EEFT vs. UUP
EEFT (Euronet Worldwide, Inc.) is a stock, while UUP (Invesco DB US Dollar Index Bullish Fund) is Currency fund tracking the Deutsche Bank Long US Dollar Index (USDX) Futures Index. Over the past 10 years, EEFT returned -0.56%/yr vs 3.22%/yr for UUP. Their -0.15 correlation means they have often moved in opposite directions in the past.
Performance
EEFT vs. UUP - Performance Comparison
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Returns By Period
In the year-to-date period, EEFT achieves a -6.28% return, which is significantly lower than UUP's 4.22% return. Over the past 10 years, EEFT has underperformed UUP with an annualized return of -0.56%, while UUP has yielded a comparatively higher 3.22% annualized return.
EEFT
- 1D
- -6.96%
- 1M
- -7.58%
- 6M
- -1.56%
- YTD
- -6.28%
- 1Y
- -24.04%
- 3Y*
- -6.63%
- 5Y*
- -12.96%
- 10Y*
- -0.56%
- ALL TIME*
- 5.48%
UUP
- 1D
- 0.11%
- 1M
- -0.60%
- 6M
- 4.92%
- YTD
- 4.22%
- 1Y
- 5.67%
- 3Y*
- 4.54%
- 5Y*
- 5.70%
- 10Y*
- 3.22%
- ALL TIME*
- 1.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $66.42M | $54.69M | $50.99M | |
| $55.14M | $58.68M | $59.16M |
EEFT vs. UUP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEFT Euronet Worldwide, Inc. | -6.28% | -25.99% | 1.33% | 7.53% | -20.80% | -17.77% | -8.02% | 53.90% | 21.49% | 16.35% |
UUP Invesco DB US Dollar Index Bullish Fund | 4.22% | -4.99% | 13.50% | 3.63% | 9.46% | 5.73% | -6.66% | 4.09% | 7.05% | -9.10% |
Correlation
The correlation between EEFT and UUP is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.11 |
Correlation (3Y) Balances recent behavior with more history. | -0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2007 | -0.15 |
The correlation between EEFT and UUP shifts across timeframes, from -0.21 (5 years) to -0.11 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EEFT vs. UUP — Risk / Return Rank
EEFT
UUP
EEFT vs. UUP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Euronet Worldwide, Inc. (EEFT) 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.
| EEFT | UUP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.13 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 1.22 | -1.97 |
| Martin ratioReturn relative to average drawdown | -1.13 | 3.83 | -4.97 |
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Drawdowns
EEFT vs. UUP - Drawdown Comparison
The maximum EEFT drawdown since its inception was -87.91%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for EEFT and UUP.
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Drawdown Indicators
| EEFT | UUP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.91% | -22.19% | -65.72% |
Max Drawdown (1Y)Largest decline over 1 year | -35.18% | -3.65% | -31.53% |
Max Drawdown (3Y)Largest decline over 3 years | -45.33% | -10.05% | -35.28% |
Max Drawdown (5Y)Largest decline over 5 years | -56.36% | -10.37% | -45.99% |
Max Drawdown (10Y)Largest decline over 10 years | -62.56% | -14.24% | -48.32% |
Current DrawdownCurrent decline from peak | -58.09% | -2.41% | -55.68% |
Average DrawdownAverage peak-to-trough decline | -34.02% | -8.86% | -25.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.54% | 1.33% | +22.21% |
Volatility
EEFT vs. UUP - Volatility Comparison
Euronet Worldwide, Inc. (EEFT) has a higher volatility of 14.55% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.65%. This indicates that EEFT'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
| EEFT | UUP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.55% | 1.65% | +12.90% |
Volatility (6M)Calculated over the trailing 6-month period | 30.14% | 4.11% | +26.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.31% | 5.88% | +29.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.54% | 7.23% | +28.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.39% | 6.89% | +29.50% |
Dividends
EEFT vs. UUP - Dividend Comparison
EEFT has not paid dividends to shareholders, while UUP's dividend yield for the trailing twelve months is around 3.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EEFT Euronet Worldwide, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UUP Invesco DB US Dollar Index Bullish Fund | 3.29% | 3.43% | 4.48% | 6.44% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% |
Frequently Asked Questions
EEFT and UUP have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EEFT has higher volatility (14.55%) compared to UUP (1.65%). In terms of maximum drawdown, EEFT dropped -87.91% vs UUP's -22.19%.
UUP currently has the higher Sharpe Ratio (0.75 vs -0.76), 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.
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