CHFUSD=X vs. UUP
Compare and contrast key facts about USD/CHF (CHFUSD=X) and Invesco DB US Dollar Index Bullish Fund (UUP).
UUP is a passively managed fund by Invesco that tracks the performance of the Deutsche Bank Long US Dollar Index (USDX) Futures Index. It was launched on Feb 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHFUSD=X or UUP.
Correlation
The correlation between CHFUSD=X and UUP is -0.76. 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.
Performance
CHFUSD=X vs. UUP - Performance Comparison
Key characteristics
CHFUSD=X:
-0.23
UUP:
1.99
CHFUSD=X:
-0.28
UUP:
3.04
CHFUSD=X:
0.97
UUP:
1.37
CHFUSD=X:
-0.07
UUP:
2.07
CHFUSD=X:
-0.52
UUP:
7.84
CHFUSD=X:
2.90%
UUP:
1.50%
CHFUSD=X:
6.69%
UUP:
5.92%
CHFUSD=X:
-38.65%
UUP:
-22.19%
CHFUSD=X:
-19.07%
UUP:
-0.28%
Returns By Period
In the year-to-date period, CHFUSD=X achieves a -5.76% return, which is significantly lower than UUP's 12.83% return. Over the past 10 years, CHFUSD=X has underperformed UUP with an annualized return of 0.97%, while UUP has yielded a comparatively higher 3.60% annualized return.
CHFUSD=X
-5.76%
-1.00%
0.09%
-4.12%
1.81%
0.97%
UUP
12.83%
2.16%
5.29%
11.80%
4.55%
3.60%
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Risk-Adjusted Performance
CHFUSD=X vs. UUP - Risk-Adjusted Performance 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.
Drawdowns
CHFUSD=X vs. UUP - Drawdown Comparison
The maximum CHFUSD=X drawdown since its inception was -38.65%, 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. For additional features, visit the drawdowns tool.
Volatility
CHFUSD=X vs. UUP - Volatility Comparison
USD/CHF (CHFUSD=X) has a higher volatility of 1.96% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.83%. 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.