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USD=X vs. UUP
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. UUP - Performance Comparison

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

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USD=X vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.07%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%

Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

UUP

1D
0.47%
1M
1.46%
YTD
3.07%
6M
4.62%
1Y
1.27%
3Y*
4.90%
5Y*
5.26%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

USD=X vs. UUP — Risk / Return Rank

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

USD=X

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

USD=X vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. UUP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XUUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

Drawdowns

USD=X vs. UUP - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum UUP drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for USD=X and UUP.


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Drawdown Indicators


USD=XUUPDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-22.19%

+22.19%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-5.39%

+5.39%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-10.37%

+10.37%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-14.24%

+14.24%

Current Drawdown

Current decline from peak

0.00%

-3.48%

+3.48%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.95%

+8.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.85%

-2.85%

Volatility

USD=X vs. UUP - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Invesco DB US Dollar Index Bullish Fund (UUP) has a volatility of 2.10%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.10%

-2.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

4.20%

-4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

7.43%

-7.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

7.24%

-7.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

6.99%

-6.99%