UUP vs. GC=F

In the year-to-date period, UUP achieves a -6.97% return, which is significantly lower than GC=F's 27.71% return. Over the past 10 years, UUP has underperformed GC=F with an annualized return of 2.17%, while GC=F has yielded a comparatively higher 10.96% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bullish Fund (UUP) and Gold (GC=F). 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.

The current UUP Sharpe Ratio is -0.07, which is lower than the GC=F Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of UUP and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum UUP drawdown since its inception was -22.19%, smaller than the maximum GC=F drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for UUP and GC=F. For additional features, visit the drawdowns tool.

The current volatility for Invesco DB US Dollar Index Bullish Fund (UUP) is 2.72%, while Gold (GC=F) has a volatility of 7.75%. This indicates that UUP experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.