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RFG vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RFG vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap 400® Pure Growth ETF (RFG) 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, RFG achieves a 15.53% return, which is significantly higher than UUP's 5.44% return. Over the past 10 years, RFG has outperformed UUP with an annualized return of 9.73%, while UUP has yielded a comparatively lower 3.17% annualized return.


RFG

1D
-1.46%
1M
-4.63%
6M
8.87%
YTD
15.53%
1Y
22.62%
3Y*
15.72%
5Y*
7.22%
10Y*
9.73%

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)

RFG vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFG
Invesco S&P MidCap 400® Pure Growth ETF
15.53%8.80%17.80%16.42%-21.70%13.81%32.86%17.09%-13.98%20.46%
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 RFG and UUP is -0.28, 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

-0.28

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

-0.22

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

-0.29

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

-0.18

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2007

-0.18

The correlation between RFG and UUP shifts across timeframes, from -0.29 (5 years) to -0.18 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

RFG vs. UUP — Risk / Return Rank

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

RFG
RFG Risk / Return Rank: 4747
Overall Rank
RFG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
RFG Sortino Ratio Rank: 4141
Sortino Ratio Rank
RFG Omega Ratio Rank: 3838
Omega Ratio Rank
RFG Calmar Ratio Rank: 5555
Calmar Ratio Rank
RFG 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.

RFG vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400® Pure Growth ETF (RFG) 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.


RFGUUPDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratioReturn relative to maximum drawdown

2.18

2.28

-0.10

Martin ratioReturn relative to average drawdown

8.41

6.26

+2.15

RFG vs. UUP - Sharpe Ratio Comparison

The current RFG Sharpe Ratio is 1.16, which is comparable to the UUP Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of RFG 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

RFG vs. UUP - Drawdown Comparison

The maximum RFG drawdown since its inception was -51.93%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for RFG and UUP.


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Drawdown Indicators


RFGUUPDifference

Max Drawdown

Largest peak-to-trough decline

-51.93%

-22.19%

-29.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.41%

-3.65%

-6.76%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

-10.05%

-16.66%

Max Drawdown (5Y)

Largest decline over 5 years

-35.16%

-10.37%

-24.79%

Max Drawdown (10Y)

Largest decline over 10 years

-42.92%

-14.24%

-28.68%

Current Drawdown

Current decline from peak

-6.23%

-1.26%

-4.97%

Average Drawdown

Average peak-to-trough decline

-8.93%

-8.88%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

1.33%

+1.36%

Volatility

RFG vs. UUP - Volatility Comparison

Invesco S&P MidCap 400® Pure Growth ETF (RFG) has a higher volatility of 6.44% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.45%. This indicates that RFG'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


RFGUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

1.45%

+4.99%

Volatility (6M)

Calculated over the trailing 6-month period

15.84%

4.34%

+11.50%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

6.03%

+13.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.97%

7.22%

+15.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.06%

6.90%

+16.16%

RFG vs. UUP - Expense Ratio Comparison

RFG has a 0.35% expense ratio, which is lower than UUP's 0.75% expense ratio.


Dividends

RFG vs. UUP - Dividend Comparison

RFG's dividend yield for the trailing twelve months is around 0.15%, less than UUP's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
RFG
Invesco S&P MidCap 400® Pure Growth ETF
0.15%0.43%0.38%0.99%0.78%0.05%0.27%0.64%0.76%0.66%0.35%0.61%
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


RFG and UUP have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RFG has higher volatility (6.44%) compared to UUP (1.45%). In terms of maximum drawdown, RFG dropped -51.93% vs UUP's -22.19%.

On 10-year performance, RFG leads with 9.73% vs 3.17% for UUP. On fees, RFG is cheaper at 0.35% 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, RFG has performed better with a 9.73% return vs 3.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RFG is cheaper with a 0.35% expense ratio, compared with 0.75% for UUP.

UUP has the higher dividend yield at 3.25%, compared with 0.15% for RFG.

RFG is categorized as Small Cap Growth Equities, while UUP is Currency. RFG tracks S&P Mid Cap 400 Pure Growth, while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. Their fees differ too: 0.35% for RFG and 0.75% for UUP.

UUP currently has the higher Sharpe Ratio (1.38 vs 1.16), 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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