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DFAE vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFAE vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Emerging Core Equity Market ETF (DFAE) 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, DFAE achieves a 17.88% return, which is significantly higher than UUP's 5.44% return.


DFAE

1D
-3.22%
1M
-4.33%
6M
11.90%
YTD
17.88%
1Y
34.17%
3Y*
18.98%
5Y*
8.17%
10Y*

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)

DFAE vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DFAE
Dimensional Emerging Core Equity Market ETF
17.88%31.48%7.68%12.63%-17.52%3.53%5.93%
UUP
Invesco DB US Dollar Index Bullish Fund
5.44%-4.99%13.50%3.63%9.46%5.73%-1.46%

Correlation

The correlation between DFAE and UUP is -0.42, 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

-0.42

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

-0.42

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

-0.47

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2020

-0.48

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Return for Risk

DFAE vs. UUP — Risk / Return Rank

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

DFAE
DFAE Risk / Return Rank: 6161
Overall Rank
DFAE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DFAE Sortino Ratio Rank: 5252
Sortino Ratio Rank
DFAE Omega Ratio Rank: 6262
Omega Ratio Rank
DFAE Calmar Ratio Rank: 6767
Calmar Ratio Rank
DFAE Martin Ratio Rank: 6565
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.

DFAE vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Core Equity Market ETF (DFAE) 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.


DFAEUUPDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

2.68

2.28

+0.40

Martin ratioReturn relative to average drawdown

9.22

6.26

+2.96

DFAE vs. UUP - Sharpe Ratio Comparison

The current DFAE Sharpe Ratio is 1.54, which is comparable to the UUP Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of DFAE 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

DFAE vs. UUP - Drawdown Comparison

The maximum DFAE drawdown since its inception was -32.21%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for DFAE and UUP.


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Drawdown Indicators


DFAEUUPDifference

Max Drawdown

Largest peak-to-trough decline

-32.21%

-22.19%

-10.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-3.65%

-9.15%

Max Drawdown (3Y)

Largest decline over 3 years

-18.12%

-10.05%

-8.07%

Max Drawdown (5Y)

Largest decline over 5 years

-30.21%

-10.37%

-19.84%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

Current Drawdown

Current decline from peak

-8.62%

-1.26%

-7.36%

Average Drawdown

Average peak-to-trough decline

-10.21%

-8.88%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

1.33%

+2.38%

Volatility

DFAE vs. UUP - Volatility Comparison

Dimensional Emerging Core Equity Market ETF (DFAE) has a higher volatility of 10.47% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.45%. This indicates that DFAE'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


DFAEUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.47%

1.45%

+9.02%

Volatility (6M)

Calculated over the trailing 6-month period

20.45%

4.34%

+16.11%

Volatility (1Y)

Calculated over the trailing 1-year period

22.33%

6.03%

+16.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.57%

7.22%

+11.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

6.90%

+11.53%

DFAE vs. UUP - Expense Ratio Comparison

DFAE has a 0.29% expense ratio, which is lower than UUP's 0.75% expense ratio.


Dividends

DFAE vs. UUP - Dividend Comparison

DFAE's dividend yield for the trailing twelve months is around 1.84%, less than UUP's 3.25% yield.


PositionTTM202520242023202220212020201920182017
DFAE
Dimensional Emerging Core Equity Market ETF
1.84%2.20%2.35%2.43%2.85%1.63%0.01%0.00%0.00%0.00%
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%

Frequently Asked Questions


DFAE and UUP have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFAE has higher volatility (10.47%) compared to UUP (1.45%). In terms of maximum drawdown, DFAE dropped -32.21% vs UUP's -22.19%.

On 5-year performance, DFAE leads with 8.17% vs 5.89% for UUP. On fees, DFAE is cheaper at 0.29% 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 5-year period, DFAE has performed better with a 8.17% return vs 5.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DFAE is cheaper with a 0.29% expense ratio, compared with 0.75% for UUP.

UUP has the higher dividend yield at 3.25%, compared with 1.84% for DFAE.

DFAE is categorized as Emerging Markets Equities, while UUP is Currency. They also come from different issuers: Dimensional and Invesco. Their fees differ too: 0.29% for DFAE and 0.75% for UUP.

DFAE currently has the higher Sharpe Ratio (1.54 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

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