UDN vs. COST
Compare and contrast key facts about Invesco DB US Dollar Index Bearish Fund (UDN) and Costco Wholesale Corporation (COST).
UDN is a passively managed fund by Invesco that tracks the performance of the Deutsche Bank Short USD Currency Portfolio Index. It was launched on Feb 20, 2007.
Performance
UDN vs. COST - Performance Comparison
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UDN vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UDN Invesco DB US Dollar Index Bearish Fund | -1.32% | 12.37% | -4.53% | 4.88% | -7.96% | -7.03% | 6.20% | -0.97% | -5.02% | 9.50% |
COST Costco Wholesale Corporation | 15.71% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Returns By Period
In the year-to-date period, UDN achieves a -1.32% return, which is significantly lower than COST's 15.71% return. Over the past 10 years, UDN has underperformed COST with an annualized return of -0.49%, while COST has yielded a comparatively higher 22.28% annualized return.
UDN
- 1D
- 0.67%
- 1M
- -2.23%
- YTD
- -1.32%
- 6M
- -1.54%
- 1Y
- 5.59%
- 3Y*
- 3.05%
- 5Y*
- -0.33%
- 10Y*
- -0.49%
COST
- 1D
- -0.02%
- 1M
- -1.42%
- YTD
- 15.71%
- 6M
- 7.95%
- 1Y
- 5.93%
- 3Y*
- 27.83%
- 5Y*
- 24.28%
- 10Y*
- 22.28%
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Return for Risk
UDN vs. COST — Risk / Return Rank
UDN
COST
UDN vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bearish Fund (UDN) and Costco Wholesale Corporation (COST). 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.
| UDN | COST | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.30 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.21 | 0.57 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.07 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 0.40 | +0.82 |
Martin ratioReturn relative to average drawdown | 2.94 | 0.80 | +2.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UDN | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.30 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 1.08 | -1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 1.02 | -1.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.59 | -0.69 |
Correlation
The correlation between UDN and COST is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
UDN vs. COST - Dividend Comparison
UDN's dividend yield for the trailing twelve months is around 2.98%, more than COST's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UDN Invesco DB US Dollar Index Bearish Fund | 2.98% | 2.94% | 5.33% | 5.21% | 0.69% | 0.00% | 0.00% | 1.38% | 1.26% | 0.11% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 0.52% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
Drawdowns
UDN vs. COST - Drawdown Comparison
The maximum UDN drawdown since its inception was -41.67%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for UDN and COST.
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Drawdown Indicators
| UDN | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.67% | -53.39% | +11.72% |
Max Drawdown (1Y)Largest decline over 1 year | -4.54% | -19.35% | +14.81% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -31.40% | +8.65% |
Max Drawdown (10Y)Largest decline over 10 years | -25.72% | -31.40% | +5.68% |
Current DrawdownCurrent decline from peak | -28.22% | -6.96% | -21.26% |
Average DrawdownAverage peak-to-trough decline | -20.55% | -13.40% | -7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 9.67% | -7.79% |
Volatility
UDN vs. COST - Volatility Comparison
The current volatility for Invesco DB US Dollar Index Bearish Fund (UDN) is 2.10%, while Costco Wholesale Corporation (COST) has a volatility of 4.41%. This indicates that UDN experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UDN | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 4.41% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 4.26% | 13.36% | -9.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.42% | 20.15% | -12.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.43% | 22.51% | -15.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.95% | 21.90% | -14.95% |