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GLDB vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDB vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Shares Gold-Hedged Bond ETF (GLDB) 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, GLDB achieves a -15.33% return, which is significantly lower than UUP's 4.92% return.


GLDB

1D
0.21%
1M
-13.50%
YTD
-15.33%
6M
-16.66%
1Y
3Y*
5Y*
10Y*

UUP

1D
0.21%
1M
2.12%
YTD
4.92%
6M
4.92%
1Y
7.04%
3Y*
4.78%
5Y*
5.90%
10Y*
3.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDB vs. UUP - Yearly Performance Comparison


Correlation

The correlation between GLDB and UUP is -0.43, 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 (All Time)
Calculated using the full available price history since Oct 24, 2025

-0.43

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Return for Risk

GLDB vs. UUP — Risk / Return Rank

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

GLDB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


UUP
UUP Risk / Return Rank: 3434
Overall Rank
UUP Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 3232
Sortino Ratio Rank
UUP Omega Ratio Rank: 3131
Omega Ratio Rank
UUP Calmar Ratio Rank: 4040
Calmar Ratio Rank
UUP Martin Ratio Rank: 3535
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.

GLDB vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Shares Gold-Hedged Bond ETF (GLDB) 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.


GLDBUUPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.94

Martin ratioReturn relative to average drawdown

5.26

GLDB vs. UUP - Sharpe Ratio Comparison


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Drawdowns

GLDB vs. UUP - Drawdown Comparison

The maximum GLDB drawdown since its inception was -33.45%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for GLDB and UUP.


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Drawdown Indicators


GLDBUUPDifference

Max Drawdown

Largest peak-to-trough decline

-33.45%

-22.19%

-11.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

Max Drawdown (3Y)

Largest decline over 3 years

-10.05%

Max Drawdown (5Y)

Largest decline over 5 years

-10.37%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

Current Drawdown

Current decline from peak

-32.62%

-1.75%

-30.87%

Average Drawdown

Average peak-to-trough decline

-14.64%

-8.90%

-5.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

Volatility

GLDB vs. UUP - Volatility Comparison


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Volatility by Period


GLDBUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

40.03%

6.08%

+33.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.03%

7.22%

+32.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.03%

6.96%

+33.07%

GLDB vs. UUP - Expense Ratio Comparison

GLDB has a 0.79% expense ratio, which is higher than UUP's 0.75% expense ratio.


Dividends

GLDB vs. UUP - Dividend Comparison

GLDB's dividend yield for the trailing twelve months is around 0.23%, less than UUP's 3.27% yield.


PositionTTM202520242023202220212020201920182017
GLDB
Strategy Shares Gold-Hedged Bond ETF
0.23%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.27%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Frequently Asked Questions


GLDB and UUP have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UUP is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UUP is cheaper with a 0.75% expense ratio, compared with 0.79% for GLDB.

UUP has the higher dividend yield at 3.27%, compared with 0.23% for GLDB.

GLDB is categorized as Nontraditional Bonds, while UUP is Currency. GLDB tracks Solactive Gold Backed Bond Index - Benchmark TR Gross, while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. They also come from different issuers: Strategy Shares and Invesco. Their fees differ too: 0.79% for GLDB and 0.75% for UUP.

Portfolio Optimizer

Find the right allocation for GLDB 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.

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