SLF vs. UUP
SLF (Sun Life Financial Inc.) is a stock, while UUP (Invesco DB US Dollar Index Bullish Fund) is Currency fund tracking the Deutsche Bank Long US Dollar Index (USDX) Futures Index. Over the past 10 years, SLF returned 14.44%/yr vs 3.27%/yr for UUP. Their -0.24 correlation means they have often moved in opposite directions in the past.
Performance
SLF vs. UUP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SLF achieves a 37.45% return, which is significantly higher than UUP's 5.14% return. Over the past 10 years, SLF has outperformed UUP with an annualized return of 14.44%, while UUP has yielded a comparatively lower 3.27% annualized return.
SLF
- 1D
- 1.37%
- 1M
- 7.93%
- 6M
- 36.50%
- YTD
- 37.45%
- 1Y
- 41.76%
- 3Y*
- 22.33%
- 5Y*
- 15.07%
- 10Y*
- 14.44%
- ALL TIME*
- 13.36%
UUP
- 1D
- -0.56%
- 1M
- 0.18%
- 6M
- 6.72%
- YTD
- 5.14%
- 1Y
- 6.60%
- 3Y*
- 5.07%
- 5Y*
- 5.88%
- 10Y*
- 3.27%
- ALL TIME*
- 1.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $46.77M | $41.33M | $50.22M | |
| $45.42M | $53.34M | $57.83M |
SLF vs. UUP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 37.45% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 42.69% | -16.37% | 11.18% |
UUP Invesco DB US Dollar Index Bullish Fund | 5.14% | -4.99% | 13.50% | 3.63% | 9.46% | 5.73% | -6.66% | 4.09% | 7.05% | -9.10% |
Correlation
The correlation between SLF and UUP is -0.27, 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. | -0.27 |
Correlation (3Y) Balances recent behavior with more history. | -0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.24 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2007 | -0.24 |
The correlation between SLF and UUP shifts across timeframes, from -0.35 (5 years) to -0.24 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SLF vs. UUP — Risk / Return Rank
SLF
UUP
SLF vs. UUP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) 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.
| SLF | UUP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.20 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 1.82 | +2.35 |
| Martin ratioReturn relative to average drawdown | 11.09 | 5.02 | +6.07 |
Loading charts...
Drawdowns
SLF vs. UUP - Drawdown Comparison
The maximum SLF drawdown since its inception was -78.60%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for SLF and UUP.
Loading charts...
Drawdown Indicators
| SLF | UUP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.60% | -22.19% | -56.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -3.65% | -6.41% |
Max Drawdown (3Y)Largest decline over 3 years | -14.91% | -10.05% | -4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -30.77% | -10.37% | -20.40% |
Max Drawdown (10Y)Largest decline over 10 years | -50.84% | -14.24% | -36.60% |
Current DrawdownCurrent decline from peak | 0.00% | -1.54% | +1.54% |
Average DrawdownAverage peak-to-trough decline | -16.79% | -8.86% | -7.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 1.32% | +2.46% |
Volatility
SLF vs. UUP - Volatility Comparison
Sun Life Financial Inc. (SLF) has a higher volatility of 4.41% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.36%. This indicates that SLF'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.
Loading charts...
Volatility by Period
| SLF | UUP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 1.36% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 14.42% | 4.02% | +10.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.75% | 5.88% | +13.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.39% | 7.22% | +12.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.68% | 6.89% | +15.79% |
Dividends
SLF vs. UUP - Dividend Comparison
SLF's dividend yield for the trailing twelve months is around 3.16%, less than UUP's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 3.16% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
UUP Invesco DB US Dollar Index Bullish Fund | 3.26% | 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
SLF and UUP have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLF has higher volatility (4.41%) compared to UUP (1.36%). In terms of maximum drawdown, SLF dropped -78.60% vs UUP's -22.19%.
SLF currently has the higher Sharpe Ratio (2.13 vs 1.13), 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.
Find the right allocation for SLF and UUP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer