PortfoliosLab logoPortfoliosLab logo
UVXY vs. WEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UVXY vs. WEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra VIX Short-Term Futures ETF (UVXY) and Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


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%

WEIX

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UVXY vs. WEIX - Yearly Performance Comparison


Compare stocks, funds, or ETFs

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


Return for Risk

UVXY vs. WEIX — 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

WEIX
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. WEIX - Risk-Adjusted Trends Comparison

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


UVXYWEIXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.82

Calmar ratioReturn relative to maximum drawdown

-0.97

Martin ratioReturn relative to average drawdown

-1.31

UVXY vs. WEIX - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


UVXYWEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.68

Drawdowns

UVXY vs. WEIX - Drawdown Comparison

The maximum UVXY drawdown since its inception was -100.00%, which is greater than WEIX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for UVXY and WEIX.


Loading charts...

Drawdown Indicators


UVXYWEIXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

0.00%

-100.00%

Max Drawdown (1Y)

Largest decline over 1 year

-75.22%

Max Drawdown (3Y)

Largest decline over 3 years

-95.45%

Max Drawdown (5Y)

Largest decline over 5 years

-99.68%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-100.00%

0.00%

-100.00%

Average Drawdown

Average peak-to-trough decline

-98.55%

0.00%

-98.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.63%

Volatility

UVXY vs. WEIX - Volatility Comparison


Loading charts...

Volatility by Period


UVXYWEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.77%

Volatility (6M)

Calculated over the trailing 6-month period

62.64%

Volatility (1Y)

Calculated over the trailing 1-year period

84.42%

0.00%

+84.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

103.85%

0.00%

+103.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.82%

0.00%

+113.82%

UVXY vs. WEIX - Expense Ratio Comparison

UVXY has a 0.95% expense ratio, which is higher than WEIX's 0.50% expense ratio.


Dividends

UVXY vs. WEIX - Dividend Comparison

Neither UVXY nor WEIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, WEIX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEIX is cheaper with a 0.50% expense ratio, compared with 0.95% for UVXY.

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

They also come from different issuers: ProShares and Dynamic Shares Trust. Their fees differ too: 0.95% for UVXY and 0.50% for WEIX.

Portfolio Optimizer

Find the right allocation for UVXY and WEIX

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

Open Portfolio Optimizer