A UV filter will not reduce exposure or prevent blown highlights. It generally doesn’t help with this problem.

What to do instead depends on the scene:

• Use negative exposure compensation to make the whole image darker if the camera is overexposing.
• If the sky is much brighter than the foreground, a graduated neutral density filter can darken only the bright part of the frame.
• If you want to use a longer shutter speed in daylight, use a neutral density (gray) filter; this reduces overall light but is not specifically for highlight control.
• A polarizer can sometimes darken blue skies and reduce glare, but it is not a general fix for overexposure.
• For very high-contrast scenes, HDR techniques can help by combining multiple exposures.

So the main issue is usually exposure, not the lack of a filter. Start by learning exposure compensation and metering, then consider a graduated ND filter or HDR if the scene’s brightness range is too great.