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UUP vs. FXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UUP vs. FXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB US Dollar Index Bullish Fund (UUP) and Invesco CurrencyShares® Euro Currency Trust (FXE). 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 5.25% return, which is significantly higher than FXE's -2.81% return. Over the past 10 years, UUP has outperformed FXE with an annualized return of 3.23%, while FXE has yielded a comparatively lower 0.23% annualized return.


UUP

1D
0.32%
1M
2.45%
YTD
5.25%
6M
5.61%
1Y
7.81%
3Y*
4.89%
5Y*
5.98%
10Y*
3.23%

FXE

1D
-0.38%
1M
-1.87%
YTD
-2.81%
6M
-3.08%
1Y
-1.02%
3Y*
3.01%
5Y*
-0.19%
10Y*
0.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UUP vs. FXE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UUP
Invesco DB US Dollar Index Bullish Fund
5.25%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%
FXE
Invesco CurrencyShares® Euro Currency Trust
-2.81%14.52%-4.18%4.87%-6.57%-7.83%7.94%-2.90%-5.30%13.05%

Correlation

The correlation between UUP and FXE is -0.97, 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

-0.97

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

-0.96

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

-0.96

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

-0.95

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2007

-0.95

The correlation between UUP and FXE has been stable across timeframes, ranging from -0.97 to -0.95 - a consistent structural relationship.

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Return for Risk

UUP vs. FXE — Risk / Return Rank

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

UUP
UUP Risk / Return Rank: 3939
Overall Rank
UUP Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 3737
Sortino Ratio Rank
UUP Omega Ratio Rank: 3636
Omega Ratio Rank
UUP Calmar Ratio Rank: 4545
Calmar Ratio Rank
UUP Martin Ratio Rank: 3939
Martin Ratio Rank

FXE
FXE Risk / Return Rank: 77
Overall Rank
FXE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FXE Sortino Ratio Rank: 66
Sortino Ratio Rank
FXE Omega Ratio Rank: 66
Omega Ratio Rank
FXE Calmar Ratio Rank: 77
Calmar Ratio Rank
FXE Martin Ratio Rank: 77
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. FXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bullish Fund (UUP) and Invesco CurrencyShares® Euro Currency Trust (FXE). 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.


UUPFXEDifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+2.06

Omega ratioGain probability vs. loss probability

1.23

0.98

+0.25

Calmar ratioReturn relative to maximum drawdown

2.15

-0.20

+2.35

Martin ratioReturn relative to average drawdown

5.90

-0.45

+6.35

UUP vs. FXE - Sharpe Ratio Comparison

The current UUP Sharpe Ratio is 1.30, which is higher than the FXE Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of UUP and FXE, 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. FXE - Drawdown Comparison

The maximum UUP drawdown since its inception was -22.19%, smaller than the maximum FXE drawdown of -43.33%. Use the drawdown chart below to compare losses from any high point for UUP and FXE.


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Drawdown Indicators


UUPFXEDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-43.33%

+21.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

-5.17%

+1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-10.05%

-8.12%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-10.37%

-20.61%

+10.24%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

-26.46%

+12.22%

Current Drawdown

Current decline from peak

-1.44%

-29.31%

+27.87%

Average Drawdown

Average peak-to-trough decline

-8.90%

-22.32%

+13.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

2.28%

-0.94%

Volatility

UUP vs. FXE - Volatility Comparison

The current volatility for Invesco DB US Dollar Index Bullish Fund (UUP) is 1.35%, while Invesco CurrencyShares® Euro Currency Trust (FXE) has a volatility of 1.55%. This indicates that UUP experiences smaller price fluctuations and is considered to be less risky than FXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UUPFXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.55%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

4.41%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

6.07%

6.24%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

7.66%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.91%

7.27%

-0.36%

UUP vs. FXE - Expense Ratio Comparison

UUP has a 0.75% expense ratio, which is higher than FXE's 0.40% expense ratio.


Dividends

UUP vs. FXE - Dividend Comparison

UUP's dividend yield for the trailing twelve months is around 3.26%, more than FXE's 0.74% yield.


PositionTTM202520242023202220212020201920182017
FXE
Invesco CurrencyShares® Euro Currency Trust
0.74%0.94%2.28%1.49%0.01%0.00%0.00%0.00%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 FXE have a correlation of -0.97, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXE has higher volatility (1.55%) compared to UUP (1.35%). In terms of maximum drawdown, UUP dropped -22.19% vs FXE's -43.33%.

On 10-year performance, UUP leads with 3.23% vs 0.23% for FXE. On fees, FXE is cheaper at 0.40% per year. On volatility, UUP has been the lower-risk option at 1.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UUP has performed better with a 3.23% return vs 0.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXE is cheaper with a 0.40% expense ratio, compared with 0.75% for UUP.

UUP has the higher dividend yield at 3.26%, compared with 0.74% for FXE.

UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index, while FXE tracks Euro. Their fees differ too: 0.75% for UUP and 0.40% for FXE.

UUP currently has the higher Sharpe Ratio (1.30 vs -0.17), 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 FXE

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