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BETZ vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BETZ vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Sports Betting & iGaming ETF (BETZ) 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, BETZ achieves a -6.53% return, which is significantly lower than UUP's 5.44% return.


BETZ

1D
0.62%
1M
-2.63%
6M
-3.30%
YTD
-6.53%
1Y
-15.03%
3Y*
3.77%
5Y*
-6.09%
10Y*

UUP

1D
0.39%
1M
1.97%
6M
4.47%
YTD
5.44%
1Y
8.28%
3Y*
5.86%
5Y*
5.89%
10Y*
3.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BETZ vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BETZ
Roundhill Sports Betting & iGaming ETF
-6.53%15.75%10.22%21.17%-42.02%-3.91%65.99%
UUP
Invesco DB US Dollar Index Bullish Fund
5.44%-4.99%13.50%3.63%9.46%5.73%-7.69%

Correlation

The correlation between BETZ and UUP is -0.29, 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

-0.29

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

-0.31

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

-0.36

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

-0.38

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Return for Risk

BETZ vs. UUP — Risk / Return Rank

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

BETZ
BETZ Risk / Return Rank: 44
Overall Rank
BETZ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BETZ Sortino Ratio Rank: 44
Sortino Ratio Rank
BETZ Omega Ratio Rank: 44
Omega Ratio Rank
BETZ Calmar Ratio Rank: 55
Calmar Ratio Rank
BETZ Martin Ratio Rank: 55
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 5151
Overall Rank
UUP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 5050
Sortino Ratio Rank
UUP Omega Ratio Rank: 4949
Omega Ratio Rank
UUP Calmar Ratio Rank: 5757
Calmar Ratio Rank
UUP Martin Ratio Rank: 4747
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.

BETZ vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Sports Betting & iGaming ETF (BETZ) 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.


BETZUUPDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

0.90

1.25

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.52

2.28

-2.80

Martin ratioReturn relative to average drawdown

-0.82

6.26

-7.09

BETZ vs. UUP - Sharpe Ratio Comparison

The current BETZ Sharpe Ratio is -0.73, which is lower than the UUP Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BETZ 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

BETZ vs. UUP - Drawdown Comparison

The maximum BETZ drawdown since its inception was -60.82%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for BETZ and UUP.


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Drawdown Indicators


BETZUUPDifference

Max Drawdown

Largest peak-to-trough decline

-60.82%

-22.19%

-38.63%

Max Drawdown (1Y)

Largest decline over 1 year

-29.20%

-3.65%

-25.55%

Max Drawdown (3Y)

Largest decline over 3 years

-29.20%

-10.05%

-19.15%

Max Drawdown (5Y)

Largest decline over 5 years

-59.79%

-10.37%

-49.42%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

Current Drawdown

Current decline from peak

-36.77%

-1.26%

-35.51%

Average Drawdown

Average peak-to-trough decline

-33.86%

-8.88%

-24.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.27%

1.33%

+16.94%

Volatility

BETZ vs. UUP - Volatility Comparison

Roundhill Sports Betting & iGaming ETF (BETZ) has a higher volatility of 5.69% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.45%. This indicates that BETZ'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


BETZUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

1.45%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

16.74%

4.34%

+12.40%

Volatility (1Y)

Calculated over the trailing 1-year period

20.76%

6.03%

+14.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.99%

7.22%

+19.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.88%

6.90%

+20.98%

BETZ vs. UUP - Expense Ratio Comparison

Both BETZ and UUP have an expense ratio of 0.75%.


Dividends

BETZ vs. UUP - Dividend Comparison

BETZ's dividend yield for the trailing twelve months is around 4.89%, more than UUP's 3.25% yield.


PositionTTM202520242023202220212020201920182017
BETZ
Roundhill Sports Betting & iGaming ETF
4.89%4.57%0.86%0.00%0.66%0.00%0.28%0.00%0.00%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.25%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Frequently Asked Questions


BETZ and UUP have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BETZ has higher volatility (5.69%) compared to UUP (1.45%). In terms of maximum drawdown, BETZ dropped -60.82% vs UUP's -22.19%.

On 5-year performance, UUP leads with 5.89% vs -6.09% for BETZ. Both ETFs have the same 0.75% expense ratio. On volatility, UUP has been the lower-risk option at 1.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UUP has performed better with a 5.89% return vs -6.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BETZ and UUP have the same expense ratio: 0.75% per year.

BETZ has the higher dividend yield at 4.89%, compared with 3.25% for UUP.

BETZ is categorized as Consumer Discretionary Equities, while UUP is Currency. BETZ tracks Roundhill Sports Betting & iGaming Index, while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. They also come from different issuers: Roundhill Investments and Invesco.

UUP currently has the higher Sharpe Ratio (1.38 vs -0.73), 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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