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UUP vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UUP vs. FXF - 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® Swiss Franc Trust (FXF). 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 4.85% return, which is significantly higher than FXF's -2.40% return. Over the past 10 years, UUP has outperformed FXF with an annualized return of 3.11%, while FXF has yielded a comparatively lower 1.10% annualized return.


UUP

1D
0.32%
1M
1.47%
6M
3.32%
YTD
4.85%
1Y
7.20%
3Y*
5.70%
5Y*
5.69%
10Y*
3.11%

FXF

1D
-0.50%
1M
-2.01%
6M
-0.98%
YTD
-2.40%
1Y
-1.61%
3Y*
1.73%
5Y*
2.05%
10Y*
1.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UUP vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UUP
Invesco DB US Dollar Index Bullish Fund
4.85%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-2.40%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between UUP and FXF is -0.89, 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

-0.89

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

-0.81

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

-0.79

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

-0.80

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

-0.79

The correlation between UUP and FXF has been stable across timeframes, ranging from -0.89 to -0.79 - a consistent structural relationship.

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Return for Risk

UUP vs. FXF — Risk / Return Rank

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

UUP
UUP Risk / Return Rank: 4242
Overall Rank
UUP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 4040
Sortino Ratio Rank
UUP Omega Ratio Rank: 3838
Omega Ratio Rank
UUP Calmar Ratio Rank: 4848
Calmar Ratio Rank
UUP Martin Ratio Rank: 4242
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 77
Overall Rank
FXF Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 77
Sortino Ratio Rank
FXF Omega Ratio Rank: 77
Omega Ratio Rank
FXF Calmar Ratio Rank: 77
Calmar Ratio Rank
FXF 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. FXF - 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® Swiss Franc Trust (FXF). 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.


UUPFXFDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+2.00

Omega ratioGain probability vs. loss probability

1.22

0.97

+0.24

Calmar ratioReturn relative to maximum drawdown

1.98

-0.24

+2.22

Martin ratioReturn relative to average drawdown

5.43

-0.57

+6.00

UUP vs. FXF - Sharpe Ratio Comparison

The current UUP Sharpe Ratio is 1.20, which is higher than the FXF Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of UUP and FXF, 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. FXF - Drawdown Comparison

The maximum UUP drawdown since its inception was -22.19%, smaller than the maximum FXF drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for UUP and FXF.


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Drawdown Indicators


UUPFXFDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-35.58%

+13.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

-6.72%

+3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-10.05%

-8.52%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-10.37%

-11.99%

+1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

-15.04%

+0.80%

Current Drawdown

Current decline from peak

-1.82%

-20.33%

+18.51%

Average Drawdown

Average peak-to-trough decline

-8.87%

-20.83%

+11.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

2.83%

-1.50%

Volatility

UUP vs. FXF - Volatility Comparison

The current volatility for Invesco DB US Dollar Index Bullish Fund (UUP) is 1.59%, while Invesco CurrencyShares® Swiss Franc Trust (FXF) has a volatility of 2.02%. This indicates that UUP experiences smaller price fluctuations and is considered to be less risky than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UUPFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

2.02%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

4.39%

5.76%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

6.03%

7.44%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

8.32%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.90%

7.57%

-0.67%

UUP vs. FXF - Expense Ratio Comparison

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


Dividends

UUP vs. FXF - Dividend Comparison

UUP's dividend yield for the trailing twelve months is around 3.27%, while FXF has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%0.00%0.00%0.00%0.00%0.00%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.27%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Frequently Asked Questions


UUP and FXF have a correlation of -0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXF has higher volatility (2.02%) compared to UUP (1.59%). In terms of maximum drawdown, UUP dropped -22.19% vs FXF's -35.58%.

On 10-year performance, UUP leads with 3.11% vs 1.10% for FXF. On fees, FXF is cheaper at 0.40% per year. On volatility, UUP has been the lower-risk option at 1.59%. 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 3.11% return vs 1.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UUP has the higher dividend yield at 3.27%, compared with 0.00% for FXF.

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

UUP currently has the higher Sharpe Ratio (1.20 vs -0.22), 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 FXF

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