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SZK vs. UUP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SZK and UUP is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

SZK vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Goods (SZK) and Invesco DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-98.40%
28.37%
SZK
UUP

Key characteristics

Sharpe Ratio

SZK:

-0.41

UUP:

-0.08

Sortino Ratio

SZK:

-0.44

UUP:

-0.05

Omega Ratio

SZK:

0.95

UUP:

0.99

Calmar Ratio

SZK:

-0.11

UUP:

-0.06

Martin Ratio

SZK:

-1.05

UUP:

-0.20

Ulcer Index

SZK:

10.40%

UUP:

2.86%

Daily Std Dev

SZK:

26.23%

UUP:

7.31%

Max Drawdown

SZK:

-99.40%

UUP:

-22.19%

Current Drawdown

SZK:

-99.23%

UUP:

-8.24%

Returns By Period

In the year-to-date period, SZK achieves a -6.23% return, which is significantly higher than UUP's -6.90% return. Over the past 10 years, SZK has underperformed UUP with an annualized return of -19.98%, while UUP has yielded a comparatively higher 2.39% annualized return.


SZK

YTD

-6.23%

1M

-0.75%

6M

-0.16%

1Y

-10.24%

5Y*

-20.73%

10Y*

-19.98%

UUP

YTD

-6.90%

1M

-4.10%

6M

-2.23%

1Y

-0.91%

5Y*

2.55%

10Y*

2.39%

*Annualized

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SZK vs. UUP - Expense Ratio Comparison

SZK has a 0.95% expense ratio, which is higher than UUP's 0.75% expense ratio.


Expense ratio chart for SZK: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SZK: 0.95%
Expense ratio chart for UUP: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UUP: 0.75%

Risk-Adjusted Performance

SZK vs. UUP — Risk-Adjusted Performance Rank

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

SZK
The Risk-Adjusted Performance Rank of SZK is 88
Overall Rank
The Sharpe Ratio Rank of SZK is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SZK is 77
Sortino Ratio Rank
The Omega Ratio Rank of SZK is 77
Omega Ratio Rank
The Calmar Ratio Rank of SZK is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SZK is 66
Martin Ratio Rank

UUP
The Risk-Adjusted Performance Rank of UUP is 1616
Overall Rank
The Sharpe Ratio Rank of UUP is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of UUP is 1414
Sortino Ratio Rank
The Omega Ratio Rank of UUP is 1414
Omega Ratio Rank
The Calmar Ratio Rank of UUP is 1717
Calmar Ratio Rank
The Martin Ratio Rank of UUP is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SZK vs. UUP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Goods (SZK) 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.


The chart of Sharpe ratio for SZK, currently valued at -0.41, compared to the broader market-1.000.001.002.003.004.00
SZK: -0.41
UUP: -0.08
The chart of Sortino ratio for SZK, currently valued at -0.44, compared to the broader market-2.000.002.004.006.008.00
SZK: -0.44
UUP: -0.05
The chart of Omega ratio for SZK, currently valued at 0.95, compared to the broader market0.501.001.502.002.50
SZK: 0.95
UUP: 0.99
The chart of Calmar ratio for SZK, currently valued at -0.11, compared to the broader market0.002.004.006.008.0010.0012.00
SZK: -0.11
UUP: -0.06
The chart of Martin ratio for SZK, currently valued at -1.05, compared to the broader market0.0020.0040.0060.00
SZK: -1.05
UUP: -0.20

The current SZK Sharpe Ratio is -0.41, which is lower than the UUP Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of SZK and UUP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.41
-0.08
SZK
UUP

Dividends

SZK vs. UUP - Dividend Comparison

SZK's dividend yield for the trailing twelve months is around 5.54%, more than UUP's 4.81% yield.


TTM20242023202220212020201920182017
SZK
ProShares UltraShort Consumer Goods
5.54%5.70%4.03%0.56%0.00%0.18%1.69%0.50%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
4.81%4.48%6.45%0.89%0.00%0.00%2.03%1.08%0.10%

Drawdowns

SZK vs. UUP - Drawdown Comparison

The maximum SZK drawdown since its inception was -99.40%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for SZK and UUP. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.23%
-8.24%
SZK
UUP

Volatility

SZK vs. UUP - Volatility Comparison

ProShares UltraShort Consumer Goods (SZK) has a higher volatility of 15.26% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 3.67%. This indicates that SZK'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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.26%
3.67%
SZK
UUP