IDV vs. UUP
IDV (iShares International Select Dividend ETF) and UUP (Invesco DB US Dollar Index Bullish Fund) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while UUP is a Currency fund tracking the Deutsche Bank Long US Dollar Index (USDX) Futures Index. Both are passively managed. Over the past 10 years, IDV returned 9.97%/yr vs 3.17%/yr for UUP. At a correlation of -0.46, they often move in opposite directions. IDV charges 0.49%/yr vs 0.75%/yr for UUP.
Performance
IDV vs. UUP - Performance Comparison
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Returns By Period
In the year-to-date period, IDV achieves a 10.10% return, which is significantly higher than UUP's 5.44% return. Over the past 10 years, IDV has outperformed UUP with an annualized return of 9.97%, while UUP has yielded a comparatively lower 3.17% annualized return.
IDV
- 1D
- 0.19%
- 1M
- -3.08%
- 6M
- 8.75%
- YTD
- 10.10%
- 1Y
- 27.12%
- 3Y*
- 22.91%
- 5Y*
- 12.25%
- 10Y*
- 9.97%
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%
IDV vs. UUP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 10.10% | 52.16% | 4.00% | 10.32% | -6.40% | 12.00% | -5.94% | 23.56% | -10.37% | 19.74% |
UUP Invesco DB US Dollar Index Bullish Fund | 5.44% | -4.99% | 13.50% | 3.63% | 9.46% | 5.73% | -6.66% | 4.09% | 7.05% | -9.10% |
Correlation
The correlation between IDV and UUP is -0.57, 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 | -0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.49 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2007 | -0.46 |
The correlation between IDV and UUP shifts across timeframes, from -0.62 (5 years) to -0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDV vs. UUP — Risk / Return Rank
IDV
UUP
IDV vs. UUP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) 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.
| IDV | UUP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.25 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 2.28 | +0.92 |
| Martin ratioReturn relative to average drawdown | 10.04 | 6.26 | +3.78 |
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Drawdowns
IDV vs. UUP - Drawdown Comparison
The maximum IDV drawdown since its inception was -70.14%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for IDV and UUP.
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Drawdown Indicators
| IDV | UUP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.14% | -22.19% | -47.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -3.65% | -4.87% |
Max Drawdown (3Y)Largest decline over 3 years | -11.86% | -10.05% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -29.19% | -10.37% | -18.82% |
Max Drawdown (10Y)Largest decline over 10 years | -42.50% | -14.24% | -28.26% |
Current DrawdownCurrent decline from peak | -4.72% | -1.26% | -3.46% |
Average DrawdownAverage peak-to-trough decline | -15.34% | -8.88% | -6.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 1.33% | +1.38% |
Volatility
IDV vs. UUP - Volatility Comparison
iShares International Select Dividend ETF (IDV) has a higher volatility of 4.04% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.45%. This indicates that IDV'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
| IDV | UUP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 1.45% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.20% | 4.34% | +6.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.25% | 6.03% | +7.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 7.22% | +8.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 6.90% | +10.71% |
IDV vs. UUP - Expense Ratio Comparison
IDV has a 0.49% expense ratio, which is lower than UUP's 0.75% expense ratio.
Dividends
IDV vs. UUP - Dividend Comparison
IDV's dividend yield for the trailing twelve months is around 5.40%, more than UUP's 3.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 5.40% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
IDV and UUP have a correlation of -0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDV has higher volatility (4.04%) compared to UUP (1.45%). In terms of maximum drawdown, IDV dropped -70.14% vs UUP's -22.19%.
On 10-year performance, IDV leads with 9.97% vs 3.17% for UUP. On fees, IDV is cheaper at 0.49% 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 10-year period, IDV has performed better with a 9.97% return vs 3.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDV is cheaper with a 0.49% expense ratio, compared with 0.75% for UUP.
IDV has the higher dividend yield at 5.40%, compared with 3.25% for UUP.
IDV is categorized as Global Equities, while UUP is Currency. IDV tracks Dow Jones EPAC Select Dividend, while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.49% for IDV and 0.75% for UUP.
IDV currently has the higher Sharpe Ratio (2.06 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.
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