SYLD vs. UUP
SYLD (Cambria Shareholder Yield ETF) and UUP (Invesco DB US Dollar Index Bullish Fund) are both exchange-traded funds - SYLD is a Mid Cap Value Equities fund actively managed by Cambria, while UUP is a Currency fund tracking the Deutsche Bank Long US Dollar Index (USDX) Futures Index. SYLD is actively managed, while UUP is passively managed. Over the past 10 years, SYLD returned 13.25%/yr vs 3.17%/yr for UUP. At a correlation of -0.10, they often move in opposite directions. SYLD charges 0.59%/yr vs 0.75%/yr for UUP.
Performance
SYLD vs. UUP - Performance Comparison
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Returns By Period
In the year-to-date period, SYLD achieves a 18.12% return, which is significantly higher than UUP's 5.44% return. Over the past 10 years, SYLD has outperformed UUP with an annualized return of 13.25%, while UUP has yielded a comparatively lower 3.17% annualized return.
SYLD
- 1D
- 0.96%
- 1M
- 0.80%
- 6M
- 12.45%
- YTD
- 18.12%
- 1Y
- 22.95%
- 3Y*
- 11.71%
- 5Y*
- 8.10%
- 10Y*
- 13.25%
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%
SYLD vs. UUP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 18.12% | 3.94% | 3.37% | 16.46% | -6.14% | 48.59% | 13.61% | 26.98% | -13.51% | 20.03% |
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 SYLD and UUP is -0.19, 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 | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | -0.10 |
The correlation between SYLD and UUP shifts across timeframes, from -0.28 (5 years) to -0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SYLD vs. UUP — Risk / Return Rank
SYLD
UUP
SYLD vs. UUP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) 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.
| SYLD | UUP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.28 | +1.05 |
| Martin ratioReturn relative to average drawdown | 8.96 | 6.26 | +2.70 |
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Drawdowns
SYLD vs. UUP - Drawdown Comparison
The maximum SYLD drawdown since its inception was -45.36%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for SYLD and UUP.
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Drawdown Indicators
| SYLD | UUP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.36% | -22.19% | -23.17% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -3.65% | -3.28% |
Max Drawdown (3Y)Largest decline over 3 years | -26.62% | -10.05% | -16.57% |
Max Drawdown (5Y)Largest decline over 5 years | -26.62% | -10.37% | -16.25% |
Max Drawdown (10Y)Largest decline over 10 years | -45.36% | -14.24% | -31.12% |
Current DrawdownCurrent decline from peak | 0.00% | -1.26% | +1.26% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -8.88% | +3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 1.33% | +1.24% |
Volatility
SYLD vs. UUP - Volatility Comparison
Cambria Shareholder Yield ETF (SYLD) has a higher volatility of 3.87% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.45%. This indicates that SYLD'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
| SYLD | UUP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 1.45% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 4.34% | +5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 6.03% | +9.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.37% | 7.22% | +13.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.90% | 6.90% | +16.00% |
SYLD vs. UUP - Expense Ratio Comparison
SYLD has a 0.59% expense ratio, which is lower than UUP's 0.75% expense ratio.
Dividends
SYLD vs. UUP - Dividend Comparison
SYLD's dividend yield for the trailing twelve months is around 1.88%, less than UUP's 3.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 1.88% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
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
SYLD and UUP have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SYLD has higher volatility (3.87%) compared to UUP (1.45%). In terms of maximum drawdown, SYLD dropped -45.36% vs UUP's -22.19%.
On 10-year performance, SYLD leads with 13.25% vs 3.17% for UUP. On fees, SYLD is cheaper at 0.59% 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, SYLD has performed better with a 13.25% return vs 3.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SYLD is cheaper with a 0.59% expense ratio, compared with 0.75% for UUP.
UUP has the higher dividend yield at 3.25%, compared with 1.88% for SYLD.
SYLD is categorized as Mid Cap Value Equities, while UUP is Currency. They also come from different issuers: Cambria and Invesco. Their fees differ too: 0.59% for SYLD and 0.75% for UUP.
SYLD currently has the higher Sharpe Ratio (1.50 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.
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