UDN vs. KMB
Compare and contrast key facts about Invesco DB US Dollar Index Bearish Fund (UDN) and Kimberly-Clark Corporation (KMB).
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. KMB - Performance Comparison
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UDN vs. KMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UDN Invesco DB US Dollar Index Bearish Fund | -1.04% | 12.37% | -4.53% | 4.88% | -7.96% | -7.03% | 6.20% | -0.97% | -5.02% | 9.50% |
KMB Kimberly-Clark Corporation | -2.10% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 0.95% | 24.57% | -2.06% | 9.04% |
Returns By Period
In the year-to-date period, UDN achieves a -1.04% return, which is significantly higher than KMB's -2.10% return. Over the past 10 years, UDN has underperformed KMB with an annualized return of -0.46%, while KMB has yielded a comparatively higher 0.12% annualized return.
UDN
- 1D
- 0.28%
- 1M
- -0.99%
- YTD
- -1.04%
- 6M
- -1.26%
- 1Y
- 6.00%
- 3Y*
- 3.15%
- 5Y*
- -0.27%
- 10Y*
- -0.46%
KMB
- 1D
- 1.14%
- 1M
- -9.99%
- YTD
- -2.10%
- 6M
- -18.87%
- 1Y
- -28.75%
- 3Y*
- -6.54%
- 5Y*
- -3.01%
- 10Y*
- 0.12%
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Return for Risk
UDN vs. KMB — Risk / Return Rank
UDN
KMB
UDN vs. KMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bearish Fund (UDN) and Kimberly-Clark Corporation (KMB). 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 | KMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | -1.16 | +1.97 |
Sortino ratioReturn per unit of downside risk | 1.29 | -1.47 | +2.76 |
Omega ratioGain probability vs. loss probability | 1.15 | 0.79 | +0.36 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | -0.92 | +2.22 |
Martin ratioReturn relative to average drawdown | 3.10 | -1.49 | +4.59 |
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 | KMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | -1.16 | +1.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | -0.15 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.01 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.46 | -0.56 |
Correlation
The correlation between UDN and KMB is 0.11, 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. KMB - Dividend Comparison
UDN's dividend yield for the trailing twelve months is around 2.97%, less than KMB's 5.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UDN Invesco DB US Dollar Index Bearish Fund | 2.97% | 2.94% | 5.33% | 5.21% | 0.69% | 0.00% | 0.00% | 1.38% | 1.26% | 0.11% | 0.00% | 0.00% |
KMB Kimberly-Clark Corporation | 5.19% | 5.00% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% |
Drawdowns
UDN vs. KMB - Drawdown Comparison
The maximum UDN drawdown since its inception was -41.67%, which is greater than KMB's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for UDN and KMB.
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Drawdown Indicators
| UDN | KMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.67% | -36.97% | -4.70% |
Max Drawdown (1Y)Largest decline over 1 year | -4.54% | -30.70% | +26.16% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -31.73% | +8.98% |
Max Drawdown (10Y)Largest decline over 10 years | -25.72% | -31.73% | +6.01% |
Current DrawdownCurrent decline from peak | -28.02% | -30.86% | +2.84% |
Average DrawdownAverage peak-to-trough decline | -20.55% | -8.74% | -11.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 19.08% | -17.18% |
Volatility
UDN vs. KMB - Volatility Comparison
The current volatility for Invesco DB US Dollar Index Bearish Fund (UDN) is 2.08%, while Kimberly-Clark Corporation (KMB) has a volatility of 5.31%. This indicates that UDN experiences smaller price fluctuations and is considered to be less risky than KMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UDN | KMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.08% | 5.31% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 4.26% | 21.01% | -16.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.42% | 24.97% | -17.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.43% | 19.79% | -12.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.95% | 20.83% | -13.88% |