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DBA vs. UUP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBA vs. UUP - Performance Comparison

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

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DBA vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
7.05%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-6.06%
UUP
Invesco DB US Dollar Index Bullish Fund
2.77%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%

Returns By Period

In the year-to-date period, DBA achieves a 7.05% return, which is significantly higher than UUP's 2.77% return. Over the past 10 years, DBA has outperformed UUP with an annualized return of 4.49%, while UUP has yielded a comparatively lower 3.09% annualized return.


DBA

1D
0.74%
1M
5.00%
YTD
7.05%
6M
5.78%
1Y
7.46%
3Y*
14.68%
5Y*
12.86%
10Y*
4.49%

UUP

1D
-0.71%
1M
2.58%
YTD
2.77%
6M
4.43%
1Y
0.66%
3Y*
4.64%
5Y*
5.20%
10Y*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBA vs. UUP - Expense Ratio Comparison

DBA has a 0.94% expense ratio, which is higher than UUP's 0.75% expense ratio.


Return for Risk

DBA vs. UUP — Risk / Return Rank

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

DBA
DBA Risk / Return Rank: 3232
Overall Rank
DBA Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 3535
Sortino Ratio Rank
DBA Omega Ratio Rank: 3030
Omega Ratio Rank
DBA Calmar Ratio Rank: 3737
Calmar Ratio Rank
DBA Martin Ratio Rank: 2424
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 1414
Overall Rank
UUP Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 1313
Sortino Ratio Rank
UUP Omega Ratio Rank: 1313
Omega Ratio Rank
UUP Calmar Ratio Rank: 1515
Calmar Ratio Rank
UUP Martin Ratio Rank: 1414
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.

DBA vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) 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.


DBAUUPDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.09

+0.53

Sortino ratio

Return per unit of downside risk

0.97

0.17

+0.80

Omega ratio

Gain probability vs. loss probability

1.12

1.02

+0.10

Calmar ratio

Return relative to maximum drawdown

0.87

0.13

+0.74

Martin ratio

Return relative to average drawdown

1.63

0.24

+1.39

DBA vs. UUP - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 0.62, which is higher than the UUP Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of DBA 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.


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Sharpe Ratios by Period


DBAUUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.09

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.72

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.44

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.20

-0.11

Correlation

The correlation between DBA and UUP is -0.23. 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.


Dividends

DBA vs. UUP - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.34%, which matches UUP's 3.34% yield.


TTM202520242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
3.34%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.34%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Drawdowns

DBA vs. UUP - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for DBA and UUP.


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Drawdown Indicators


DBAUUPDifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-22.19%

-45.78%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-6.02%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-10.37%

-5.57%

Max Drawdown (10Y)

Largest decline over 10 years

-41.16%

-14.24%

-26.92%

Current Drawdown

Current decline from peak

-24.64%

-3.76%

-20.88%

Average Drawdown

Average peak-to-trough decline

-41.26%

-8.96%

-32.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

3.20%

+1.06%

Volatility

DBA vs. UUP - Volatility Comparison

Invesco DB Agriculture Fund (DBA) has a higher volatility of 2.55% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 2.10%. This indicates that DBA'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


DBAUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

2.10%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

4.17%

+2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

7.41%

+4.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

7.24%

+7.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.13%

6.99%

+6.14%