAugustSeptemberOctoberNovemberDecember
-0.48
-0.40
UVXY
VIXY

Dividends

UVXY vs. VIXY - Dividend Comparison

Neither UVXY nor VIXY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UVXY vs. VIXY - Drawdown Comparison

The maximum UVXY drawdown since its inception was -100.00%, roughly equal to the maximum VIXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UVXY and VIXY. For additional features, visit the drawdowns tool.


-100.00%-100.00%-100.00%-99.99%-99.99%-99.99%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
-99.99%
UVXY
VIXY

Volatility

UVXY vs. VIXY - Volatility Comparison

ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a higher volatility of 38.21% compared to ProShares VIX Short-Term Futures ETF (VIXY) at 25.76%. This indicates that UVXY's price experiences larger fluctuations and is considered to be riskier than VIXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
38.21%
25.76%
UVXY
VIXY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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