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BITX vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITX vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 2x Bitcoin Strategy ETF (BITX) 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, BITX achieves a -59.63% return, which is significantly lower than UUP's 3.66% return.


BITX

1D
-10.38%
1M
-44.71%
YTD
-59.63%
6M
-62.06%
1Y
-76.33%
3Y*
5Y*
10Y*

UUP

1D
0.65%
1M
2.49%
YTD
3.66%
6M
3.19%
1Y
5.60%
3Y*
4.04%
5Y*
6.04%
10Y*
3.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITX vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023
BITX
2x Bitcoin Strategy ETF
-59.63%-38.71%163.41%47.23%
UUP
Invesco DB US Dollar Index Bullish Fund
3.66%-4.99%13.50%2.02%

Correlation

The correlation between BITX and UUP is -0.18, 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

-0.18

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2023

-0.15

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Return for Risk

BITX vs. UUP — Risk / Return Rank

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

BITX
BITX Risk / Return Rank: 22
Overall Rank
BITX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITX Sortino Ratio Rank: 11
Sortino Ratio Rank
BITX Omega Ratio Rank: 22
Omega Ratio Rank
BITX Calmar Ratio Rank: 11
Calmar Ratio Rank
BITX Martin Ratio Rank: 11
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 3030
Overall Rank
UUP Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 2828
Sortino Ratio Rank
UUP Omega Ratio Rank: 2727
Omega Ratio Rank
UUP Calmar Ratio Rank: 3636
Calmar Ratio Rank
UUP Martin Ratio Rank: 3131
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.

BITX vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 2x Bitcoin Strategy ETF (BITX) 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.


BITXUUPDifference
Sharpe ratioReturn per unit of total volatility

-1.87

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

0.83

1.18

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.92

1.69

-2.61

Martin ratioReturn relative to average drawdown

-1.49

4.49

-5.97

BITX vs. UUP - Sharpe Ratio Comparison

The current BITX Sharpe Ratio is -0.86, which is lower than the UUP Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of BITX 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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Sharpe Ratios by Period


BITXUUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

1.01

-1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.20

-0.22

Drawdowns

BITX vs. UUP - Drawdown Comparison

The maximum BITX drawdown since its inception was -82.16%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for BITX and UUP.


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Drawdown Indicators


BITXUUPDifference

Max Drawdown

Largest peak-to-trough decline

-82.16%

-22.19%

-59.97%

Max Drawdown (1Y)

Largest decline over 1 year

-82.16%

-3.65%

-78.51%

Max Drawdown (3Y)

Largest decline over 3 years

-10.05%

Max Drawdown (5Y)

Largest decline over 5 years

-10.37%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

Current Drawdown

Current decline from peak

-82.16%

-2.93%

-79.23%

Average Drawdown

Average peak-to-trough decline

-31.83%

-8.91%

-22.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.55%

1.37%

+49.18%

Volatility

BITX vs. UUP - Volatility Comparison

2x Bitcoin Strategy ETF (BITX) has a higher volatility of 20.21% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.23%. This indicates that BITX'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


BITXUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.21%

1.23%

+18.98%

Volatility (6M)

Calculated over the trailing 6-month period

68.69%

4.26%

+64.43%

Volatility (1Y)

Calculated over the trailing 1-year period

87.44%

6.10%

+81.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

98.39%

7.22%

+91.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.39%

6.96%

+91.43%

BITX vs. UUP - Expense Ratio Comparison

BITX has a 2.38% expense ratio, which is higher than UUP's 0.75% expense ratio.


Dividends

BITX vs. UUP - Dividend Comparison

BITX's dividend yield for the trailing twelve months is around 39.27%, more than UUP's 3.31% yield.


PositionTTM202520242023202220212020201920182017
BITX
2x Bitcoin Strategy ETF
39.27%21.69%10.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.31%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Frequently Asked Questions


BITX and UUP have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITX has higher volatility (20.21%) compared to UUP (1.23%). In terms of maximum drawdown, BITX dropped -82.16% vs UUP's -22.19%.

On 1-year performance, UUP leads with 5.60% vs -76.33% for BITX. On fees, UUP is cheaper at 0.75% per year. On volatility, UUP has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UUP has performed better with a 5.60% return vs -76.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UUP is cheaper with a 0.75% expense ratio, compared with 2.38% for BITX.

BITX has the higher dividend yield at 39.27%, compared with 3.31% for UUP.

BITX is categorized as Cryptocurrency, while UUP is Currency. BITX tracks S&P CME Bitcoin Futures Daily Roll Index (200%), while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. They also come from different issuers: Volatility Shares and Invesco. Their fees differ too: 2.38% for BITX and 0.75% for UUP.

UUP currently has the higher Sharpe Ratio (1.01 vs -0.86), 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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