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UXI vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UXI vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Industrials (UXI) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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 30.12% return, which is significantly higher than FAAR's 17.40% return. Over the past 10 years, UXI has outperformed FAAR with an annualized return of 20.70%, while FAAR has yielded a comparatively lower 4.54% annualized return.


UXI

1D
1.85%
1M
9.76%
YTD
30.12%
6M
26.13%
1Y
45.24%
3Y*
35.89%
5Y*
13.50%
10Y*
20.70%

FAAR

1D
-1.46%
1M
-6.59%
YTD
17.40%
6M
17.10%
1Y
28.26%
3Y*
10.03%
5Y*
7.50%
10Y*
4.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UXI vs. FAAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UXI
ProShares Ultra Industrials
30.12%28.84%26.48%27.34%-32.90%34.64%16.37%67.44%-28.13%51.81%
FAAR
First Trust Alternative Absolute Return Strategy ETF
17.40%8.07%5.97%-5.63%10.15%12.34%8.60%-1.28%-9.17%5.00%

Correlation

The correlation between UXI and FAAR is -0.06, 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

-0.06

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

-0.02

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

0.02

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

0.06

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.06

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

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Return for Risk

UXI vs. FAAR — Risk / Return Rank

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

UXI
UXI Risk / Return Rank: 4343
Overall Rank
UXI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UXI Sortino Ratio Rank: 4343
Sortino Ratio Rank
UXI Omega Ratio Rank: 4040
Omega Ratio Rank
UXI Calmar Ratio Rank: 4343
Calmar Ratio Rank
UXI Martin Ratio Rank: 4545
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7777
Overall Rank
FAAR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 7878
Sortino Ratio Rank
FAAR Omega Ratio Rank: 6969
Omega Ratio Rank
FAAR Calmar Ratio Rank: 7979
Calmar Ratio Rank
FAAR Martin Ratio Rank: 8282
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. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Industrials (UXI) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.


UXIFAARDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

1.93

3.71

-1.78

Martin ratioReturn relative to average drawdown

6.79

14.66

-7.87

UXI vs. FAAR - Sharpe Ratio Comparison

The current UXI Sharpe Ratio is 1.40, which is lower than the FAAR Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of UXI and FAAR, 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. FAAR - Drawdown Comparison

The maximum UXI drawdown since its inception was -89.01%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for UXI and FAAR.


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Drawdown Indicators


UXIFAARDifference

Max Drawdown

Largest peak-to-trough decline

-89.01%

-18.03%

-70.98%

Max Drawdown (1Y)

Largest decline over 1 year

-23.59%

-7.66%

-15.93%

Max Drawdown (3Y)

Largest decline over 3 years

-36.42%

-11.54%

-24.88%

Max Drawdown (5Y)

Largest decline over 5 years

-48.25%

-18.03%

-30.22%

Max Drawdown (10Y)

Largest decline over 10 years

-66.48%

-18.03%

-48.45%

Current Drawdown

Current decline from peak

-1.80%

-7.66%

+5.86%

Average Drawdown

Average peak-to-trough decline

-22.55%

-7.82%

-14.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

1.93%

+4.75%

Volatility

UXI vs. FAAR - Volatility Comparison

ProShares Ultra Industrials (UXI) has a higher volatility of 12.19% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.82%. This indicates that UXI's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UXIFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.19%

2.82%

+9.37%

Volatility (6M)

Calculated over the trailing 6-month period

27.22%

9.80%

+17.42%

Volatility (1Y)

Calculated over the trailing 1-year period

32.56%

13.30%

+19.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.13%

12.97%

+23.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.49%

11.55%

+27.94%

UXI vs. FAAR - Expense Ratio Comparison

Both UXI and FAAR have an expense ratio of 0.95%.


Dividends

UXI vs. FAAR - Dividend Comparison

UXI's dividend yield for the trailing twelve months is around 0.63%, less than FAAR's 9.80% yield.


PositionTTM20252024202320222021202020192018201720162015
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.80%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%0.00%0.00%
UXI
ProShares Ultra Industrials
0.63%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 FAAR have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UXI has higher volatility (12.19%) compared to FAAR (2.82%). In terms of maximum drawdown, UXI dropped -89.01% vs FAAR's -18.03%.

On 10-year performance, UXI leads with 20.70% vs 4.54% for FAAR. Both ETFs have the same 0.95% expense ratio. On volatility, FAAR has been the lower-risk option at 2.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UXI has performed better with a 20.70% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UXI and FAAR have the same expense ratio: 0.95% per year.

FAAR has the higher dividend yield at 9.80%, compared with 0.63% for UXI.

UXI is categorized as Leveraged Equities, while FAAR is Commodities. They also come from different issuers: ProShares and First Trust.

FAAR currently has the higher Sharpe Ratio (2.15 vs 1.40), 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

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