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UXI vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UXI and VGT is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

UXI vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Industrials (UXI) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
525.55%
1,112.99%
UXI
VGT

Key characteristics

Sharpe Ratio

UXI:

0.04

VGT:

0.37

Sortino Ratio

UXI:

0.35

VGT:

0.71

Omega Ratio

UXI:

1.05

VGT:

1.10

Calmar Ratio

UXI:

0.05

VGT:

0.41

Martin Ratio

UXI:

0.16

VGT:

1.41

Ulcer Index

UXI:

10.84%

VGT:

7.90%

Daily Std Dev

UXI:

39.89%

VGT:

29.95%

Max Drawdown

UXI:

-89.01%

VGT:

-54.63%

Current Drawdown

UXI:

-22.67%

VGT:

-15.44%

Returns By Period

In the year-to-date period, UXI achieves a -8.08% return, which is significantly higher than VGT's -11.99% return. Over the past 10 years, UXI has underperformed VGT with an annualized return of 13.87%, while VGT has yielded a comparatively higher 18.64% annualized return.


UXI

YTD

-8.08%

1M

-8.98%

6M

-13.12%

1Y

2.85%

5Y*

23.18%

10Y*

13.87%

VGT

YTD

-11.99%

1M

-2.96%

6M

-8.98%

1Y

10.91%

5Y*

19.45%

10Y*

18.64%

*Annualized

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UXI vs. VGT - Expense Ratio Comparison

UXI has a 0.95% expense ratio, which is higher than VGT's 0.10% expense ratio.


Expense ratio chart for UXI: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UXI: 0.95%
Expense ratio chart for VGT: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGT: 0.10%

Risk-Adjusted Performance

UXI vs. VGT — Risk-Adjusted Performance Rank

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

UXI
The Risk-Adjusted Performance Rank of UXI is 2626
Overall Rank
The Sharpe Ratio Rank of UXI is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of UXI is 3131
Sortino Ratio Rank
The Omega Ratio Rank of UXI is 3030
Omega Ratio Rank
The Calmar Ratio Rank of UXI is 2323
Calmar Ratio Rank
The Martin Ratio Rank of UXI is 2222
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5050
Overall Rank
The Sharpe Ratio Rank of VGT is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UXI vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Industrials (UXI) and Vanguard Information Technology ETF (VGT). 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.


The chart of Sharpe ratio for UXI, currently valued at 0.04, compared to the broader market-1.000.001.002.003.004.00
UXI: 0.04
VGT: 0.37
The chart of Sortino ratio for UXI, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.00
UXI: 0.35
VGT: 0.71
The chart of Omega ratio for UXI, currently valued at 1.05, compared to the broader market0.501.001.502.00
UXI: 1.05
VGT: 1.10
The chart of Calmar ratio for UXI, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.0012.00
UXI: 0.05
VGT: 0.41
The chart of Martin ratio for UXI, currently valued at 0.16, compared to the broader market0.0020.0040.0060.00
UXI: 0.16
VGT: 1.41

The current UXI Sharpe Ratio is 0.04, which is lower than the VGT Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of UXI and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.04
0.37
UXI
VGT

Dividends

UXI vs. VGT - Dividend Comparison

UXI's dividend yield for the trailing twelve months is around 0.43%, less than VGT's 0.58% yield.


TTM20242023202220212020201920182017201620152014
UXI
ProShares Ultra Industrials
0.43%0.18%0.21%0.24%0.03%0.29%0.59%0.37%0.24%0.38%0.41%0.35%
VGT
Vanguard Information Technology ETF
0.58%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

UXI vs. VGT - Drawdown Comparison

The maximum UXI drawdown since its inception was -89.01%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for UXI and VGT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.67%
-15.44%
UXI
VGT

Volatility

UXI vs. VGT - Volatility Comparison

ProShares Ultra Industrials (UXI) has a higher volatility of 27.91% compared to Vanguard Information Technology ETF (VGT) at 19.16%. This indicates that UXI's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
27.91%
19.16%
UXI
VGT