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LRGF vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LRGF vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Multifactor ETF (LRGF) 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, LRGF achieves a 9.81% return, which is significantly higher than UUP's 5.44% return. Over the past 10 years, LRGF has outperformed UUP with an annualized return of 13.70%, while UUP has yielded a comparatively lower 3.17% annualized return.


LRGF

1D
-0.78%
1M
0.87%
6M
8.30%
YTD
9.81%
1Y
18.87%
3Y*
20.36%
5Y*
13.48%
10Y*
13.70%

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)

LRGF vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LRGF
iShares MSCI USA Multifactor ETF
9.81%16.48%26.59%25.85%-14.77%25.01%11.11%26.11%-9.66%21.13%
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 LRGF and UUP is -0.33, 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

-0.33

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

-0.24

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

-0.30

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

-0.18

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2015

-0.15

The correlation between LRGF and UUP shifts across timeframes, from -0.33 (1 year) to -0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LRGF vs. UUP — Risk / Return Rank

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

LRGF
LRGF Risk / Return Rank: 5555
Overall Rank
LRGF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
LRGF Sortino Ratio Rank: 5454
Sortino Ratio Rank
LRGF Omega Ratio Rank: 5454
Omega Ratio Rank
LRGF Calmar Ratio Rank: 5353
Calmar Ratio Rank
LRGF Martin Ratio Rank: 6060
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.

LRGF vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) 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.


LRGFUUPDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratioReturn relative to maximum drawdown

2.13

2.28

-0.15

Martin ratioReturn relative to average drawdown

8.37

6.26

+2.11

LRGF vs. UUP - Sharpe Ratio Comparison

The current LRGF Sharpe Ratio is 1.51, which is comparable to the UUP Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of LRGF 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

LRGF vs. UUP - Drawdown Comparison

The maximum LRGF drawdown since its inception was -36.03%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for LRGF and UUP.


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Drawdown Indicators


LRGFUUPDifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-22.19%

-13.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-3.65%

-5.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

-10.05%

-9.39%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-10.37%

-11.25%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

-14.24%

-21.79%

Current Drawdown

Current decline from peak

-1.33%

-1.26%

-0.07%

Average Drawdown

Average peak-to-trough decline

-4.52%

-8.88%

+4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.33%

+0.93%

Volatility

LRGF vs. UUP - Volatility Comparison

iShares MSCI USA Multifactor ETF (LRGF) has a higher volatility of 3.79% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.45%. This indicates that LRGF'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


LRGFUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

1.45%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

4.34%

+5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.62%

6.03%

+6.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

7.22%

+9.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

6.90%

+11.39%

LRGF vs. UUP - Expense Ratio Comparison

LRGF has a 0.20% expense ratio, which is lower than UUP's 0.75% expense ratio.


Dividends

LRGF vs. UUP - Dividend Comparison

LRGF's dividend yield for the trailing twelve months is around 1.08%, less than UUP's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
LRGF
iShares MSCI USA Multifactor ETF
1.08%1.16%1.23%1.49%1.78%1.05%1.35%1.76%3.27%1.68%1.56%0.83%
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


LRGF and UUP have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LRGF has higher volatility (3.79%) compared to UUP (1.45%). In terms of maximum drawdown, LRGF dropped -36.03% vs UUP's -22.19%.

On 10-year performance, LRGF leads with 13.70% vs 3.17% for UUP. On fees, LRGF is cheaper at 0.20% 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, LRGF has performed better with a 13.70% return vs 3.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LRGF is cheaper with a 0.20% expense ratio, compared with 0.75% for UUP.

UUP has the higher dividend yield at 3.25%, compared with 1.08% for LRGF.

LRGF is categorized as Large Cap Blend Equities, while UUP is Currency. LRGF tracks MSCI USA Diversified Multi-Factor, 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: 0.20% for LRGF and 0.75% for UUP.

LRGF currently has the higher Sharpe Ratio (1.51 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.

Portfolio Optimizer

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