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UYM vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UYM vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Basic Materials (UYM) 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, UYM achieves a 22.19% return, which is significantly higher than UVXY's -22.07% return. Over the past 10 years, UYM has outperformed UVXY with an annualized return of 12.37%, while UVXY has yielded a comparatively lower -73.85% annualized return.


UYM

1D
-2.78%
1M
2.44%
YTD
22.19%
6M
20.07%
1Y
29.81%
3Y*
11.26%
5Y*
5.73%
10Y*
12.37%

UVXY

1D
8.28%
1M
-14.92%
YTD
-22.07%
6M
-24.28%
1Y
-74.07%
3Y*
-61.96%
5Y*
-66.90%
10Y*
-73.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UYM vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UYM
ProShares Ultra Basic Materials
22.19%9.46%-8.00%17.47%-23.10%54.58%16.56%35.09%-35.68%51.51%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-22.07%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between UYM and UVXY is -0.43, 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

-0.43

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

-0.50

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

-0.57

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

-0.59

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

-0.61

The correlation between UYM and UVXY shifts across timeframes, from -0.61 (all time) to -0.43 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UYM vs. UVXY — Risk / Return Rank

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

UYM
UYM Risk / Return Rank: 2626
Overall Rank
UYM Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
UYM Sortino Ratio Rank: 2626
Sortino Ratio Rank
UYM Omega Ratio Rank: 2424
Omega Ratio Rank
UYM Calmar Ratio Rank: 2828
Calmar Ratio Rank
UYM Martin Ratio Rank: 2727
Martin Ratio Rank

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: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
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.

UYM vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Basic Materials (UYM) 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.


UYMUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.72

Sortino ratioReturn per unit of downside risk

+3.01

Omega ratioGain probability vs. loss probability

1.16

0.81

+0.35

Calmar ratioReturn relative to maximum drawdown

1.26

-1.01

+2.26

Martin ratioReturn relative to average drawdown

3.31

-1.45

+4.76

UYM vs. UVXY - Sharpe Ratio Comparison

The current UYM Sharpe Ratio is 0.85, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of UYM 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

UYM vs. UVXY - Drawdown Comparison

The maximum UYM drawdown since its inception was -92.77%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UYM and UVXY.


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Drawdown Indicators


UYMUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-92.77%

-100.00%

+7.23%

Max Drawdown (1Y)

Largest decline over 1 year

-23.85%

-73.51%

+49.66%

Max Drawdown (3Y)

Largest decline over 3 years

-43.88%

-94.93%

+51.05%

Max Drawdown (5Y)

Largest decline over 5 years

-48.25%

-99.71%

+51.46%

Max Drawdown (10Y)

Largest decline over 10 years

-73.31%

-100.00%

+26.69%

Current Drawdown

Current decline from peak

-11.50%

-100.00%

+88.50%

Average Drawdown

Average peak-to-trough decline

-42.02%

-98.75%

+56.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.03%

55.34%

-46.31%

Volatility

UYM vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra Basic Materials (UYM) is 12.24%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. This indicates that UYM 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


UYMUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.24%

25.85%

-13.61%

Volatility (6M)

Calculated over the trailing 6-month period

27.35%

66.46%

-39.11%

Volatility (1Y)

Calculated over the trailing 1-year period

35.13%

85.46%

-50.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.40%

103.96%

-64.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.77%

112.39%

-69.62%

UYM vs. UVXY - Expense Ratio Comparison

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


Dividends

UYM vs. UVXY - Dividend Comparison

UYM's dividend yield for the trailing twelve months is around 1.24%, 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%
UYM
ProShares Ultra Basic Materials
1.24%1.47%0.98%0.28%0.88%0.52%0.56%1.24%0.94%0.38%0.55%0.42%

Frequently Asked Questions


UYM and UVXY have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.85%) compared to UYM (12.24%). In terms of maximum drawdown, UYM dropped -92.77% vs UVXY's -100.00%.

On 10-year performance, UYM leads with 12.37% vs -73.85% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UYM has been the lower-risk option at 12.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UYM has performed better with a 12.37% return vs -73.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UYM has the higher dividend yield at 1.24%, compared with 0.00% for UVXY.

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

UYM currently has the higher Sharpe Ratio (0.85 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.

Portfolio Optimizer

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