PortfoliosLab logoPortfoliosLab logo
SPYX vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYX vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) and Invesco DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPYX achieves a 9.87% return, which is significantly higher than UUP's 5.44% return. Over the past 10 years, SPYX has outperformed UUP with an annualized return of 15.18%, while UUP has yielded a comparatively lower 3.17% annualized return.


SPYX

1D
-0.76%
1M
1.49%
6M
7.84%
YTD
9.87%
1Y
21.01%
3Y*
20.05%
5Y*
12.55%
10Y*
15.18%

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)

SPYX vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYX
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
9.87%17.87%25.46%26.38%-19.59%28.06%19.87%31.62%-4.26%23.25%
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 SPYX and UUP is -0.34, 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

-0.34

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

-0.19

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2015

-0.18

The correlation between SPYX and UUP shifts across timeframes, from -0.34 (1 year) to -0.18 (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

SPYX vs. UUP — Risk / Return Rank

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

SPYX
SPYX Risk / Return Rank: 6161
Overall Rank
SPYX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPYX Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPYX Omega Ratio Rank: 6363
Omega Ratio Rank
SPYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
SPYX Martin Ratio Rank: 6666
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.

SPYX vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) 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.


SPYXUUPDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

2.14

2.28

-0.13

Martin ratioReturn relative to average drawdown

9.38

6.26

+3.12

SPYX vs. UUP - Sharpe Ratio Comparison

The current SPYX Sharpe Ratio is 1.65, which is comparable to the UUP Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of SPYX 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.


Loading charts...

Drawdowns

SPYX vs. UUP - Drawdown Comparison

The maximum SPYX drawdown since its inception was -32.84%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for SPYX and UUP.


Loading charts...

Drawdown Indicators


SPYXUUPDifference

Max Drawdown

Largest peak-to-trough decline

-32.84%

-22.19%

-10.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.84%

-3.65%

-6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.74%

-10.05%

-8.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

-10.37%

-15.77%

Max Drawdown (10Y)

Largest decline over 10 years

-32.84%

-14.24%

-18.60%

Current Drawdown

Current decline from peak

-0.92%

-1.26%

+0.34%

Average Drawdown

Average peak-to-trough decline

-4.51%

-8.88%

+4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

1.33%

+0.91%

Volatility

SPYX vs. UUP - Volatility Comparison

State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) has a higher volatility of 4.06% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.45%. This indicates that SPYX'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


SPYXUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

1.45%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

4.34%

+5.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

6.03%

+6.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

7.22%

+9.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

6.90%

+11.10%

SPYX vs. UUP - Expense Ratio Comparison

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


Dividends

SPYX vs. UUP - Dividend Comparison

SPYX's dividend yield for the trailing twelve months is around 0.86%, less than UUP's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
SPYX
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
0.86%0.91%1.05%1.21%1.41%1.04%1.33%1.56%1.92%1.68%1.91%0.16%
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


SPYX 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.

SPYX has higher volatility (4.06%) compared to UUP (1.45%). In terms of maximum drawdown, SPYX dropped -32.84% vs UUP's -22.19%.

On 10-year performance, SPYX leads with 15.18% vs 3.17% for UUP. On fees, SPYX 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, SPYX has performed better with a 15.18% return vs 3.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPYX 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 0.86% for SPYX.

SPYX is categorized as S&P 500, while UUP is Currency. SPYX tracks S&P 500 Fossil Fuel Reserves Free Index, while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.20% for SPYX and 0.75% for UUP.

SPYX currently has the higher Sharpe Ratio (1.65 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 SPYX 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