WEIX vs. UVIX
WEIX (Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF) and UVIX (Volatility Shares 2x Long VIX Futures ETF) are both Volatility funds. WEIX is actively managed, while UVIX is passively managed. WEIX charges 0.50%/yr vs 2.78%/yr for UVIX.
Performance
WEIX vs. UVIX - Performance Comparison
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Returns By Period
WEIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UVIX
- 1D
- -0.26%
- 1M
- -29.01%
- YTD
- -31.87%
- 6M
- -51.86%
- 1Y
- -85.80%
- 3Y*
- -82.43%
- 5Y*
- —
- 10Y*
- —
WEIX vs. UVIX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF | 0.00% |
UVIX Volatility Shares 2x Long VIX Futures ETF | -33.62% |
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Return for Risk
WEIX vs. UVIX — Risk / Return Rank
WEIX
UVIX
WEIX vs. UVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| WEIX | UVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | -0.62 | — |
Drawdowns
WEIX vs. UVIX - Drawdown Comparison
The maximum WEIX drawdown since its inception was 0.00%, smaller than the maximum UVIX drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for WEIX and UVIX.
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Drawdown Indicators
| WEIX | UVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -99.97% | +99.97% |
Max Drawdown (1Y)Largest decline over 1 year | — | -87.35% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -99.44% | — |
Current DrawdownCurrent decline from peak | 0.00% | -99.97% | +99.97% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -88.52% | +88.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 67.78% | — |
Volatility
WEIX vs. UVIX - Volatility Comparison
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Volatility by Period
| WEIX | UVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 15.41% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 82.35% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 111.51% | -111.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 136.15% | -136.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 136.15% | -136.15% |
WEIX vs. UVIX - Expense Ratio Comparison
WEIX has a 0.50% expense ratio, which is lower than UVIX's 2.78% expense ratio.
Dividends
WEIX vs. UVIX - Dividend Comparison
Neither WEIX nor UVIX has paid dividends to shareholders.
Frequently Asked Questions
On fees, WEIX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WEIX is cheaper with a 0.50% expense ratio, compared with 2.78% for UVIX.
WEIX and UVIX have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Dynamic Shares Trust and Volatility Shares. Their fees differ too: 0.50% for WEIX and 2.78% for UVIX.
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