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BTOT vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTOT vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Total USD Fixed Income Market ETF (BTOT) 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, BTOT achieves a 0.34% return, which is significantly lower than UUP's 5.03% return.


BTOT

1D
0.23%
1M
-0.35%
6M
0.12%
YTD
0.34%
1Y
3Y*
5Y*
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)

BTOT vs. UUP - Yearly Performance Comparison


Correlation

The correlation between BTOT and UUP is -0.43, 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 (All Time)
Calculated using the full available price history since Dec 11, 2025

-0.43

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Return for Risk

BTOT vs. UUP — Risk / Return Rank

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

BTOT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

BTOT vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Total USD Fixed Income Market ETF (BTOT) 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.


BTOTUUPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

2.09

Martin ratioReturn relative to average drawdown

5.73

BTOT vs. UUP - Sharpe Ratio Comparison


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Drawdowns

BTOT vs. UUP - Drawdown Comparison

The maximum BTOT drawdown since its inception was -2.36%, smaller than the maximum UUP drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for BTOT and UUP.


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Drawdown Indicators


BTOTUUPDifference

Max Drawdown

Largest peak-to-trough decline

-2.36%

-22.19%

+19.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

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

-1.23%

-1.64%

+0.41%

Average Drawdown

Average peak-to-trough decline

-0.80%

-8.88%

+8.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

Volatility

BTOT vs. UUP - Volatility Comparison


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Volatility by Period


BTOTUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

6.03%

-2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.67%

7.21%

-3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.67%

6.90%

-3.23%

BTOT vs. UUP - Expense Ratio Comparison

BTOT has a 0.09% expense ratio, which is lower than UUP's 0.75% expense ratio.


Dividends

BTOT vs. UUP - Dividend Comparison

BTOT's dividend yield for the trailing twelve months is around 2.50%, less than UUP's 3.26% yield.


PositionTTM202520242023202220212020201920182017
BTOT
iShares Total USD Fixed Income Market ETF
2.50%0.22%0.00%0.00%0.00%0.00%0.00%0.00%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


BTOT and UUP have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BTOT is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BTOT is cheaper with a 0.09% expense ratio, compared with 0.75% for UUP.

UUP has the higher dividend yield at 3.26%, compared with 2.50% for BTOT.

BTOT is categorized as Total Bond Market, while UUP is Currency. BTOT tracks Bloomberg US Total Fixed Income Market Index, while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.09% for BTOT and 0.75% for UUP.

Portfolio Optimizer

Find the right allocation for BTOT and UUP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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