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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 36.54% return, which is significantly higher than UVXY's -19.06% return.


VERS

1D
-0.99%
1M
23.22%
YTD
36.54%
6M
36.31%
1Y
68.21%
3Y*
31.89%
5Y*
10Y*

UVXY

1D
-0.24%
1M
-22.10%
YTD
-19.06%
6M
-37.37%
1Y
-72.91%
3Y*
-64.55%
5Y*
-67.90%
10Y*
-72.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VERS vs. UVXY - Yearly Performance Comparison


2026 (YTD)2025202420232022
VERS
ProShares Metaverse ETF
36.54%26.16%16.92%51.13%-34.52%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-19.06%-65.32%-50.90%-87.70%-58.72%

Correlation

The correlation between VERS and UVXY is -0.56, 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

-0.56

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

-0.59

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

-0.61

The correlation between VERS and UVXY has been stable across timeframes, ranging from -0.61 to -0.56 - 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: 6767
Overall Rank
VERS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VERS Sortino Ratio Rank: 7373
Sortino Ratio Rank
VERS Omega Ratio Rank: 6868
Omega Ratio Rank
VERS Calmar Ratio Rank: 6060
Calmar Ratio Rank
VERS Martin Ratio Rank: 5151
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: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
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.


VERSUVXYDifference
Sharpe ratioReturn per unit of total volatility

+3.45

Sortino ratioReturn per unit of downside risk

+4.87

Omega ratioGain probability vs. loss probability

1.41

0.82

+0.59

Calmar ratioReturn relative to maximum drawdown

2.98

-0.97

+3.95

Martin ratioReturn relative to average drawdown

8.63

-1.31

+9.94

VERS vs. UVXY - Sharpe Ratio Comparison

The current VERS Sharpe Ratio is 2.59, which is higher than the UVXY Sharpe Ratio of -0.87. 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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Sharpe Ratios by Period


VERSUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

-0.87

+3.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

-0.68

+1.25

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%

-75.22%

+52.20%

Max Drawdown (3Y)

Largest decline over 3 years

-29.34%

-95.45%

+66.11%

Max Drawdown (5Y)

Largest decline over 5 years

-99.68%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-0.99%

-100.00%

+99.01%

Average Drawdown

Average peak-to-trough decline

-15.06%

-98.55%

+83.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.92%

55.63%

-47.71%

Volatility

VERS vs. UVXY - Volatility Comparison

The current volatility for ProShares Metaverse ETF (VERS) is 9.76%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 11.77%. 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

9.76%

11.77%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

20.43%

62.64%

-42.21%

Volatility (1Y)

Calculated over the trailing 1-year period

26.54%

84.42%

-57.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.26%

103.85%

-72.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.26%

113.82%

-82.56%

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 0.24%, 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
0.24%0.52%0.58%0.63%0.44%

Frequently Asked Questions


VERS and UVXY have a correlation of -0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (11.77%) compared to VERS (9.76%). In terms of maximum drawdown, VERS dropped -42.13% vs UVXY's -100.00%.

On 3-year performance, VERS leads with 31.89% vs -64.55% for UVXY. On fees, VERS is cheaper at 0.58% per year. On volatility, VERS has been the lower-risk option at 9.76%. 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 31.89% return vs -64.55%. 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 0.24%, 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 (2.59 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

Find the right allocation for VERS and UVXY

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