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UUP vs. DBMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UUP vs. DBMF - Performance Comparison

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

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Returns By Period

In the year-to-date period, UUP achieves a 5.03% return, which is significantly lower than DBMF's 11.26% return.


UUP

1D
0.21%
1M
0.32%
6M
3.50%
YTD
5.03%
1Y
7.07%
3Y*
5.30%
5Y*
5.72%
10Y*
3.03%
ALL TIME*
1.69%

DBMF

1D
0.23%
1M
0.57%
6M
8.74%
YTD
11.26%
1Y
26.79%
3Y*
9.43%
5Y*
8.59%
10Y*
ALL TIME*
9.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UUP vs. DBMF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UUP
Invesco DB US Dollar Index Bullish Fund
5.03%-4.99%13.50%3.63%9.46%5.73%-6.66%1.11%
DBMF
iMGP DBi Managed Futures Strategy ETF
11.26%13.85%7.24%-8.94%21.61%11.49%1.80%10.51%

Correlation

The correlation between UUP and DBMF is -0.14, 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

-0.14

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

0.05

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

0.19

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.09

The correlation between UUP and DBMF shifts across timeframes, from -0.14 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UUP vs. DBMF — Risk / Return Rank

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

UUP
UUP Risk / Return Rank: 4545
Overall Rank
UUP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 4343
Sortino Ratio Rank
UUP Omega Ratio Rank: 4242
Omega Ratio Rank
UUP Calmar Ratio Rank: 5151
Calmar Ratio Rank
UUP Martin Ratio Rank: 4444
Martin Ratio Rank

DBMF
DBMF Risk / Return Rank: 8888
Overall Rank
DBMF Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 8282
Sortino Ratio Rank
DBMF Omega Ratio Rank: 9090
Omega Ratio Rank
DBMF Calmar Ratio Rank: 9292
Calmar Ratio Rank
DBMF Martin Ratio Rank: 9090
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.

UUP vs. DBMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bullish Fund (UUP) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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.


UUPDBMFDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.21

1.44

-0.22

Calmar ratioReturn relative to maximum drawdown

1.95

4.41

-2.46

Martin ratioReturn relative to average drawdown

5.37

14.93

-9.55

UUP vs. DBMF - Sharpe Ratio Comparison

The current UUP Sharpe Ratio is 1.18, which is lower than the DBMF Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of UUP and DBMF, 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

UUP vs. DBMF - Drawdown Comparison

The maximum UUP drawdown since its inception was -22.19%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for UUP and DBMF.


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Drawdown Indicators


UUPDBMFDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-20.39%

-1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

-6.10%

+2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-10.05%

-15.60%

+5.55%

Max Drawdown (5Y)

Largest decline over 5 years

-10.37%

-20.39%

+10.02%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

Current Drawdown

Current decline from peak

-1.64%

-1.03%

-0.61%

Average Drawdown

Average peak-to-trough decline

-8.87%

-6.50%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.80%

-0.47%

Volatility

UUP vs. DBMF - Volatility Comparison

The current volatility for Invesco DB US Dollar Index Bullish Fund (UUP) is 1.34%, while iMGP DBi Managed Futures Strategy ETF (DBMF) has a volatility of 2.69%. This indicates that UUP experiences smaller price fluctuations and is considered to be less risky than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UUPDBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

2.69%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

4.38%

10.05%

-5.67%

Volatility (1Y)

Calculated over the trailing 1-year period

6.02%

12.63%

-6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

12.45%

-5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.90%

12.37%

-5.47%

UUP vs. DBMF - Expense Ratio Comparison

UUP has a 0.75% expense ratio, which is lower than DBMF's 0.85% expense ratio.


Dividends

UUP vs. DBMF - Dividend Comparison

UUP's dividend yield for the trailing twelve months is around 3.26%, less than DBMF's 5.11% yield.


PositionTTM202520242023202220212020201920182017
DBMF
iMGP DBi Managed Futures Strategy ETF
5.11%5.91%5.75%2.91%7.72%10.38%0.86%9.35%0.00%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.26%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Frequently Asked Questions


UUP and DBMF have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBMF has higher volatility (2.69%) compared to UUP (1.34%). In terms of maximum drawdown, UUP dropped -22.19% vs DBMF's -20.39%.

On 5-year performance, DBMF leads with 8.59% vs 5.72% for UUP. On fees, UUP is cheaper at 0.75% per year. On volatility, UUP has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBMF has performed better with a 8.59% return vs 5.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UUP is cheaper with a 0.75% expense ratio, compared with 0.85% for DBMF.

DBMF has the higher dividend yield at 5.11%, compared with 3.26% for UUP.

UUP is categorized as Currency, while DBMF is Systematic Trend. They also come from different issuers: Invesco and iM Global Partners. Their fees differ too: 0.75% for UUP and 0.85% for DBMF.

DBMF currently has the higher Sharpe Ratio (2.13 vs 1.18), 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 UUP and DBMF

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