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JPIB vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPIB vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Bond Opportunities ETF (JPIB) 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, JPIB achieves a 1.00% return, which is significantly lower than UUP's 5.44% return.


JPIB

1D
-0.19%
1M
-0.09%
6M
0.46%
YTD
1.00%
1Y
4.31%
3Y*
5.88%
5Y*
2.80%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPIB vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPIB
JPMorgan International Bond Opportunities ETF
1.00%8.19%3.48%8.68%-6.38%0.14%7.14%10.76%-2.17%2.61%
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%-3.40%

Correlation

The correlation between JPIB and UUP is -0.53, 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

-0.53

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

-0.43

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

-0.35

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2017

-0.24

Over the past year, the inverse relationship between JPIB and UUP has strengthened: their correlation has moved from -0.24 to -0.53, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

JPIB vs. UUP — Risk / Return Rank

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

JPIB
JPIB Risk / Return Rank: 3939
Overall Rank
JPIB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
JPIB Sortino Ratio Rank: 4141
Sortino Ratio Rank
JPIB Omega Ratio Rank: 4646
Omega Ratio Rank
JPIB Calmar Ratio Rank: 2929
Calmar Ratio Rank
JPIB Martin Ratio Rank: 3333
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 5151
Overall Rank
UUP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 5050
Sortino Ratio Rank
UUP Omega Ratio Rank: 4949
Omega Ratio Rank
UUP Calmar Ratio Rank: 5757
Calmar Ratio Rank
UUP Martin Ratio Rank: 4747
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.

JPIB vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Bond Opportunities ETF (JPIB) 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.


JPIBUUPDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratioReturn relative to maximum drawdown

1.15

2.28

-1.13

Martin ratioReturn relative to average drawdown

3.91

6.26

-2.35

JPIB vs. UUP - Sharpe Ratio Comparison

The current JPIB Sharpe Ratio is 1.22, which is comparable to the UUP Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of JPIB 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

JPIB vs. UUP - Drawdown Comparison

The maximum JPIB drawdown since its inception was -13.13%, smaller than the maximum UUP drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for JPIB and UUP.


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Drawdown Indicators


JPIBUUPDifference

Max Drawdown

Largest peak-to-trough decline

-13.13%

-22.19%

+9.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-3.65%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-3.75%

-10.05%

+6.30%

Max Drawdown (5Y)

Largest decline over 5 years

-11.83%

-10.37%

-1.46%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

Current Drawdown

Current decline from peak

-0.86%

-1.26%

+0.40%

Average Drawdown

Average peak-to-trough decline

-1.92%

-8.88%

+6.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.33%

-0.23%

Volatility

JPIB vs. UUP - Volatility Comparison

The current volatility for JPMorgan International Bond Opportunities ETF (JPIB) is 0.94%, while Invesco DB US Dollar Index Bullish Fund (UUP) has a volatility of 1.45%. This indicates that JPIB 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


JPIBUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

1.45%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

4.34%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.55%

6.03%

-2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.12%

7.22%

-3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.43%

6.90%

-2.47%

JPIB vs. UUP - Expense Ratio Comparison

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


Dividends

JPIB vs. UUP - Dividend Comparison

JPIB's dividend yield for the trailing twelve months is around 4.95%, more than UUP's 3.25% yield.


PositionTTM202520242023202220212020201920182017
JPIB
JPMorgan International Bond Opportunities ETF
4.95%4.85%4.57%4.35%3.10%2.59%3.14%4.66%5.83%1.81%
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%

Frequently Asked Questions


JPIB and UUP have a correlation of -0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UUP has higher volatility (1.45%) compared to JPIB (0.94%). In terms of maximum drawdown, JPIB dropped -13.13% vs UUP's -22.19%.

On 5-year performance, UUP leads with 5.89% vs 2.80% for JPIB. On fees, JPIB is cheaper at 0.50% per year. On volatility, JPIB has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UUP has performed better with a 5.89% return vs 2.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

JPIB has the higher dividend yield at 4.95%, compared with 3.25% for UUP.

JPIB is categorized as Global Bonds, while UUP is Currency. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.50% for JPIB and 0.75% for UUP.

UUP currently has the higher Sharpe Ratio (1.38 vs 1.22), 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.

Portfolio Optimizer

Find the right allocation for JPIB and UUP

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