UUP vs. ARKK
Compare and contrast key facts about Invesco DB US Dollar Index Bullish Fund (UUP) and ARK Innovation ETF (ARKK).
UUP and ARKK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UUP is a passively managed fund by Invesco that tracks the performance of the Deutsche Bank Long US Dollar Index (USDX) Futures Index. It was launched on Feb 20, 2007. ARKK is an actively managed fund by ARK Investment Management. It was launched on Oct 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UUP or ARKK.
Performance
UUP vs. ARKK - Performance Comparison
Returns By Period
In the year-to-date period, UUP achieves a 11.04% return, which is significantly higher than ARKK's 2.08% return. Over the past 10 years, UUP has underperformed ARKK with an annualized return of 3.66%, while ARKK has yielded a comparatively higher 11.39% annualized return.
UUP
11.04%
3.65%
5.32%
8.62%
4.20%
3.66%
ARKK
2.08%
11.31%
17.62%
22.33%
2.74%
11.39%
Key characteristics
| UUP | ARKK | |
|---|---|---|
| Sharpe Ratio | 1.46 | 0.68 |
| Sortino Ratio | 2.20 | 1.15 |
| Omega Ratio | 1.26 | 1.14 |
| Calmar Ratio | 1.53 | 0.33 |
| Martin Ratio | 5.52 | 1.69 |
| Ulcer Index | 1.57% | 14.38% |
| Daily Std Dev | 5.95% | 35.74% |
| Max Drawdown | -22.19% | -80.91% |
| Current Drawdown | -0.10% | -65.29% |
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UUP vs. ARKK - Expense Ratio Comparison
Both UUP and ARKK have an expense ratio of 0.75%.
Correlation
The correlation between UUP and ARKK is -0.13. 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.
Risk-Adjusted Performance
UUP vs. ARKK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bullish Fund (UUP) and ARK Innovation ETF (ARKK). 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.
Dividends
UUP vs. ARKK - Dividend Comparison
UUP's dividend yield for the trailing twelve months is around 5.80%, while ARKK has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
UUP Invesco DB US Dollar Index Bullish Fund | 5.80% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% |
Drawdowns
UUP vs. ARKK - Drawdown Comparison
The maximum UUP drawdown since its inception was -22.19%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for UUP and ARKK. For additional features, visit the drawdowns tool.
Volatility
UUP vs. ARKK - Volatility Comparison
The current volatility for Invesco DB US Dollar Index Bullish Fund (UUP) is 2.38%, while ARK Innovation ETF (ARKK) has a volatility of 14.33%. This indicates that UUP experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.