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IS0R.DE vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0R.DE vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) and Invesco DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS0R.DE is traded in EUR, while UUP is traded in USD. To make them comparable, the UUP values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS0R.DE achieves a 4.69% return, which is significantly lower than UUP's 7.02% return. Over the past 10 years, IS0R.DE has outperformed UUP with an annualized return of 4.40%, while UUP has yielded a comparatively lower 2.68% annualized return.


IS0R.DE

1D
0.23%
1M
1.58%
6M
3.42%
YTD
4.69%
1Y
7.85%
3Y*
7.32%
5Y*
4.58%
10Y*
4.40%

UUP

1D
-0.96%
1M
2.04%
6M
4.93%
YTD
7.02%
1Y
7.66%
3Y*
4.80%
5Y*
6.23%
10Y*
2.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0R.DE vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
4.69%-2.53%12.69%6.98%-3.50%12.85%-4.57%16.09%2.76%-7.28%
UUP
Invesco DB US Dollar Index Bullish Fund
7.02%-16.26%20.99%0.52%16.24%13.64%-14.36%6.44%12.07%-20.27%

Correlation

The correlation between IS0R.DE and UUP is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

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

0.59

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

0.51

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

0.53

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2011

0.53

The correlation between IS0R.DE and UUP shifts across timeframes, from 0.51 (5 years) to 0.62 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IS0R.DE vs. UUP — Risk / Return Rank

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

IS0R.DE
IS0R.DE Risk / Return Rank: 5454
Overall Rank
IS0R.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IS0R.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
IS0R.DE Omega Ratio Rank: 5151
Omega Ratio Rank
IS0R.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IS0R.DE Martin Ratio Rank: 5858
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 3838
Overall Rank
UUP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 3535
Sortino Ratio Rank
UUP Omega Ratio Rank: 3535
Omega Ratio Rank
UUP Calmar Ratio Rank: 4343
Calmar Ratio Rank
UUP Martin Ratio Rank: 3939
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.

IS0R.DE vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) 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.


IS0R.DEUUPDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.26

1.12

+0.15

Calmar ratioReturn relative to maximum drawdown

2.51

0.98

+1.53

Martin ratioReturn relative to average drawdown

8.35

2.49

+5.86

IS0R.DE vs. UUP - Sharpe Ratio Comparison

The current IS0R.DE Sharpe Ratio is 1.40, which is higher than the UUP Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of IS0R.DE 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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Drawdowns

IS0R.DE vs. UUP - Drawdown Comparison

The maximum IS0R.DE drawdown since its inception was -23.27%, smaller than the maximum UUP drawdown of -34.79%. Use the drawdown chart below to compare losses from any high point for IS0R.DE and UUP.


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Drawdown Indicators


IS0R.DEUUPDifference

Max Drawdown

Largest peak-to-trough decline

-23.27%

-34.79%

+11.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-7.84%

+4.73%

Max Drawdown (3Y)

Largest decline over 3 years

-11.43%

-22.00%

+10.57%

Max Drawdown (5Y)

Largest decline over 5 years

-11.43%

-22.51%

+11.08%

Max Drawdown (10Y)

Largest decline over 10 years

-22.05%

-27.97%

+5.92%

Current Drawdown

Current decline from peak

-1.14%

-12.62%

+11.48%

Average Drawdown

Average peak-to-trough decline

-6.71%

-15.44%

+8.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

3.09%

-2.15%

Volatility

IS0R.DE vs. UUP - Volatility Comparison

The current volatility for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) is 1.44%, while Invesco DB US Dollar Index Bullish Fund (UUP) has a volatility of 3.08%. This indicates that IS0R.DE experiences smaller price fluctuations and is considered to be less risky 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


IS0R.DEUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

3.08%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

8.77%

-5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

12.14%

-6.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.62%

14.71%

-7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.80%

13.98%

-5.18%

IS0R.DE vs. UUP - Expense Ratio Comparison

IS0R.DE has a 0.50% expense ratio, which is lower than UUP's 0.75% expense ratio.


Dividends

IS0R.DE vs. UUP - Dividend Comparison

IS0R.DE's dividend yield for the trailing twelve months is around 6.09%, more than UUP's 3.28% yield.


PositionTTM20252024202320222021202020192018201720162015
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
6.09%6.34%6.26%5.74%4.94%4.18%5.22%5.46%5.65%5.88%5.32%6.02%
UUP
Invesco DB US Dollar Index Bullish Fund
3.28%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


IS0R.DE and UUP have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS0R.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0R.DE is cheaper with a 0.50% expense ratio, compared with 0.75% for UUP.

IS0R.DE is categorized as High Yield Bonds, while UUP is Currency. IS0R.DE tracks iBoxx® USD Liquid High Yield Capped, 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: 0.50% for IS0R.DE and 0.75% for UUP.

Portfolio Optimizer

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