^FVX vs. UVIX
Compare and contrast key facts about Treasury Yield 5 Years (^FVX) and Volatility Shares 2x Long VIX Futures ETF (UVIX).
UVIX is a passively managed fund by Volatility Shares that tracks the performance of the Long VIX Futures Index – Benchmark TR Gross (200%). It was launched on Mar 28, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FVX or UVIX.
Correlation
The correlation between ^FVX and UVIX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^FVX vs. UVIX - Performance Comparison
Key characteristics
^FVX:
-0.47
UVIX:
-0.34
^FVX:
-0.54
UVIX:
0.44
^FVX:
0.94
UVIX:
1.05
^FVX:
-0.19
UVIX:
-0.57
^FVX:
-0.77
UVIX:
-0.84
^FVX:
13.93%
UVIX:
68.61%
^FVX:
22.81%
UVIX:
167.52%
^FVX:
-97.53%
UVIX:
-99.80%
^FVX:
-50.48%
UVIX:
-99.71%
Returns By Period
In the year-to-date period, ^FVX achieves a -10.73% return, which is significantly lower than UVIX's 9.71% return.
^FVX
-10.73%
-2.93%
11.05%
-9.87%
58.84%
11.26%
UVIX
9.71%
18.41%
-31.68%
-57.85%
N/A
N/A
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Risk-Adjusted Performance
^FVX vs. UVIX — Risk-Adjusted Performance Rank
^FVX
UVIX
^FVX vs. UVIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) 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.
Drawdowns
^FVX vs. UVIX - Drawdown Comparison
The maximum ^FVX drawdown since its inception was -97.53%, roughly equal to the maximum UVIX drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for ^FVX and UVIX. For additional features, visit the drawdowns tool.
Volatility
^FVX vs. UVIX - Volatility Comparison
The current volatility for Treasury Yield 5 Years (^FVX) is 6.32%, while Volatility Shares 2x Long VIX Futures ETF (UVIX) has a volatility of 47.47%. This indicates that ^FVX 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.