PortfoliosLab logoPortfoliosLab logo
VTWO vs. UWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTWO vs. UWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 2000 ETF (VTWO) and ProShares Ultra Russell2000 (UWM). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VTWO vs. UWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTWO
Vanguard Russell 2000 ETF
1.54%12.90%11.55%17.08%-20.49%14.79%20.22%25.81%-11.15%14.69%
UWM
ProShares Ultra Russell2000
0.73%13.59%11.32%22.62%-43.69%23.91%16.57%48.62%-25.89%26.92%

Returns By Period

In the year-to-date period, VTWO achieves a 1.54% return, which is significantly higher than UWM's 0.73% return. Both investments have delivered pretty close results over the past 10 years, with VTWO having a 9.96% annualized return and UWM not far ahead at 10.03%.


VTWO

1D
0.62%
1M
-5.23%
YTD
1.54%
6M
3.49%
1Y
26.61%
3Y*
13.37%
5Y*
3.63%
10Y*
9.96%

UWM

1D
1.33%
1M
-10.99%
YTD
0.73%
6M
2.10%
1Y
43.12%
3Y*
15.19%
5Y*
-3.18%
10Y*
10.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTWO vs. UWM - Expense Ratio Comparison

VTWO has a 0.10% expense ratio, which is lower than UWM's 0.95% expense ratio.


Return for Risk

VTWO vs. UWM — Risk / Return Rank

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

VTWO
VTWO Risk / Return Rank: 6565
Overall Rank
VTWO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VTWO Sortino Ratio Rank: 6565
Sortino Ratio Rank
VTWO Omega Ratio Rank: 5656
Omega Ratio Rank
VTWO Calmar Ratio Rank: 7272
Calmar Ratio Rank
VTWO Martin Ratio Rank: 6868
Martin Ratio Rank

UWM
UWM Risk / Return Rank: 5353
Overall Rank
UWM Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
UWM Sortino Ratio Rank: 5555
Sortino Ratio Rank
UWM Omega Ratio Rank: 4848
Omega Ratio Rank
UWM Calmar Ratio Rank: 6060
Calmar Ratio Rank
UWM Martin Ratio Rank: 5353
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.

VTWO vs. UWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 ETF (VTWO) and ProShares Ultra Russell2000 (UWM). 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.


VTWOUWMDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.94

+0.21

Sortino ratio

Return per unit of downside risk

1.70

1.51

+0.20

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.91

1.62

+0.30

Martin ratio

Return relative to average drawdown

7.12

5.48

+1.64

VTWO vs. UWM - Sharpe Ratio Comparison

The current VTWO Sharpe Ratio is 1.15, which is comparable to the UWM Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of VTWO and UWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VTWOUWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.94

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.07

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.22

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.11

+0.37

Correlation

The correlation between VTWO and UWM is 0.99, 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.


Dividends

VTWO vs. UWM - Dividend Comparison

VTWO's dividend yield for the trailing twelve months is around 1.25%, more than UWM's 1.02% yield.


TTM20252024202320222021202020192018201720162015
VTWO
Vanguard Russell 2000 ETF
1.25%1.25%1.21%1.45%1.48%1.13%0.92%1.36%1.41%1.18%1.27%1.23%
UWM
ProShares Ultra Russell2000
1.02%1.05%1.16%0.34%0.40%0.00%0.07%0.55%0.41%0.11%0.27%0.23%

Drawdowns

VTWO vs. UWM - Drawdown Comparison

The maximum VTWO drawdown since its inception was -41.19%, smaller than the maximum UWM drawdown of -88.21%. Use the drawdown chart below to compare losses from any high point for VTWO and UWM.


Loading graphics...

Drawdown Indicators


VTWOUWMDifference

Max Drawdown

Largest peak-to-trough decline

-41.19%

-88.21%

+47.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-26.48%

+12.58%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

-61.62%

+29.74%

Max Drawdown (10Y)

Largest decline over 10 years

-41.19%

-71.46%

+30.27%

Current Drawdown

Current decline from peak

-7.29%

-26.33%

+19.04%

Average Drawdown

Average peak-to-trough decline

-8.47%

-31.07%

+22.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

7.83%

-4.09%

Volatility

VTWO vs. UWM - Volatility Comparison

The current volatility for Vanguard Russell 2000 ETF (VTWO) is 7.38%, while ProShares Ultra Russell2000 (UWM) has a volatility of 14.60%. This indicates that VTWO experiences smaller price fluctuations and is considered to be less risky than UWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VTWOUWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

14.60%

-7.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

28.75%

-14.31%

Volatility (1Y)

Calculated over the trailing 1-year period

23.29%

46.23%

-22.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.49%

45.04%

-22.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.04%

45.99%

-22.95%