LIBD vs. UUP
LIBD (LifeX 2065 Inflation-Protected Longevity Income ETF) and UUP (Invesco DB US Dollar Index Bullish Fund) are both exchange-traded funds - LIBD is a Inflation-Protected Bonds fund actively managed by Stone Ridge, while UUP is a Currency fund tracking the Deutsche Bank Long US Dollar Index (USDX) Futures Index. LIBD is actively managed, while UUP is passively managed. Over the past year, LIBD returned -0.58% vs 8.70% for UUP. Their -0.26 correlation means they have often moved in opposite directions in the past. LIBD charges 0.25%/yr vs 0.75%/yr for UUP.
Performance
LIBD vs. UUP - Performance Comparison
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Returns By Period
In the year-to-date period, LIBD achieves a -2.05% return, which is significantly lower than UUP's 5.73% return.
LIBD
- 1D
- 0.13%
- 1M
- -3.63%
- 6M
- -2.99%
- YTD
- -2.05%
- 1Y
- -0.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -1.74%
UUP
- 1D
- 0.07%
- 1M
- 0.42%
- 6M
- 6.21%
- YTD
- 5.73%
- 1Y
- 8.70%
- 3Y*
- 5.44%
- 5Y*
- 5.82%
- 10Y*
- 3.13%
- ALL TIME*
- 1.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $19.06K | $13.20K | $6.36K | |
| $53.78M | $54.38M | $59.42M |
LIBD vs. UUP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LIBD LifeX 2065 Inflation-Protected Longevity Income ETF | -2.05% | -0.63% |
UUP Invesco DB US Dollar Index Bullish Fund | 5.73% | -5.50% |
Correlation
The correlation between LIBD and UUP is -0.34, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2025 | -0.26 |
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Return for Risk
LIBD vs. UUP — Risk / Return Rank
LIBD
UUP
LIBD vs. UUP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2065 Inflation-Protected Longevity Income ETF (LIBD) 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.
| LIBD | UUP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.27 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 2.46 | -2.50 |
| Martin ratioReturn relative to average drawdown | -0.08 | 6.80 | -6.88 |
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Drawdowns
LIBD vs. UUP - Drawdown Comparison
The maximum LIBD drawdown since its inception was -7.31%, smaller than the maximum UUP drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for LIBD and UUP.
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Drawdown Indicators
| LIBD | UUP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.31% | -22.19% | +14.88% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -3.65% | -2.59% |
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 DrawdownCurrent decline from peak | -6.12% | -0.99% | -5.13% |
Average DrawdownAverage peak-to-trough decline | -3.42% | -8.87% | +5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 1.32% | +1.96% |
Volatility
LIBD vs. UUP - Volatility Comparison
LifeX 2065 Inflation-Protected Longevity Income ETF (LIBD) has a higher volatility of 1.96% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.29%. This indicates that LIBD'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
| LIBD | UUP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 1.29% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 5.78% | 4.29% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.93% | 5.96% | +1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.96% | 7.22% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.96% | 6.90% | +3.06% |
LIBD vs. UUP - Expense Ratio Comparison
LIBD has a 0.25% expense ratio, which is lower than UUP's 0.75% expense ratio.
Dividends
LIBD vs. UUP - Dividend Comparison
LIBD's dividend yield for the trailing twelve months is around 11.78%, more than UUP's 3.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
LIBD LifeX 2065 Inflation-Protected Longevity Income ETF | 11.78% | 13.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UUP Invesco DB US Dollar Index Bullish Fund | 3.24% | 3.43% | 4.48% | 6.44% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% |
Frequently Asked Questions
LIBD and UUP have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIBD has higher volatility (1.96%) compared to UUP (1.29%). In terms of maximum drawdown, LIBD dropped -7.31% vs UUP's -22.19%.
On 1-year performance, UUP leads with 8.70% vs -0.58% for LIBD. On fees, LIBD is cheaper at 0.25% per year. On volatility, UUP has been the lower-risk option at 1.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, UUP has performed better with a 8.70% return vs -0.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LIBD is cheaper with a 0.25% expense ratio, compared with 0.75% for UUP.
LIBD has the higher dividend yield at 11.78%, compared with 3.24% for UUP.
LIBD is categorized as Inflation-Protected Bonds, while UUP is Currency. They also come from different issuers: Stone Ridge and Invesco. Their fees differ too: 0.25% for LIBD and 0.75% for UUP.
UUP currently has the higher Sharpe Ratio (1.51 vs -0.03), 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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