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 -1.35%/yr vs 3.19%/yr for UUP. At a correlation of -0.15, they often move in opposite directions.
Performance
EEFT vs. UUP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EEFT achieves a -6.90% return, which is significantly lower than UUP's 3.00% return. Over the past 10 years, EEFT has underperformed UUP with an annualized return of -1.35%, while UUP has yielded a comparatively higher 3.19% annualized return.
EEFT
- 1D
- 1.78%
- 1M
- 0.64%
- YTD
- -6.90%
- 6M
- -4.26%
- 1Y
- -35.25%
- 3Y*
- -13.98%
- 5Y*
- -13.89%
- 10Y*
- -1.35%
UUP
- 1D
- -0.07%
- 1M
- 1.24%
- YTD
- 3.00%
- 6M
- 2.42%
- 1Y
- 5.38%
- 3Y*
- 3.92%
- 5Y*
- 5.90%
- 10Y*
- 3.19%
EEFT vs. UUP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEFT Euronet Worldwide, Inc. | -6.90% | -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 | 3.00% | -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 -0.13, 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 | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2007 | -0.15 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| EEFT | UUP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.16 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 1.48 | -2.30 |
| Martin ratioReturn relative to average drawdown | -1.18 | 3.93 | -5.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EEFT | UUP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.09 | 0.89 | -1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | 0.82 | -1.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.04 | 0.46 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.20 | -0.10 |
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.
Loading charts...
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 | -43.19% | -3.65% | -39.54% |
Max Drawdown (3Y)Largest decline over 3 years | -46.26% | -10.05% | -36.21% |
Max Drawdown (5Y)Largest decline over 5 years | -59.19% | -10.37% | -48.82% |
Max Drawdown (10Y)Largest decline over 10 years | -62.37% | -14.24% | -48.13% |
Current DrawdownCurrent decline from peak | -58.37% | -3.55% | -54.82% |
Average DrawdownAverage peak-to-trough decline | -33.90% | -8.92% | -24.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.83% | 1.37% | +28.46% |
Volatility
EEFT vs. UUP - Volatility Comparison
Euronet Worldwide, Inc. (EEFT) has a higher volatility of 11.11% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.27%. 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.
Loading charts...
Volatility by Period
| EEFT | UUP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.11% | 1.27% | +9.84% |
Volatility (6M)Calculated over the trailing 6-month period | 26.19% | 4.24% | +21.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.41% | 6.08% | +26.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.06% | 7.22% | +27.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.30% | 6.96% | +29.34% |
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 3.33%.
| 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 | 3.33% | 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 -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EEFT has higher volatility (11.11%) compared to UUP (1.27%). In terms of maximum drawdown, EEFT dropped -87.91% vs UUP's -22.19%.
UUP currently has the higher Sharpe Ratio (0.89 vs -1.09), 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.
Find the right allocation for EEFT and UUP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer