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UDN vs. UUP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UDN vs. UUP - Performance Comparison

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

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UDN vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
UUP
Invesco DB US Dollar Index Bullish Fund
2.77%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%

Returns By Period

In the year-to-date period, UDN achieves a -1.32% return, which is significantly lower than UUP's 2.77% return. Over the past 10 years, UDN has underperformed UUP with an annualized return of -0.49%, while UUP has yielded a comparatively higher 3.09% 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%

UUP

1D
-0.71%
1M
2.58%
YTD
2.77%
6M
4.43%
1Y
0.66%
3Y*
4.64%
5Y*
5.20%
10Y*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UDN vs. UUP - Expense Ratio Comparison

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


Return for Risk

UDN vs. UUP — Risk / Return Rank

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

UDN
UDN Risk / Return Rank: 4242
Overall Rank
UDN Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UDN Sortino Ratio Rank: 4646
Sortino Ratio Rank
UDN Omega Ratio Rank: 3535
Omega Ratio Rank
UDN Calmar Ratio Rank: 5050
Calmar Ratio Rank
UDN Martin Ratio Rank: 3434
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 1414
Overall Rank
UUP Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 1313
Sortino Ratio Rank
UUP Omega Ratio Rank: 1313
Omega Ratio Rank
UUP Calmar Ratio Rank: 1515
Calmar Ratio Rank
UUP Martin Ratio Rank: 1414
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. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bearish Fund (UDN) 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.


UDNUUPDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.09

+0.67

Sortino ratio

Return per unit of downside risk

1.21

0.17

+1.04

Omega ratio

Gain probability vs. loss probability

1.14

1.02

+0.12

Calmar ratio

Return relative to maximum drawdown

1.22

0.13

+1.09

Martin ratio

Return relative to average drawdown

2.94

0.24

+2.70

UDN vs. UUP - Sharpe Ratio Comparison

The current UDN Sharpe Ratio is 0.76, which is higher than the UUP Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of UDN 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.


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Sharpe Ratios by Period


UDNUUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.09

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.72

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.44

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.20

-0.30

Correlation

The correlation between UDN and UUP is -0.97. 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.


Dividends

UDN vs. UUP - Dividend Comparison

UDN's dividend yield for the trailing twelve months is around 2.98%, less than UUP's 3.34% yield.


TTM202520242023202220212020201920182017
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%
UUP
Invesco DB US Dollar Index Bullish Fund
3.34%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Drawdowns

UDN vs. UUP - Drawdown Comparison

The maximum UDN drawdown since its inception was -41.67%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for UDN and UUP.


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Drawdown Indicators


UDNUUPDifference

Max Drawdown

Largest peak-to-trough decline

-41.67%

-22.19%

-19.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-6.02%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-10.37%

-12.38%

Max Drawdown (10Y)

Largest decline over 10 years

-25.72%

-14.24%

-11.48%

Current Drawdown

Current decline from peak

-28.22%

-3.76%

-24.46%

Average Drawdown

Average peak-to-trough decline

-20.55%

-8.96%

-11.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

3.20%

-1.32%

Volatility

UDN vs. UUP - Volatility Comparison

Invesco DB US Dollar Index Bearish Fund (UDN) and Invesco DB US Dollar Index Bullish Fund (UUP) have volatilities of 2.10% and 2.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDNUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

2.10%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.26%

4.17%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

7.42%

7.41%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.43%

7.24%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.95%

6.99%

-0.04%