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BNDD vs. UUP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BNDD and UUP is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

BNDD vs. UUP - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-15.11%
30.60%
BNDD
UUP

Key characteristics

Sharpe Ratio

BNDD:

-0.37

UUP:

1.26

Sortino Ratio

BNDD:

-0.43

UUP:

1.83

Omega Ratio

BNDD:

0.95

UUP:

1.23

Calmar Ratio

BNDD:

-0.18

UUP:

1.83

Martin Ratio

BNDD:

-0.93

UUP:

4.96

Ulcer Index

BNDD:

4.65%

UUP:

1.57%

Daily Std Dev

BNDD:

11.92%

UUP:

6.17%

Max Drawdown

BNDD:

-27.15%

UUP:

-22.19%

Current Drawdown

BNDD:

-22.98%

UUP:

-2.45%

Returns By Period

In the year-to-date period, BNDD achieves a 0.38% return, which is significantly higher than UUP's -1.02% return.


BNDD

YTD

0.38%

1M

1.20%

6M

-6.95%

1Y

-4.54%

5Y*

N/A

10Y*

N/A

UUP

YTD

-1.02%

1M

-2.02%

6M

7.12%

1Y

8.35%

5Y*

4.00%

10Y*

3.05%

*Annualized

Compare stocks, funds, or ETFs

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


BNDD vs. UUP - Expense Ratio Comparison

BNDD has a 1.04% expense ratio, which is higher than UUP's 0.75% expense ratio.


BNDD
Quadratic Deflation ETF
Expense ratio chart for BNDD: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%
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%

Risk-Adjusted Performance

BNDD vs. UUP — Risk-Adjusted Performance Rank

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

BNDD
The Risk-Adjusted Performance Rank of BNDD is 33
Overall Rank
The Sharpe Ratio Rank of BNDD is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDD is 33
Sortino Ratio Rank
The Omega Ratio Rank of BNDD is 33
Omega Ratio Rank
The Calmar Ratio Rank of BNDD is 44
Calmar Ratio Rank
The Martin Ratio Rank of BNDD is 33
Martin Ratio Rank

UUP
The Risk-Adjusted Performance Rank of UUP is 5050
Overall Rank
The Sharpe Ratio Rank of UUP is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of UUP is 4949
Sortino Ratio Rank
The Omega Ratio Rank of UUP is 4747
Omega Ratio Rank
The Calmar Ratio Rank of UUP is 5959
Calmar Ratio Rank
The Martin Ratio Rank of UUP is 4747
Martin 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.

BNDD vs. UUP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Quadratic Deflation ETF (BNDD) 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.


Sharpe ratio
The chart of Sharpe ratio for BNDD, currently valued at -0.36, compared to the broader market0.002.004.00-0.371.26
The chart of Sortino ratio for BNDD, currently valued at -0.43, compared to the broader market0.005.0010.00-0.431.83
The chart of Omega ratio for BNDD, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.000.951.23
The chart of Calmar ratio for BNDD, currently valued at -0.18, compared to the broader market0.005.0010.0015.0020.00-0.181.83
The chart of Martin ratio for BNDD, currently valued at -0.93, compared to the broader market0.0020.0040.0060.0080.00100.00-0.934.96
BNDD
UUP

The current BNDD Sharpe Ratio is -0.37, which is lower than the UUP Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of BNDD and UUP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.37
1.26
BNDD
UUP

Dividends

BNDD vs. UUP - Dividend Comparison

BNDD's dividend yield for the trailing twelve months is around 3.83%, less than UUP's 4.52% yield.


TTM20242023202220212020201920182017
BNDD
Quadratic Deflation ETF
3.83%3.85%4.30%43.17%1.04%0.00%0.00%0.00%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
4.52%4.48%6.45%0.89%0.00%0.00%2.03%1.08%0.10%

Drawdowns

BNDD vs. UUP - Drawdown Comparison

The maximum BNDD drawdown since its inception was -27.15%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for BNDD and UUP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-22.98%
-2.45%
BNDD
UUP

Volatility

BNDD vs. UUP - Volatility Comparison

Quadratic Deflation ETF (BNDD) has a higher volatility of 3.46% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 2.21%. This indicates that BNDD'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.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.46%
2.21%
BNDD
UUP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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