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SPDV vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDV vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM S&P 500 High Dividend Value ETF (SPDV) 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, SPDV achieves a 15.59% return, which is significantly higher than UUP's 5.44% return.


SPDV

1D
0.45%
1M
-0.40%
6M
11.54%
YTD
15.59%
1Y
22.33%
3Y*
15.42%
5Y*
9.67%
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)

SPDV vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPDV
AAM S&P 500 High Dividend Value ETF
15.59%10.90%14.40%5.45%-2.27%29.54%-6.09%20.46%-6.59%4.64%
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%-0.85%

Correlation

The correlation between SPDV and UUP is -0.24, 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

-0.24

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

-0.22

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

-0.29

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2017

-0.21

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Return for Risk

SPDV vs. UUP — Risk / Return Rank

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

SPDV
SPDV Risk / Return Rank: 7676
Overall Rank
SPDV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SPDV Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPDV Omega Ratio Rank: 7171
Omega Ratio Rank
SPDV Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPDV Martin Ratio Rank: 7474
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.

SPDV vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM S&P 500 High Dividend Value ETF (SPDV) 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.


SPDVUUPDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratioReturn relative to maximum drawdown

3.87

2.28

+1.59

Martin ratioReturn relative to average drawdown

10.82

6.26

+4.56

SPDV vs. UUP - Sharpe Ratio Comparison

The current SPDV Sharpe Ratio is 1.83, which is higher than the UUP Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of SPDV 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

SPDV vs. UUP - Drawdown Comparison

The maximum SPDV drawdown since its inception was -43.81%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for SPDV and UUP.


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Drawdown Indicators


SPDVUUPDifference

Max Drawdown

Largest peak-to-trough decline

-43.81%

-22.19%

-21.62%

Max Drawdown (1Y)

Largest decline over 1 year

-5.80%

-3.65%

-2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-18.62%

-10.05%

-8.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.31%

-10.37%

-10.94%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

Current Drawdown

Current decline from peak

-0.40%

-1.26%

+0.86%

Average Drawdown

Average peak-to-trough decline

-6.50%

-8.88%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.33%

+0.74%

Volatility

SPDV vs. UUP - Volatility Comparison

AAM S&P 500 High Dividend Value ETF (SPDV) has a higher volatility of 3.78% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.45%. This indicates that SPDV'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


SPDVUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

1.45%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

4.34%

+3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

6.03%

+6.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

7.22%

+8.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

6.90%

+13.33%

SPDV vs. UUP - Expense Ratio Comparison

SPDV has a 0.29% expense ratio, which is lower than UUP's 0.75% expense ratio.


Dividends

SPDV vs. UUP - Dividend Comparison

SPDV's dividend yield for the trailing twelve months is around 3.30%, more than UUP's 3.25% yield.


PositionTTM202520242023202220212020201920182017
SPDV
AAM S&P 500 High Dividend Value ETF
3.30%3.85%3.54%3.95%3.73%3.08%3.90%3.54%3.63%0.28%
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


SPDV and UUP have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPDV has higher volatility (3.78%) compared to UUP (1.45%). In terms of maximum drawdown, SPDV dropped -43.81% vs UUP's -22.19%.

On 5-year performance, SPDV leads with 9.67% vs 5.89% for UUP. On fees, SPDV is cheaper at 0.29% 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 5-year period, SPDV has performed better with a 9.67% return vs 5.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPDV is cheaper with a 0.29% expense ratio, compared with 0.75% for UUP.

SPDV has the higher dividend yield at 3.30%, compared with 3.25% for UUP.

SPDV is categorized as Dividend, while UUP is Currency. SPDV tracks S&P 500 Dividend and Free Cash Flow Yield Index, while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. They also come from different issuers: Advisors Asset Management and Invesco. Their fees differ too: 0.29% for SPDV and 0.75% for UUP.

SPDV currently has the higher Sharpe Ratio (1.83 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

Find the right allocation for SPDV and UUP

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