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CHFUSD=X vs. UUP
Performance
Return for Risk
Drawdowns
Volatility

Performance

CHFUSD=X vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/CHF (CHFUSD=X) 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, CHFUSD=X achieves a -2.14% return, which is significantly lower than UUP's 5.36% return. Over the past 10 years, CHFUSD=X has underperformed UUP with an annualized return of 1.90%, while UUP has yielded a comparatively higher 3.15% annualized return.


CHFUSD=X

1D
0.30%
1M
-2.97%
YTD
-2.14%
6M
-2.57%
1Y
-0.41%
3Y*
3.46%
5Y*
2.52%
10Y*
1.90%

UUP

1D
-0.18%
1M
2.63%
YTD
5.36%
6M
5.68%
1Y
8.76%
3Y*
4.96%
5Y*
6.00%
10Y*
3.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHFUSD=X vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHFUSD=X
USD/CHF
-2.14%14.56%-7.30%9.83%-1.34%-2.97%9.43%1.71%-1.05%4.56%
UUP
Invesco DB US Dollar Index Bullish Fund
5.36%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%

Correlation

The correlation between CHFUSD=X and UUP is -0.79, 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

-0.79

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

-0.74

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

-0.74

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

-0.75

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2007

-0.76

The correlation between CHFUSD=X and UUP has been stable across timeframes, ranging from -0.79 to -0.74 - a consistent structural relationship.

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Return for Risk

CHFUSD=X vs. UUP — Risk / Return Rank

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

CHFUSD=X
CHFUSD=X Risk / Return Rank: 4949
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 4949
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 4949
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 4949
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 4848
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 4949
Overall Rank
UUP Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 4848
Sortino Ratio Rank
UUP Omega Ratio Rank: 4747
Omega Ratio Rank
UUP Calmar Ratio Rank: 5757
Calmar Ratio Rank
UUP Martin Ratio Rank: 4646
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.

CHFUSD=X vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHFUSD=X) 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.


CHFUSD=XUUPDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-2.12

Omega ratioGain probability vs. loss probability

1.00

1.26

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.05

2.41

-2.47

Martin ratioReturn relative to average drawdown

-0.14

6.64

-6.78

CHFUSD=X vs. UUP - Sharpe Ratio Comparison

The current CHFUSD=X Sharpe Ratio is -0.05, which is lower than the UUP Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of CHFUSD=X 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

CHFUSD=X vs. UUP - Drawdown Comparison

The maximum CHFUSD=X drawdown since its inception was -29.99%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for CHFUSD=X and UUP.


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Drawdown Indicators


CHFUSD=XUUPDifference

Max Drawdown

Largest peak-to-trough decline

-29.99%

-22.19%

-7.80%

Max Drawdown (1Y)

Largest decline over 1 year

-6.28%

-3.65%

-2.63%

Max Drawdown (3Y)

Largest decline over 3 years

-8.69%

-10.05%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-10.75%

-10.37%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-13.35%

-14.24%

+0.89%

Current Drawdown

Current decline from peak

-10.93%

-1.33%

-9.60%

Average Drawdown

Average peak-to-trough decline

-18.66%

-8.90%

-9.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.32%

+1.27%

Volatility

CHFUSD=X vs. UUP - Volatility Comparison

USD/CHF (CHFUSD=X) has a higher volatility of 1.81% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.38%. This indicates that CHFUSD=X'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


CHFUSD=XUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

1.38%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

4.96%

4.31%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

6.94%

6.04%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.91%

7.22%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.35%

6.91%

+0.44%

Frequently Asked Questions


CHFUSD=X and UUP have a correlation of -0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHFUSD=X has higher volatility (1.81%) compared to UUP (1.38%). In terms of maximum drawdown, CHFUSD=X dropped -29.99% vs UUP's -22.19%.

UUP currently has the higher Sharpe Ratio (1.46 vs -0.05), 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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