You MUST run THHN/THWN conductors since the outdoor portion of wiring to a hot tub MUST have a green insulated ground. The bare ground in UF cable does NOT meet this code.
I must STRONGLY suggest you read up on Art. 680 of the NEC. An outdoor hot tub is treated almost exactly as a pool and the codes are specific and many. This is not a place to mess around if you don't know what you are doing.