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UVXY vs. XTJL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UVXY vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra VIX Short-Term Futures ETF (UVXY) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). 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 -19.06% return, which is significantly lower than XTJL's 5.36% return.


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%

XTJL

1D
0.00%
1M
1.16%
YTD
5.36%
6M
6.38%
1Y
15.64%
3Y*
14.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UVXY vs. XTJL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-19.06%-65.32%-50.90%-87.70%-44.81%-54.44%
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
5.36%15.42%14.43%25.72%-15.66%7.28%

Correlation

The correlation between UVXY and XTJL is -0.80, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.80

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

-0.77

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2021

-0.78

The correlation between UVXY and XTJL has been stable across timeframes, ranging from -0.80 to -0.77 - a consistent structural relationship.

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Return for Risk

UVXY vs. XTJL — 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

XTJL
XTJL Risk / Return Rank: 7171
Overall Rank
XTJL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 6868
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7777
Omega Ratio Rank
XTJL Calmar Ratio Rank: 6262
Calmar Ratio Rank
XTJL Martin Ratio Rank: 8484
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. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra VIX Short-Term Futures ETF (UVXY) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). 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.


UVXYXTJLDifference
Sharpe ratioReturn per unit of total volatility

-2.98

Sortino ratioReturn per unit of downside risk

-4.74

Omega ratioGain probability vs. loss probability

0.82

1.46

-0.65

Calmar ratioReturn relative to maximum drawdown

-0.97

3.07

-4.04

Martin ratioReturn relative to average drawdown

-1.31

17.37

-18.68

UVXY vs. XTJL - Sharpe Ratio Comparison

The current UVXY Sharpe Ratio is -0.87, which is lower than the XTJL Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of UVXY and XTJL, 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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Sharpe Ratios by Period


UVXYXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

2.12

-2.98

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

0.65

-1.32

Drawdowns

UVXY vs. XTJL - Drawdown Comparison

The maximum UVXY drawdown since its inception was -100.00%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for UVXY and XTJL.


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Drawdown Indicators


UVXYXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-23.24%

-76.76%

Max Drawdown (1Y)

Largest decline over 1 year

-75.22%

-5.12%

-70.10%

Max Drawdown (3Y)

Largest decline over 3 years

-95.45%

-16.70%

-78.75%

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%

-4.04%

-94.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.63%

0.90%

+54.73%

Volatility

UVXY vs. XTJL - Volatility Comparison

ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a higher volatility of 11.77% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 0.33%. This indicates that UVXY's price experiences larger fluctuations and is considered to be riskier than XTJL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UVXYXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.77%

0.33%

+11.44%

Volatility (6M)

Calculated over the trailing 6-month period

62.64%

5.72%

+56.92%

Volatility (1Y)

Calculated over the trailing 1-year period

84.42%

7.43%

+76.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

103.85%

15.22%

+88.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.82%

15.22%

+98.60%

UVXY vs. XTJL - Expense Ratio Comparison

UVXY has a 0.95% expense ratio, which is higher than XTJL's 0.79% expense ratio.


Dividends

UVXY vs. XTJL - Dividend Comparison

Neither UVXY nor XTJL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UVXY and XTJL have a correlation of -0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (11.77%) compared to XTJL (0.33%). In terms of maximum drawdown, UVXY dropped -100.00% vs XTJL's -23.24%.

On 3-year performance, XTJL leads with 14.68% vs -64.55% for UVXY. On fees, XTJL is cheaper at 0.79% per year. On volatility, XTJL has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XTJL has performed better with a 14.68% return vs -64.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XTJL is cheaper with a 0.79% expense ratio, compared with 0.95% for UVXY.

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

UVXY is categorized as Volatility, while XTJL is Leveraged Equities. They also come from different issuers: ProShares and Innovator. Their fees differ too: 0.95% for UVXY and 0.79% for XTJL.

XTJL currently has the higher Sharpe Ratio (2.12 vs -0.87), 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.

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