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UDN vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDN vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB US Dollar Index Bearish Fund (UDN) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UDN achieves a -2.36% return, which is significantly lower than UGA's 64.09% return. Over the past 10 years, UDN has underperformed UGA with an annualized return of -0.45%, while UGA has yielded a comparatively higher 14.31% annualized return.


UDN

1D
-0.34%
1M
-2.04%
YTD
-2.36%
6M
-2.68%
1Y
-1.37%
3Y*
2.64%
5Y*
-0.72%
10Y*
-0.45%

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDN vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDN
Invesco DB US Dollar Index Bearish Fund
-2.36%12.37%-4.53%4.88%-7.96%-7.03%6.20%-0.97%-5.02%9.50%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between UDN and UGA is -0.28, 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

-0.28

Correlation (3Y)
Calculated over the trailing 3-year period

-0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2008

0.15

The correlation between UDN and UGA shifts across timeframes, from -0.28 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UDN vs. UGA — Risk / Return Rank

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

UDN
UDN Risk / Return Rank: 66
Overall Rank
UDN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UDN Sortino Ratio Rank: 66
Sortino Ratio Rank
UDN Omega Ratio Rank: 66
Omega Ratio Rank
UDN Calmar Ratio Rank: 66
Calmar Ratio Rank
UDN Martin Ratio Rank: 66
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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.

UDN vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bearish Fund (UDN) and United States Gasoline Fund LP (UGA). 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.


UDNUGADifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

0.97

1.30

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.28

3.17

-3.45

Martin ratioReturn relative to average drawdown

-0.60

9.39

-10.00

UDN vs. UGA - Sharpe Ratio Comparison

The current UDN Sharpe Ratio is -0.23, which is lower than the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of UDN and UGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UDN vs. UGA - Drawdown Comparison

The maximum UDN drawdown since its inception was -41.67%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for UDN and UGA.


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Drawdown Indicators


UDNUGADifference

Max Drawdown

Largest peak-to-trough decline

-41.67%

-86.59%

+44.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.91%

-18.96%

+14.05%

Max Drawdown (3Y)

Largest decline over 3 years

-8.59%

-26.68%

+18.09%

Max Drawdown (5Y)

Largest decline over 5 years

-20.82%

-38.11%

+17.29%

Max Drawdown (10Y)

Largest decline over 10 years

-25.72%

-75.89%

+50.17%

Current Drawdown

Current decline from peak

-28.97%

-18.05%

-10.92%

Average Drawdown

Average peak-to-trough decline

-20.63%

-36.69%

+16.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

6.43%

-4.15%

Volatility

UDN vs. UGA - Volatility Comparison

The current volatility for Invesco DB US Dollar Index Bearish Fund (UDN) is 1.37%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that UDN experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDNUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

9.24%

-7.87%

Volatility (6M)

Calculated over the trailing 6-month period

4.34%

30.57%

-26.23%

Volatility (1Y)

Calculated over the trailing 1-year period

6.05%

35.22%

-29.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.41%

34.45%

-27.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.86%

37.22%

-30.36%

UDN vs. UGA - Expense Ratio Comparison

UDN has a 0.77% expense ratio, which is higher than UGA's 0.75% expense ratio.


Dividends

UDN vs. UGA - Dividend Comparison

UDN's dividend yield for the trailing twelve months is around 3.01%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
UDN
Invesco DB US Dollar Index Bearish Fund
3.01%2.94%5.33%5.21%0.69%0.00%0.00%1.38%1.26%0.11%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UDN and UGA have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (9.24%) compared to UDN (1.37%). In terms of maximum drawdown, UDN dropped -41.67% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.31% vs -0.45% for UDN. On fees, UGA is cheaper at 0.75% per year. On volatility, UDN has been the lower-risk option at 1.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.31% return vs -0.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 0.77% for UDN.

UDN has the higher dividend yield at 3.01%, compared with 0.00% for UGA.

UDN is categorized as Currency, while UGA is Oil & Gas. UDN tracks Deutsche Bank Short USD Currency Portfolio Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Invesco and Concierge Technologies. Their fees differ too: 0.77% for UDN and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.73 vs -0.23), 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 UDN and UGA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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