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FXE vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXE vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Euro Currency Trust (FXE) 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, FXE achieves a -1.03% return, which is significantly lower than UUP's 3.07% return. Over the past 10 years, FXE has underperformed UUP with an annualized return of 0.15%, while UUP has yielded a comparatively higher 3.20% annualized return.


FXE

1D
-0.29%
1M
-0.82%
YTD
-1.03%
6M
-0.26%
1Y
2.68%
3Y*
4.26%
5Y*
-0.23%
10Y*
0.15%

UUP

1D
0.36%
1M
1.38%
YTD
3.07%
6M
2.71%
1Y
5.00%
3Y*
3.89%
5Y*
5.92%
10Y*
3.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXE vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXE
Invesco CurrencyShares® Euro Currency Trust
-1.03%14.52%-4.18%4.87%-6.57%-7.83%7.94%-2.90%-5.30%13.05%
UUP
Invesco DB US Dollar Index Bullish Fund
3.07%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%

Correlation

The correlation between FXE and UUP is -0.97, 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

-0.97

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

-0.96

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

-0.96

Correlation (10Y)
Calculated over the trailing 10-year period

-0.95

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2007

-0.95

The correlation between FXE and UUP has been stable across timeframes, ranging from -0.97 to -0.95 - a consistent structural relationship.

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Return for Risk

FXE vs. UUP — Risk / Return Rank

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

FXE
FXE Risk / Return Rank: 1515
Overall Rank
FXE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FXE Sortino Ratio Rank: 1414
Sortino Ratio Rank
FXE Omega Ratio Rank: 1414
Omega Ratio Rank
FXE Calmar Ratio Rank: 1515
Calmar Ratio Rank
FXE Martin Ratio Rank: 1515
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 2424
Overall Rank
UUP Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 2222
Sortino Ratio Rank
UUP Omega Ratio Rank: 2121
Omega Ratio Rank
UUP Calmar Ratio Rank: 2828
Calmar Ratio Rank
UUP Martin Ratio Rank: 2626
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.

FXE vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Euro Currency Trust (FXE) 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.


FXEUUPDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.08

1.15

-0.07

Calmar ratioReturn relative to maximum drawdown

0.54

1.38

-0.84

Martin ratioReturn relative to average drawdown

1.28

3.65

-2.37

FXE vs. UUP - Sharpe Ratio Comparison

The current FXE Sharpe Ratio is 0.43, which is lower than the UUP Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FXE 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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Sharpe Ratios by Period


FXEUUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.83

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.82

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.46

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.20

-0.18

Drawdowns

FXE vs. UUP - Drawdown Comparison

The maximum FXE drawdown since its inception was -43.33%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for FXE and UUP.


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Drawdown Indicators


FXEUUPDifference

Max Drawdown

Largest peak-to-trough decline

-43.33%

-22.19%

-21.14%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-3.65%

-1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-8.12%

-10.05%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.32%

-10.37%

-11.95%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

-14.24%

-12.22%

Current Drawdown

Current decline from peak

-28.01%

-3.48%

-24.53%

Average Drawdown

Average peak-to-trough decline

-22.31%

-8.92%

-13.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

1.37%

+0.72%

Volatility

FXE vs. UUP - Volatility Comparison

Invesco CurrencyShares® Euro Currency Trust (FXE) and Invesco DB US Dollar Index Bullish Fund (UUP) have volatilities of 1.21% and 1.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXEUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.26%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.24%

4.24%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

6.24%

6.12%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

7.22%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.32%

6.96%

+0.36%

FXE vs. UUP - Expense Ratio Comparison

FXE has a 0.40% expense ratio, which is lower than UUP's 0.75% expense ratio.


Dividends

FXE vs. UUP - Dividend Comparison

FXE's dividend yield for the trailing twelve months is around 0.73%, less than UUP's 3.33% yield.


PositionTTM202520242023202220212020201920182017
FXE
Invesco CurrencyShares® Euro Currency Trust
0.73%0.94%2.28%1.49%0.01%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


FXE and UUP have a correlation of -0.97, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UUP has higher volatility (1.26%) compared to FXE (1.21%). In terms of maximum drawdown, FXE dropped -43.33% vs UUP's -22.19%.

On 10-year performance, UUP leads with 3.20% vs 0.15% for FXE. On fees, FXE is cheaper at 0.40% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UUP has performed better with a 3.20% return vs 0.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXE is cheaper with a 0.40% expense ratio, compared with 0.75% for UUP.

UUP has the higher dividend yield at 3.33%, compared with 0.73% for FXE.

FXE tracks Euro, while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. Their fees differ too: 0.40% for FXE and 0.75% for UUP.

UUP currently has the higher Sharpe Ratio (0.82 vs 0.43), 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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