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VIXY vs. UVIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIXY vs. UVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares VIX Short-Term Futures ETF (VIXY) and Volatility Shares 2x Long VIX Futures ETF (UVIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIXY achieves a -8.27% return, which is significantly higher than UVIX's -31.87% return.


VIXY

1D
0.26%
1M
-15.15%
YTD
-8.27%
6M
-22.71%
1Y
-53.80%
3Y*
-42.73%
5Y*
-46.70%
10Y*
-47.13%

UVIX

1D
-0.26%
1M
-29.01%
YTD
-31.87%
6M
-51.86%
1Y
-85.80%
3Y*
-82.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIXY vs. UVIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
VIXY
ProShares VIX Short-Term Futures ETF
-8.27%-43.05%-27.43%-72.74%-27.93%
UVIX
Volatility Shares 2x Long VIX Futures ETF
-31.87%-83.21%-75.24%-95.28%-62.08%

Correlation

The correlation between VIXY and UVIX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

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

0.99

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2022

1.00

The correlation between VIXY and UVIX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

VIXY vs. UVIX — Risk / Return Rank

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

VIXY
VIXY Risk / Return Rank: 11
Overall Rank
VIXY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
VIXY Sortino Ratio Rank: 11
Sortino Ratio Rank
VIXY Omega Ratio Rank: 11
Omega Ratio Rank
VIXY Calmar Ratio Rank: 11
Calmar Ratio Rank
VIXY Martin Ratio Rank: 22
Martin Ratio Rank

UVIX
UVIX Risk / Return Rank: 22
Overall Rank
UVIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVIX Sortino Ratio Rank: 11
Sortino Ratio Rank
UVIX Omega Ratio Rank: 11
Omega Ratio Rank
UVIX Calmar Ratio Rank: 11
Calmar Ratio Rank
UVIX Martin Ratio Rank: 33
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.

VIXY vs. UVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Short-Term Futures ETF (VIXY) and Volatility Shares 2x Long VIX Futures ETF (UVIX). 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.


VIXYUVIXDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

0.82

0.81

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.95

-0.98

+0.03

Martin ratioReturn relative to average drawdown

-1.34

-1.26

-0.07

VIXY vs. UVIX - Sharpe Ratio Comparison

The current VIXY Sharpe Ratio is -0.97, which is comparable to the UVIX Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of VIXY and UVIX, 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


VIXYUVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.97

-0.77

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.69

-0.62

-0.08

Drawdowns

VIXY vs. UVIX - Drawdown Comparison

The maximum VIXY drawdown since its inception was -100.00%, roughly equal to the maximum UVIX drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for VIXY and UVIX.


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Drawdown Indicators


VIXYUVIXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-99.97%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-56.72%

-87.35%

+30.63%

Max Drawdown (3Y)

Largest decline over 3 years

-81.00%

-99.44%

+18.44%

Max Drawdown (5Y)

Largest decline over 5 years

-95.92%

Max Drawdown (10Y)

Largest decline over 10 years

-99.87%

Current Drawdown

Current decline from peak

-100.00%

-99.97%

-0.03%

Average Drawdown

Average peak-to-trough decline

-92.18%

-88.52%

-3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.22%

67.78%

-27.56%

Volatility

VIXY vs. UVIX - Volatility Comparison

The current volatility for ProShares VIX Short-Term Futures ETF (VIXY) is 8.03%, while Volatility Shares 2x Long VIX Futures ETF (UVIX) has a volatility of 15.41%. This indicates that VIXY experiences smaller price fluctuations and is considered to be less risky than UVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIXYUVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

15.41%

-7.38%

Volatility (6M)

Calculated over the trailing 6-month period

41.47%

82.35%

-40.88%

Volatility (1Y)

Calculated over the trailing 1-year period

55.89%

111.51%

-55.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.31%

136.15%

-65.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.48%

136.15%

-63.67%

VIXY vs. UVIX - Expense Ratio Comparison

VIXY has a 0.85% expense ratio, which is lower than UVIX's 2.78% expense ratio.


Dividends

VIXY vs. UVIX - Dividend Comparison

Neither VIXY nor UVIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, VIXY and UVIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UVIX has higher volatility (15.41%) compared to VIXY (8.03%). In terms of maximum drawdown, VIXY dropped -100.00% vs UVIX's -99.97%.

On 3-year performance, VIXY leads with -42.73% vs -82.43% for UVIX. On fees, VIXY is cheaper at 0.85% per year. On volatility, VIXY has been the lower-risk option at 8.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VIXY has performed better with a -42.73% return vs -82.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIXY is cheaper with a 0.85% expense ratio, compared with 2.78% for UVIX.

VIXY and UVIX have nearly identical dividend yields, around 0.00%.

VIXY tracks S&P 500 VIX Short-Term Futures Index Total Return, while UVIX tracks Long VIX Futures Index – Benchmark TR Gross (200%). They also come from different issuers: ProFund Advisors LLC and Volatility Shares. Their fees differ too: 0.85% for VIXY and 2.78% for UVIX.

UVIX currently has the higher Sharpe Ratio (-0.77 vs -0.97), 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.

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