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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.

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Returns By Period

In the year-to-date period, UUP achieves a 4.92% return, which is significantly higher than FXY's -3.20% return. Over the past 10 years, UUP has outperformed FXY with an annualized return of 3.20%, while FXY has yielded a comparatively lower -4.97% annualized return.


UUP

1D
0.21%
1M
2.12%
YTD
4.92%
6M
4.92%
1Y
7.04%
3Y*
4.78%
5Y*
5.90%
10Y*
3.20%

FXY

1D
-0.11%
1M
-1.58%
YTD
-3.20%
6M
-3.04%
1Y
-9.89%
3Y*
-4.26%
5Y*
-7.71%
10Y*
-4.97%
*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
4.92%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%
FXY
Invesco CurrencyShares® Japanese Yen Trust
-3.20%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 -0.75, 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

-0.75

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

-0.67

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 -0.75, meaning they now move in opposite directions more often than their long-term average.

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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: 3434
Overall Rank
UUP Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 3232
Sortino Ratio Rank
UUP Omega Ratio Rank: 3131
Omega Ratio Rank
UUP Calmar Ratio Rank: 4040
Calmar Ratio Rank
UUP Martin Ratio Rank: 3535
Martin Ratio Rank

FXY
FXY Risk / Return Rank: 11
Overall Rank
FXY Sharpe Ratio Rank: 00
Sharpe Ratio Rank
FXY Sortino Ratio Rank: 11
Sortino Ratio Rank
FXY Omega Ratio Rank: 11
Omega Ratio Rank
FXY Calmar Ratio Rank: 22
Calmar Ratio Rank
FXY Martin Ratio Rank: 22
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

1.21

0.81

+0.40

Calmar ratioReturn relative to maximum drawdown

1.94

-0.87

+2.80

Martin ratioReturn relative to average drawdown

5.26

-1.33

+6.58

UUP vs. FXY - Sharpe Ratio Comparison

The current UUP Sharpe Ratio is 1.17, which is higher than the FXY Sharpe Ratio of -1.21. 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.


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Drawdowns

UUP vs. FXY - Drawdown Comparison

The maximum UUP drawdown since its inception was -22.19%, smaller than the maximum FXY drawdown of -56.35%. Use the drawdown chart below to compare losses from any high point for UUP and FXY.


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Drawdown Indicators


UUPFXYDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-56.35%

+34.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

-11.45%

+7.80%

Max Drawdown (3Y)

Largest decline over 3 years

-10.05%

-15.73%

+5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-10.37%

-34.19%

+23.82%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

-41.27%

+27.03%

Current Drawdown

Current decline from peak

-1.75%

-56.35%

+54.60%

Average Drawdown

Average peak-to-trough decline

-8.90%

-27.80%

+18.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

7.47%

-6.11%

Volatility

UUP vs. FXY - Volatility Comparison

Invesco DB US Dollar Index Bullish Fund (UUP) has a higher volatility of 1.34% compared to Invesco CurrencyShares® Japanese Yen Trust (FXY) at 0.78%. This indicates that UUP's price experiences larger fluctuations and is considered to be riskier than FXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UUPFXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

0.78%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

5.61%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

6.08%

8.20%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

10.24%

-3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.96%

9.30%

-2.34%

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 -0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UUP has higher volatility (1.34%) compared to FXY (0.78%). In terms of maximum drawdown, UUP dropped -22.19% vs FXY's -56.35%.

On 10-year performance, UUP leads with 3.20% vs -4.97% for FXY. On fees, FXY is cheaper at 0.40% per year. On volatility, FXY has been the lower-risk option at 0.78%. 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 3.20% return vs -4.97%. 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 (1.17 vs -1.21), 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

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