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AVDV vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVDV vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Small Cap Value ETF (AVDV) and Invesco DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVDV achieves a 12.42% return, which is significantly higher than UUP's 5.03% return.


AVDV

1D
1.01%
1M
-2.23%
6M
8.28%
YTD
12.42%
1Y
32.82%
3Y*
24.57%
5Y*
13.88%
10Y*

UUP

1D
-0.39%
1M
1.57%
6M
3.80%
YTD
5.03%
1Y
7.58%
3Y*
5.73%
5Y*
5.75%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDV vs. UUP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AVDV
Avantis International Small Cap Value ETF
12.42%49.37%8.67%16.85%-11.47%15.80%5.01%11.78%
UUP
Invesco DB US Dollar Index Bullish Fund
5.03%-4.99%13.50%3.63%9.46%5.73%-6.66%-1.82%

Correlation

The correlation between AVDV and UUP is -0.57, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.57

Correlation (3Y)
Calculated over the trailing 3-year period

-0.55

Correlation (5Y)
Calculated over the trailing 5-year period

-0.59

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

-0.54

The correlation between AVDV and UUP has been stable across timeframes, ranging from -0.59 to -0.54 - a consistent structural relationship.

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Return for Risk

AVDV vs. UUP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVDV
AVDV Risk / Return Rank: 7272
Overall Rank
AVDV Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVDV Omega Ratio Rank: 7676
Omega Ratio Rank
AVDV Calmar Ratio Rank: 6363
Calmar Ratio Rank
AVDV Martin Ratio Rank: 6666
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 4545
Overall Rank
UUP Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 4444
Sortino Ratio Rank
UUP Omega Ratio Rank: 4343
Omega Ratio Rank
UUP Calmar Ratio Rank: 5252
Calmar Ratio Rank
UUP Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVDV vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and Invesco DB US Dollar Index Bullish Fund (UUP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVDVUUPDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratioReturn relative to maximum drawdown

2.50

2.09

+0.41

Martin ratioReturn relative to average drawdown

9.42

5.73

+3.69

AVDV vs. UUP - Sharpe Ratio Comparison

The current AVDV Sharpe Ratio is 1.99, which is higher than the UUP Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of AVDV and UUP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVDV vs. UUP - Drawdown Comparison

The maximum AVDV drawdown since its inception was -43.01%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for AVDV and UUP.


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Drawdown Indicators


AVDVUUPDifference

Max Drawdown

Largest peak-to-trough decline

-43.01%

-22.19%

-20.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-3.65%

-9.54%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-10.05%

-4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-10.37%

-17.71%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

Current Drawdown

Current decline from peak

-4.42%

-1.64%

-2.78%

Average Drawdown

Average peak-to-trough decline

-6.72%

-8.88%

+2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

1.33%

+2.16%

Volatility

AVDV vs. UUP - Volatility Comparison

Avantis International Small Cap Value ETF (AVDV) has a higher volatility of 4.54% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.46%. This indicates that AVDV's price experiences larger fluctuations and is considered to be riskier than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVDVUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

1.46%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.39%

4.36%

+10.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

6.03%

+10.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

7.21%

+10.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

6.90%

+12.82%

AVDV vs. UUP - Expense Ratio Comparison

AVDV has a 0.36% expense ratio, which is lower than UUP's 0.75% expense ratio.


Dividends

AVDV vs. UUP - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 2.81%, less than UUP's 3.26% yield.


PositionTTM202520242023202220212020201920182017
AVDV
Avantis International Small Cap Value ETF
2.81%3.05%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.26%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Frequently Asked Questions


AVDV and UUP have a correlation of -0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVDV has higher volatility (4.54%) compared to UUP (1.46%). In terms of maximum drawdown, AVDV dropped -43.01% vs UUP's -22.19%.

On 5-year performance, AVDV leads with 13.88% vs 5.75% for UUP. On fees, AVDV is cheaper at 0.36% per year. On volatility, UUP has been the lower-risk option at 1.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVDV has performed better with a 13.88% return vs 5.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVDV is cheaper with a 0.36% expense ratio, compared with 0.75% for UUP.

UUP has the higher dividend yield at 3.26%, compared with 2.81% for AVDV.

AVDV is categorized as Foreign Small & Mid Cap Equities, while UUP is Currency. They also come from different issuers: Avantis and Invesco. Their fees differ too: 0.36% for AVDV and 0.75% for UUP.

AVDV currently has the higher Sharpe Ratio (1.99 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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