WEIX vs. UVXY
Compare and contrast key facts about Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX) and ProShares Ultra VIX Short-Term Futures ETF (UVXY).
WEIX and UVXY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WEIX is an actively managed fund by Dynamic Shares Trust. It was launched on Jan 13, 2022. UVXY is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX SHORT-TERM FUTURES TR (150%). It was launched on Oct 3, 2011.
Performance
WEIX vs. UVXY - Performance Comparison
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WEIX vs. UVXY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF | 0.00% |
UVXY ProShares Ultra VIX Short-Term Futures ETF | 35.44% |
Returns By Period
WEIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UVXY
- 1D
- -3.40%
- 1M
- 25.05%
- YTD
- 40.61%
- 6M
- -2.75%
- 1Y
- -57.00%
- 3Y*
- -64.84%
- 5Y*
- -67.28%
- 10Y*
- -72.80%
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WEIX vs. UVXY - Expense Ratio Comparison
WEIX has a 0.50% expense ratio, which is lower than UVXY's 0.95% expense ratio.
Return for Risk
WEIX vs. UVXY — Risk / Return Rank
WEIX
UVXY
WEIX vs. UVXY - 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 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.
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 | UVXY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.51 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.64 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | -0.67 | — |
Dividends
WEIX vs. UVXY - Dividend Comparison
Neither WEIX nor UVXY has paid dividends to shareholders.
Drawdowns
WEIX vs. UVXY - Drawdown Comparison
The maximum WEIX drawdown since its inception was 0.00%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for WEIX and UVXY.
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Drawdown Indicators
| WEIX | UVXY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -100.00% | +100.00% |
Max Drawdown (1Y)Largest decline over 1 year | — | -85.64% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -99.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | 0.00% | -100.00% | +100.00% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -98.53% | +98.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 71.09% | — |
Volatility
WEIX vs. UVXY - Volatility Comparison
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Volatility by Period
| WEIX | UVXY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 45.03% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 71.80% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 113.07% | -113.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 105.47% | -105.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 114.51% | -114.51% |