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UXI vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UXI vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Industrials (UXI) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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 28.57% return, which is significantly higher than UVXY's -35.24% return. Over the past 10 years, UXI has outperformed UVXY with an annualized return of 19.45%, while UVXY has yielded a comparatively lower -71.50% annualized return.


UXI

1D
1.77%
1M
-4.74%
6M
14.00%
YTD
28.57%
1Y
35.83%
3Y*
29.57%
5Y*
12.67%
10Y*
19.45%
ALL TIME*
13.24%

UVXY

1D
-4.24%
1M
-6.17%
6M
-37.50%
YTD
-35.24%
1Y
-73.24%
3Y*
-61.42%
5Y*
-68.18%
10Y*
-71.50%
ALL TIME*
-80.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$190.03M$191.90M$239.87M
$192.00K$302.67K$285.62K

UXI vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UXI
ProShares Ultra Industrials
28.57%28.84%26.48%27.34%-32.90%34.64%16.37%67.44%-28.13%51.81%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-35.24%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between UXI and UVXY is -0.59, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.59

Correlation (3Y)
Balances recent behavior with more history.

-0.61

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.65

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.64

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

-0.64

The correlation between UXI and UVXY has been stable across timeframes, ranging from -0.65 to -0.59 - a consistent structural relationship.

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Return for Risk

UXI vs. UVXY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UXI
UXI Risk / Return Rank: 3939
Overall Rank
UXI Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
UXI Sortino Ratio Rank: 3939
Sortino Ratio Rank
UXI Omega Ratio Rank: 3737
Omega Ratio Rank
UXI Calmar Ratio Rank: 3939
Calmar Ratio Rank
UXI Martin Ratio Rank: 4343
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UXI vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Industrials (UXI) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


UXIUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+2.82

Omega ratioGain probability vs. loss probability

1.17

0.85

+0.33

Calmar ratioReturn relative to maximum drawdown

1.36

-0.95

+2.31

Martin ratioReturn relative to average drawdown

4.85

-1.35

+6.21

UXI vs. UVXY - Sharpe Ratio Comparison

The current UXI Sharpe Ratio is 0.95, which is higher than the UVXY Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of UXI and UVXY, 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. UVXY - Drawdown Comparison

The maximum UXI drawdown since its inception was -89.01%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UXI and UVXY.


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Drawdown Indicators


UXIUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-89.01%

-100.00%

+10.99%

Max Drawdown (1Y)

Largest decline over 1 year

-23.59%

-73.88%

+50.29%

Max Drawdown (3Y)

Largest decline over 3 years

-36.42%

-95.42%

+59.00%

Max Drawdown (5Y)

Largest decline over 5 years

-48.25%

-99.68%

+51.43%

Max Drawdown (10Y)

Largest decline over 10 years

-66.48%

-100.00%

+33.52%

Current Drawdown

Current decline from peak

-6.42%

-100.00%

+93.58%

Average Drawdown

Average peak-to-trough decline

-22.46%

-98.76%

+76.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

51.60%

-44.98%

Volatility

UXI vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra Industrials (UXI) is 9.93%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 22.30%. This indicates that UXI experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UXIUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.93%

22.30%

-12.37%

Volatility (6M)

Calculated over the trailing 6-month period

27.91%

65.55%

-37.64%

Volatility (1Y)

Calculated over the trailing 1-year period

33.76%

87.28%

-53.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.24%

103.39%

-67.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.50%

112.09%

-72.59%

UXI vs. UVXY - Expense Ratio Comparison

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


Dividends

UXI vs. UVXY - Dividend Comparison

UXI's dividend yield for the trailing twelve months is around 0.51%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UXI
ProShares Ultra Industrials
0.51%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 UVXY have a correlation of -0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (22.30%) compared to UXI (9.93%). In terms of maximum drawdown, UXI dropped -89.01% vs UVXY's -100.00%.

On 10-year performance, UXI leads with 19.45% vs -71.50% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UXI has been the lower-risk option at 9.93%. 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 19.45% return vs -71.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UXI has the higher dividend yield at 0.51%, compared with 0.00% for UVXY.

UXI is categorized as Leveraged Equities, while UVXY is Volatility. UXI tracks Dow Jones U.S. Industrials Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

UXI currently has the higher Sharpe Ratio (0.95 vs -0.80), 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 UVXY

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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