UVXY

ProShares Ultra VIX Short-Term Futures ETF
F

N/A
*Unless otherwise stated, data provided by FactSet.

UVXY Fund Description

The ProShares Ultra VIX Short-Term Futures ETF provides 1.5x leveraged exposure to an index comprising first- and second-month VIX futures positions with a weighted average maturity of 1 month.

UVXY Factset Analytics Insight

UVXY is a commodities pool delivering daily leveraged exposure to short-term VIX futures, designed to capture the volatility of the S&P 500, in a large and liquid wrapper. "Daily" is the operative word here—as it is for most geared products. Returns over holding periods greater than one day can be, and often are, significantly different from 1.5x. "Futures" is another key word here, as this product—like all peer products—does not deliver leveraged returns on the VIX index itself, but instead on front- and second-month futures. As a commodities pool, investors will get K-1 at tax time but avoid the counterparty risk of an exchange-traded note. UVXY delivers ample liquidity, a mission-critical feature in this ultra-tactical space. The fund trades a huge volume most days—on par with its AUM—signaling an extremely brief holding period for most investors here. With typically massive roll costs, and a high expense ratio, it doesn't pay to stay here long.Prior to February 28, 2018 the fund provided 2x leveraged exposure.

UVXY CHARTS AND PERFORMANCE

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 09/20/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
UVXY 339.19% 267.23% 260.04% 62.58% -80.88% -77.35% --
UVXY (NAV) -12.86% -26.82% -29.21% -67.26% -88.74% -83.58% --
N/A -8.43% -17.23% -6.26% -35.37% -59.09% -50.24% --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

UVXY Summary Data

ProShares
10/03/11
Commodities Pool
1.65%
$540.30M
0.11%

UVXY Portfolio Data

0.00%
09/26/18

UVXY Index Data

N/A
Single Asset
Single Asset
N/A

UVXY Fund Structure

Yes
N/A
No Policy
N/A
N/A
Low
1.5
Daily

UVXY Tax Exposures

27.84% / 27.84%
--
Yes
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

UVXY Factset Analytics Block Liquidity

As of 09/21/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of UVXY. UVXY is rated a 5 out of 5.

UVXY Tradability

5,971,785
$258.72M
5,200,800
$224.56M
0.11%
$0.01
0.13%
12.53% / -44.43%
None
0.00%
50,000
104.02
0.01%
--
912,748
$36.58
5

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