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UVXY vs. VXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UVXY vs. VXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra VIX Short-Term Futures ETF (UVXY) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). 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 -28.28% return, which is significantly lower than VXX's -14.77% return. Over the past 10 years, UVXY has underperformed VXX with an annualized return of -73.87%, while VXX has yielded a comparatively higher -48.11% annualized return.


UVXY

1D
-10.30%
1M
-27.94%
YTD
-28.28%
6M
-38.96%
1Y
-77.80%
3Y*
-63.50%
5Y*
-68.25%
10Y*
-73.87%

VXX

1D
-6.78%
1M
-19.05%
YTD
-14.77%
6M
-23.68%
1Y
-59.09%
3Y*
-40.88%
5Y*
-46.47%
10Y*
-48.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UVXY vs. VXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-28.28%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
-14.77%-42.21%-26.22%-72.52%-23.80%-72.41%11.04%-67.75%67.91%-72.64%

Correlation

The correlation between UVXY and VXX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

0.97

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

0.98

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

0.99

The correlation between UVXY and VXX has been stable across timeframes, ranging from 0.97 to 1.00 - a consistent structural relationship.

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Return for Risk

UVXY vs. VXX — 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: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
Martin Ratio Rank

VXX
VXX Risk / Return Rank: 11
Overall Rank
VXX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
VXX Sortino Ratio Rank: 11
Sortino Ratio Rank
VXX Omega Ratio Rank: 11
Omega Ratio Rank
VXX Calmar Ratio Rank: 00
Calmar Ratio Rank
VXX Martin Ratio Rank: 11
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. VXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra VIX Short-Term Futures ETF (UVXY) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). 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.


UVXYVXXDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

0.79

0.79

0.00

Calmar ratioReturn relative to maximum drawdown

-1.01

-1.01

0.00

Martin ratioReturn relative to average drawdown

-1.39

-1.47

+0.08

UVXY vs. VXX - Sharpe Ratio Comparison

The current UVXY Sharpe Ratio is -0.91, which is comparable to the VXX Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of UVXY and VXX, 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. VXX - Drawdown Comparison

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


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Drawdown Indicators


UVXYVXXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-77.12%

-58.39%

-18.73%

Max Drawdown (3Y)

Largest decline over 3 years

-95.18%

-79.38%

-15.80%

Max Drawdown (5Y)

Largest decline over 5 years

-99.71%

-95.96%

-3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-99.87%

-0.13%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-98.75%

-95.07%

-3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

57.18%

41.07%

+16.11%

Volatility

UVXY vs. VXX - Volatility Comparison

ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a higher volatility of 23.17% compared to iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) at 15.38%. This indicates that UVXY's price experiences larger fluctuations and is considered to be riskier than VXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UVXYVXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.17%

15.38%

+7.79%

Volatility (6M)

Calculated over the trailing 6-month period

65.68%

42.88%

+22.80%

Volatility (1Y)

Calculated over the trailing 1-year period

85.93%

56.53%

+29.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

104.10%

68.12%

+35.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.46%

70.88%

+42.58%

UVXY vs. VXX - Expense Ratio Comparison

UVXY has a 0.95% expense ratio, which is higher than VXX's 0.89% expense ratio.


Dividends

UVXY vs. VXX - Dividend Comparison

Neither UVXY nor VXX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, UVXY and VXX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UVXY has higher volatility (23.17%) compared to VXX (15.38%). In terms of maximum drawdown, UVXY dropped -100.00% vs VXX's -100.00%.

On 10-year performance, VXX leads with -48.11% vs -73.87% for UVXY. On fees, VXX is cheaper at 0.89% per year. On volatility, VXX has been the lower-risk option at 15.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VXX has performed better with a -48.11% return vs -73.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VXX is cheaper with a 0.89% expense ratio, compared with 0.95% for UVXY.

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

UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%), while VXX tracks S&P 500 VIX Short-Term Futures Index Total Return. They also come from different issuers: ProShares and Barclays Capital. Their fees differ too: 0.95% for UVXY and 0.89% for VXX.

UVXY currently has the higher Sharpe Ratio (-0.91 vs -1.05), 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 VXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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