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VERS vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VERS vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Metaverse ETF (VERS) 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, VERS achieves a 12.85% return, which is significantly higher than UVXY's -34.93% return.


VERS

1D
-4.05%
1M
-9.71%
6M
10.72%
YTD
12.85%
1Y
26.64%
3Y*
18.78%
5Y*
10Y*

UVXY

1D
2.95%
1M
-9.52%
6M
-33.79%
YTD
-34.93%
1Y
-73.19%
3Y*
-62.17%
5Y*
-68.33%
10Y*
-72.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VERS vs. UVXY - Yearly Performance Comparison


2026 (YTD)2025202420232022
VERS
ProShares Metaverse ETF
12.85%26.16%16.92%51.13%-33.05%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-34.93%-65.32%-50.90%-87.70%-59.77%

Correlation

The correlation between VERS and UVXY is -0.58, 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

-0.58

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

-0.61

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

-0.62

The correlation between VERS and UVXY has been stable across timeframes, ranging from -0.62 to -0.58 - a consistent structural relationship.

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Return for Risk

VERS vs. UVXY — Risk / Return Rank

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

VERS
VERS Risk / Return Rank: 2929
Overall Rank
VERS Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VERS Sortino Ratio Rank: 2929
Sortino Ratio Rank
VERS Omega Ratio Rank: 2929
Omega Ratio Rank
VERS Calmar Ratio Rank: 2929
Calmar Ratio Rank
VERS Martin Ratio Rank: 2727
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
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.

VERS vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Metaverse ETF (VERS) 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.


VERSUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.92

Omega ratioGain probability vs. loss probability

1.17

0.82

+0.34

Calmar ratioReturn relative to maximum drawdown

1.16

-0.99

+2.15

Martin ratioReturn relative to average drawdown

2.98

-1.48

+4.46

VERS vs. UVXY - Sharpe Ratio Comparison

The current VERS Sharpe Ratio is 0.89, which is higher than the UVXY Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of VERS 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

VERS vs. UVXY - Drawdown Comparison

The maximum VERS drawdown since its inception was -42.13%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for VERS and UVXY.


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Drawdown Indicators


VERSUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-42.13%

-100.00%

+57.87%

Max Drawdown (1Y)

Largest decline over 1 year

-23.02%

-73.88%

+50.86%

Max Drawdown (3Y)

Largest decline over 3 years

-29.34%

-95.42%

+66.08%

Max Drawdown (5Y)

Largest decline over 5 years

-99.75%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-18.17%

-100.00%

+81.83%

Average Drawdown

Average peak-to-trough decline

-14.96%

-98.76%

+83.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.97%

49.56%

-40.59%

Volatility

VERS vs. UVXY - Volatility Comparison

The current volatility for ProShares Metaverse ETF (VERS) is 10.69%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 17.16%. This indicates that VERS 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


VERSUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

17.16%

-6.47%

Volatility (6M)

Calculated over the trailing 6-month period

25.03%

66.78%

-41.75%

Volatility (1Y)

Calculated over the trailing 1-year period

30.13%

85.47%

-55.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.73%

103.82%

-72.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.73%

112.00%

-80.27%

VERS vs. UVXY - Expense Ratio Comparison

VERS has a 0.58% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

VERS vs. UVXY - Dividend Comparison

VERS's dividend yield for the trailing twelve months is around 0.13%, while UVXY has not paid dividends to shareholders.


PositionTTM2025202420232022
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%
VERS
ProShares Metaverse ETF
0.13%0.52%0.58%0.63%0.44%

Frequently Asked Questions


VERS and UVXY have a correlation of -0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (17.16%) compared to VERS (10.69%). In terms of maximum drawdown, VERS dropped -42.13% vs UVXY's -100.00%.

On 3-year performance, VERS leads with 18.78% vs -62.17% for UVXY. On fees, VERS is cheaper at 0.58% per year. On volatility, VERS has been the lower-risk option at 10.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VERS has performed better with a 18.78% return vs -62.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VERS is cheaper with a 0.58% expense ratio, compared with 0.95% for UVXY.

VERS has the higher dividend yield at 0.13%, compared with 0.00% for UVXY.

VERS is categorized as Technology Equities, while UVXY is Volatility. VERS tracks Solactive Metaverse Theme Index - Benchmark TR Net, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.58% for VERS and 0.95% for UVXY.

VERS currently has the higher Sharpe Ratio (0.89 vs -0.86), 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 VERS and UVXY

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