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Invesco DB US Dollar Index Bullish Fund (UUP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS73936D1072
CUSIP73936D107
IssuerInvesco
Inception DateFeb 20, 2007
RegionNorth America (U.S.)
CategoryCurrency
Index TrackedDeutsche Bank Long US Dollar Index (USDX) Futures Index
Home Pagewww.invesco.com
Asset ClassCurrency

Expense Ratio

UUP has a high expense ratio of 0.75%, indicating higher-than-average management fees.


Expense ratio chart for UUP: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco DB US Dollar Index Bullish Fund

Popular comparisons: UUP vs. USDU, UUP vs. DBA, UUP vs. SPY, UUP vs. GLD, UUP vs. GC=F, UUP vs. USFR, UUP vs. TTT, UUP vs. SPLG, UUP vs. ARKK, UUP vs. VIG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco DB US Dollar Index Bullish Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
28.66%
263.57%
UUP (Invesco DB US Dollar Index Bullish Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco DB US Dollar Index Bullish Fund had a return of 5.91% year-to-date (YTD) and 7.58% in the last 12 months. Over the past 10 years, Invesco DB US Dollar Index Bullish Fund had an annualized return of 4.00%, while the S&P 500 had an annualized return of 10.76%, indicating that Invesco DB US Dollar Index Bullish Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.91%11.21%
1 month-0.76%4.60%
6 months4.03%16.35%
1 year7.58%27.79%
5 years (annualized)3.66%13.43%
10 years (annualized)4.00%10.76%

Monthly Returns

The table below presents the monthly returns of UUP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.73%0.93%1.00%2.15%5.91%
2023-1.08%3.31%-1.90%-0.47%3.10%-0.80%-0.56%2.37%2.91%1.01%-2.46%-1.61%3.63%
20220.94%0.04%1.62%4.83%-1.31%2.76%1.18%2.90%3.57%-0.40%-4.73%-1.94%9.46%
20210.74%0.41%2.45%-2.15%-1.46%2.52%-0.24%0.48%1.69%-0.24%1.78%-0.27%5.73%
20201.19%0.95%1.13%-0.15%-0.71%-1.05%-3.95%-1.50%1.81%0.08%-2.17%-2.34%-6.66%
2019-0.24%0.98%1.52%0.54%0.57%-1.33%2.93%0.52%0.86%-1.88%1.20%-1.56%4.09%
2018-3.25%1.89%-0.34%2.20%2.61%0.73%0.16%0.84%0.28%2.22%0.39%-0.76%7.05%
2017-2.76%1.48%-0.61%-1.46%-1.92%-1.32%-2.75%-0.17%0.62%1.65%-1.59%-0.57%-9.10%
20160.82%-1.43%-3.73%-1.79%3.07%0.00%-0.68%0.61%-0.56%3.00%3.27%0.80%3.16%
20154.84%0.28%2.78%-3.82%2.21%-1.69%1.60%-1.46%0.16%0.60%3.29%-1.65%7.01%
20141.44%-2.06%0.37%-0.84%0.89%-0.98%2.26%1.29%3.86%0.96%1.65%2.13%11.38%
2013-0.87%3.47%1.03%-1.77%1.85%-0.22%-2.06%0.43%-2.52%-0.02%0.35%-0.83%-1.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of UUP is 51, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of UUP is 5151
UUP (Invesco DB US Dollar Index Bullish Fund)
The Sharpe Ratio Rank of UUP is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of UUP is 4949Sortino Ratio Rank
The Omega Ratio Rank of UUP is 5151Omega Ratio Rank
The Calmar Ratio Rank of UUP is 4949Calmar Ratio Rank
The Martin Ratio Rank of UUP is 5757Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco DB US Dollar Index Bullish Fund (UUP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


UUP
Sharpe ratio
The chart of Sharpe ratio for UUP, currently valued at 1.25, compared to the broader market0.002.004.006.001.25
Sortino ratio
The chart of Sortino ratio for UUP, currently valued at 1.78, compared to the broader market0.005.0010.001.78
Omega ratio
The chart of Omega ratio for UUP, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for UUP, currently valued at 0.85, compared to the broader market0.005.0010.0015.000.85
Martin ratio
The chart of Martin ratio for UUP, currently valued at 5.05, compared to the broader market0.0020.0040.0060.0080.00100.005.05
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market0.005.0010.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market0.0020.0040.0060.0080.00100.009.59

Sharpe Ratio

The current Invesco DB US Dollar Index Bullish Fund Sharpe ratio is 1.25. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco DB US Dollar Index Bullish Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.25
2.31
UUP (Invesco DB US Dollar Index Bullish Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco DB US Dollar Index Bullish Fund granted a 6.08% dividend yield in the last twelve months. The annual payout for that period amounted to $1.75 per share.


PeriodTTM2023202220212020201920182017
Dividend$1.75$1.75$0.25$0.00$0.00$0.53$0.28$0.02

Dividend yield

6.08%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco DB US Dollar Index Bullish Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.75$1.75
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2017$0.02$0.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-1.00%
-0.27%
UUP (Invesco DB US Dollar Index Bullish Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco DB US Dollar Index Bullish Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco DB US Dollar Index Bullish Fund was 22.19%, occurring on Jul 26, 2011. Recovery took 2016 trading sessions.

The current Invesco DB US Dollar Index Bullish Fund drawdown is 1.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.19%Nov 21, 2008673Jul 26, 20112016Jul 31, 20192689
-14.24%Mar 20, 2020202Jan 6, 2021361Jun 13, 2022563
-11.16%Jun 15, 2007211Apr 16, 2008120Oct 6, 2008331
-10.37%Sep 28, 202287Feb 1, 2023298Apr 10, 2024385
-4.63%Feb 21, 202012Mar 9, 20204Mar 13, 202016

Volatility

Volatility Chart

The current Invesco DB US Dollar Index Bullish Fund volatility is 1.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%December2024FebruaryMarchAprilMay
1.55%
2.99%
UUP (Invesco DB US Dollar Index Bullish Fund)
Benchmark (^GSPC)