PortfoliosLab logoPortfoliosLab logo
UUP vs. FXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UUP vs. FXY - 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® Japanese Yen Trust (FXY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UUP achieves a 4.85% return, which is significantly higher than FXY's -3.78% return. Over the past 10 years, UUP has outperformed FXY with an annualized return of 3.11%, while FXY has yielded a comparatively lower -4.66% 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%

FXY

1D
-0.14%
1M
-1.29%
6M
-2.61%
YTD
-3.78%
1Y
-9.38%
3Y*
-5.60%
5Y*
-7.98%
10Y*
-4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UUP vs. FXY - 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%
FXY
Invesco CurrencyShares® Japanese Yen Trust
-3.78%0.09%-10.93%-7.44%-12.75%-10.90%4.61%0.37%2.31%3.17%

Correlation

The correlation between UUP and FXY is -0.72, 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

-0.72

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

-0.66

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

-0.61

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

-0.58

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

-0.46

Over the past year, the inverse relationship between UUP and FXY has strengthened: their correlation has moved from -0.46 to -0.72, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UUP vs. FXY — 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

FXY
FXY Risk / Return Rank: 11
Overall Rank
FXY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FXY Sortino Ratio Rank: 11
Sortino Ratio Rank
FXY Omega Ratio Rank: 11
Omega Ratio Rank
FXY Calmar Ratio Rank: 11
Calmar Ratio Rank
FXY Martin Ratio Rank: 11
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. FXY - 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® Japanese Yen Trust (FXY). 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.


UUPFXYDifference
Sharpe ratioReturn per unit of total volatility

+2.38

Sortino ratioReturn per unit of downside risk

+3.48

Omega ratioGain probability vs. loss probability

1.22

0.81

+0.41

Calmar ratioReturn relative to maximum drawdown

1.98

-0.92

+2.90

Martin ratioReturn relative to average drawdown

5.43

-1.47

+6.91

UUP vs. FXY - Sharpe Ratio Comparison

The current UUP Sharpe Ratio is 1.20, which is higher than the FXY Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of UUP and FXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

UUP vs. FXY - Drawdown Comparison

The maximum UUP drawdown since its inception was -22.19%, smaller than the maximum FXY drawdown of -56.62%. Use the drawdown chart below to compare losses from any high point for UUP and FXY.


Loading charts...

Drawdown Indicators


UUPFXYDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-56.62%

+34.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

-10.21%

+6.56%

Max Drawdown (3Y)

Largest decline over 3 years

-10.05%

-15.73%

+5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-10.37%

-34.61%

+24.24%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

-41.64%

+27.40%

Current Drawdown

Current decline from peak

-1.82%

-56.61%

+54.79%

Average Drawdown

Average peak-to-trough decline

-8.87%

-27.90%

+19.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

6.37%

-5.04%

Volatility

UUP vs. FXY - Volatility Comparison

Invesco DB US Dollar Index Bullish Fund (UUP) and Invesco CurrencyShares® Japanese Yen Trust (FXY) have volatilities of 1.59% and 1.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UUPFXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

1.52%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

4.39%

5.47%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

6.03%

8.04%

-2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

10.23%

-3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.90%

9.17%

-2.27%

UUP vs. FXY - Expense Ratio Comparison

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


Dividends

UUP vs. FXY - Dividend Comparison

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


PositionTTM202520242023202220212020201920182017
FXY
Invesco CurrencyShares® Japanese Yen Trust
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
3.27%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Frequently Asked Questions


UUP and FXY have a correlation of -0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UUP has higher volatility (1.59%) compared to FXY (1.52%). In terms of maximum drawdown, UUP dropped -22.19% vs FXY's -56.62%.

On 10-year performance, UUP leads with 3.11% vs -4.66% for FXY. On fees, FXY is cheaper at 0.40% per year. Their volatility is very similar. 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 -4.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXY 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 FXY.

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

UUP currently has the higher Sharpe Ratio (1.20 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 FXY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer