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CDL vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDL vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) 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, CDL achieves a 17.30% return, which is significantly higher than UUP's 5.44% return. Over the past 10 years, CDL has outperformed UUP with an annualized return of 11.07%, while UUP has yielded a comparatively lower 3.17% annualized return.


CDL

1D
0.47%
1M
2.56%
6M
15.18%
YTD
17.30%
1Y
21.14%
3Y*
15.52%
5Y*
10.65%
10Y*
11.07%

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)

CDL vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDL
VictoryShares US Large Cap High Dividend Volatility Wtd ETF
17.30%9.04%15.58%3.03%-0.45%33.42%-3.35%26.38%-5.86%16.29%
UUP
Invesco DB US Dollar Index Bullish Fund
5.44%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%

Correlation

The correlation between CDL 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 (3Y)
Calculated over the trailing 3-year period

-0.19

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

-0.28

Correlation (10Y)
Calculated over the trailing 10-year period

-0.17

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2015

-0.15

The correlation between CDL and UUP shifts across timeframes, from -0.28 (5 years) to -0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CDL vs. UUP — Risk / Return Rank

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

CDL
CDL Risk / Return Rank: 8383
Overall Rank
CDL Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CDL Sortino Ratio Rank: 8686
Sortino Ratio Rank
CDL Omega Ratio Rank: 7777
Omega Ratio Rank
CDL Calmar Ratio Rank: 8585
Calmar Ratio Rank
CDL Martin Ratio Rank: 8484
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.

CDL vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) 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.


CDLUUPDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.36

1.25

+0.11

Calmar ratioReturn relative to maximum drawdown

3.75

2.28

+1.47

Martin ratioReturn relative to average drawdown

13.24

6.26

+6.98

CDL vs. UUP - Sharpe Ratio Comparison

The current CDL Sharpe Ratio is 2.10, which is higher than the UUP Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of CDL 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

CDL vs. UUP - Drawdown Comparison

The maximum CDL drawdown since its inception was -41.03%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for CDL and UUP.


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Drawdown Indicators


CDLUUPDifference

Max Drawdown

Largest peak-to-trough decline

-41.03%

-22.19%

-18.84%

Max Drawdown (1Y)

Largest decline over 1 year

-5.66%

-3.65%

-2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-12.87%

-10.05%

-2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-17.28%

-10.37%

-6.91%

Max Drawdown (10Y)

Largest decline over 10 years

-41.03%

-14.24%

-26.79%

Current Drawdown

Current decline from peak

-0.10%

-1.26%

+1.16%

Average Drawdown

Average peak-to-trough decline

-4.31%

-8.88%

+4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.33%

+0.27%

Volatility

CDL vs. UUP - Volatility Comparison

VictoryShares US Large Cap High Dividend Volatility Wtd ETF (CDL) has a higher volatility of 3.86% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.45%. This indicates that CDL'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


CDLUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

1.45%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

7.41%

4.34%

+3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

10.15%

6.03%

+4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

7.22%

+6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

6.90%

+10.12%

CDL vs. UUP - Expense Ratio Comparison

CDL has a 0.35% expense ratio, which is lower than UUP's 0.75% expense ratio.


Dividends

CDL vs. UUP - Dividend Comparison

CDL's dividend yield for the trailing twelve months is around 3.05%, less than UUP's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
CDL
VictoryShares US Large Cap High Dividend Volatility Wtd ETF
3.05%3.33%3.27%3.61%3.31%2.60%3.32%3.04%3.32%2.87%2.97%1.28%
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%0.00%0.00%

Frequently Asked Questions


CDL 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.

CDL has higher volatility (3.86%) compared to UUP (1.45%). In terms of maximum drawdown, CDL dropped -41.03% vs UUP's -22.19%.

On 10-year performance, CDL leads with 11.07% vs 3.17% for UUP. On fees, CDL is cheaper at 0.35% per year. 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 10-year period, CDL has performed better with a 11.07% return vs 3.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CDL is cheaper with a 0.35% expense ratio, compared with 0.75% for UUP.

UUP has the higher dividend yield at 3.25%, compared with 3.05% for CDL.

CDL is categorized as Large Cap Value Equities, while UUP is Currency. CDL tracks Nasdaq Victory U.S. Large Cap High Dividend 100 Volatility Weighted Index, while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. They also come from different issuers: Crestview and Invesco. Their fees differ too: 0.35% for CDL and 0.75% for UUP.

CDL currently has the higher Sharpe Ratio (2.10 vs 1.38), 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

Find the right allocation for CDL and UUP

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