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UXI vs. CMDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UXI vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Industrials (UXI) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UXI achieves a 27.75% return, which is significantly higher than CMDT's 13.43% return.


UXI

1D
-3.58%
1M
7.77%
YTD
27.75%
6M
24.69%
1Y
45.13%
3Y*
35.06%
5Y*
13.19%
10Y*
20.48%

CMDT

1D
-1.14%
1M
-8.86%
YTD
13.43%
6M
13.42%
1Y
21.34%
3Y*
12.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UXI vs. CMDT - Yearly Performance Comparison


2026 (YTD)202520242023
UXI
ProShares Ultra Industrials
27.75%28.84%26.48%27.43%
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
13.43%12.78%6.93%5.37%

Correlation

The correlation between UXI and CMDT is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.03

Correlation (All Time)
Calculated using the full available price history since May 10, 2023

0.06

The correlation between UXI and CMDT shifts across timeframes, from -0.07 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UXI vs. CMDT — Risk / Return Rank

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

UXI
UXI Risk / Return Rank: 4141
Overall Rank
UXI Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
UXI Sortino Ratio Rank: 4141
Sortino Ratio Rank
UXI Omega Ratio Rank: 3737
Omega Ratio Rank
UXI Calmar Ratio Rank: 4141
Calmar Ratio Rank
UXI Martin Ratio Rank: 4444
Martin Ratio Rank

CMDT
CMDT Risk / Return Rank: 5050
Overall Rank
CMDT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMDT Omega Ratio Rank: 4848
Omega Ratio Rank
CMDT Calmar Ratio Rank: 4141
Calmar Ratio Rank
CMDT Martin Ratio Rank: 5858
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.

UXI vs. CMDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Industrials (UXI) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.


UXICMDTDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratioReturn relative to maximum drawdown

1.92

1.93

-0.01

Martin ratioReturn relative to average drawdown

6.78

9.62

-2.84

UXI vs. CMDT - Sharpe Ratio Comparison

The current UXI Sharpe Ratio is 1.39, which is comparable to the CMDT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of UXI and CMDT, 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

UXI vs. CMDT - Drawdown Comparison

The maximum UXI drawdown since its inception was -89.01%, which is greater than CMDT's maximum drawdown of -11.11%. Use the drawdown chart below to compare losses from any high point for UXI and CMDT.


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Drawdown Indicators


UXICMDTDifference

Max Drawdown

Largest peak-to-trough decline

-89.01%

-11.11%

-77.90%

Max Drawdown (1Y)

Largest decline over 1 year

-23.59%

-11.11%

-12.48%

Max Drawdown (3Y)

Largest decline over 3 years

-36.42%

-11.11%

-25.31%

Max Drawdown (5Y)

Largest decline over 5 years

-48.25%

Max Drawdown (10Y)

Largest decline over 10 years

-66.48%

Current Drawdown

Current decline from peak

-3.58%

-11.11%

+7.53%

Average Drawdown

Average peak-to-trough decline

-22.56%

-2.77%

-19.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

2.25%

+4.43%

Volatility

UXI vs. CMDT - Volatility Comparison

ProShares Ultra Industrials (UXI) has a higher volatility of 12.23% compared to PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) at 3.26%. This indicates that UXI's price experiences larger fluctuations and is considered to be riskier than CMDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UXICMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.23%

3.26%

+8.97%

Volatility (6M)

Calculated over the trailing 6-month period

27.22%

10.60%

+16.62%

Volatility (1Y)

Calculated over the trailing 1-year period

32.61%

12.65%

+19.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.13%

12.24%

+23.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.50%

12.24%

+27.26%

UXI vs. CMDT - Expense Ratio Comparison

UXI has a 0.95% expense ratio, which is higher than CMDT's 0.65% expense ratio.


Dividends

UXI vs. CMDT - Dividend Comparison

UXI's dividend yield for the trailing twelve months is around 0.64%, less than CMDT's 2.67% yield.


PositionTTM20252024202320222021202020192018201720162015
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
2.67%3.04%8.80%2.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UXI
ProShares Ultra Industrials
0.64%0.90%0.18%0.21%0.24%0.03%0.29%0.58%0.37%0.24%0.38%0.41%

Frequently Asked Questions


UXI and CMDT have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UXI has higher volatility (12.23%) compared to CMDT (3.26%). In terms of maximum drawdown, UXI dropped -89.01% vs CMDT's -11.11%.

On 3-year performance, UXI leads with 35.06% vs 12.77% for CMDT. On fees, CMDT is cheaper at 0.65% per year. On volatility, CMDT has been the lower-risk option at 3.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UXI has performed better with a 35.06% return vs 12.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CMDT is cheaper with a 0.65% expense ratio, compared with 0.95% for UXI.

CMDT has the higher dividend yield at 2.67%, compared with 0.64% for UXI.

UXI is categorized as Leveraged Equities, while CMDT is Commodities. UXI tracks Dow Jones U.S. Industrials Index (200%), while CMDT tracks Bloomberg Roll Select Commodity Total Return Index. They also come from different issuers: ProShares and PIMCO. Their fees differ too: 0.95% for UXI and 0.65% for CMDT.

CMDT currently has the higher Sharpe Ratio (1.71 vs 1.39), 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 UXI and CMDT

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