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UUP vs. SGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UUP vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB US Dollar Index Bullish Fund (UUP) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 3.40% return, which is significantly higher than SGOV's 1.61% return.


UUP

1D
0.00%
1M
1.60%
YTD
3.40%
6M
3.41%
1Y
6.66%
3Y*
4.21%
5Y*
5.89%
10Y*
3.13%

SGOV

1D
0.02%
1M
0.30%
YTD
1.61%
6M
1.78%
1Y
3.95%
3Y*
4.71%
5Y*
3.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UUP vs. SGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UUP
Invesco DB US Dollar Index Bullish Fund
3.40%-4.99%13.50%3.63%9.46%5.73%-9.48%
SGOV
iShares 0-3 Month Treasury Bond ETF
1.61%4.24%5.27%5.12%1.58%0.04%0.04%

Correlation

The correlation between UUP and SGOV is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

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

0.05

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

0.02

Correlation (All Time)
Calculated using the full available price history since May 28, 2020

0.05

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Return for Risk

UUP vs. SGOV — Risk / Return Rank

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

UUP
UUP Risk / Return Rank: 3636
Overall Rank
UUP Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 3434
Sortino Ratio Rank
UUP Omega Ratio Rank: 3333
Omega Ratio Rank
UUP Calmar Ratio Rank: 4242
Calmar Ratio Rank
UUP Martin Ratio Rank: 3636
Martin Ratio Rank

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
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. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bullish Fund (UUP) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.


UUPSGOVDifference
Sharpe ratioReturn per unit of total volatility

-19.17

Sortino ratioReturn per unit of downside risk

-274.09

Omega ratioGain probability vs. loss probability

1.20

195.55

-194.35

Calmar ratioReturn relative to maximum drawdown

1.83

398.20

-396.36

Martin ratioReturn relative to average drawdown

4.89

4,461.98

-4,457.09

UUP vs. SGOV - Sharpe Ratio Comparison

The current UUP Sharpe Ratio is 1.11, which is lower than the SGOV Sharpe Ratio of 20.28. The chart below compares the historical Sharpe Ratios of UUP and SGOV, 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. SGOV - Drawdown Comparison

The maximum UUP drawdown since its inception was -22.19%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for UUP and SGOV.


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Drawdown Indicators


UUPSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-0.03%

-22.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

-0.01%

-3.64%

Max Drawdown (3Y)

Largest decline over 3 years

-10.05%

-0.01%

-10.04%

Max Drawdown (5Y)

Largest decline over 5 years

-10.37%

-0.03%

-10.34%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

Current Drawdown

Current decline from peak

-3.17%

0.00%

-3.17%

Average Drawdown

Average peak-to-trough decline

-8.91%

-0.00%

-8.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

0.00%

+1.36%

Volatility

UUP vs. SGOV - Volatility Comparison

Invesco DB US Dollar Index Bullish Fund (UUP) has a higher volatility of 1.24% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that UUP's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UUPSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

0.05%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

4.23%

0.13%

+4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

6.07%

0.20%

+5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

0.24%

+6.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.96%

0.24%

+6.72%

UUP vs. SGOV - Expense Ratio Comparison

UUP has a 0.75% expense ratio, which is higher than SGOV's 0.09% expense ratio.


Dividends

UUP vs. SGOV - Dividend Comparison

UUP's dividend yield for the trailing twelve months is around 3.32%, less than SGOV's 3.85% yield.


PositionTTM202520242023202220212020201920182017
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.32%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Frequently Asked Questions


UUP and SGOV have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UUP has higher volatility (1.24%) compared to SGOV (0.05%). In terms of maximum drawdown, UUP dropped -22.19% vs SGOV's -0.03%.

On 5-year performance, UUP leads with 5.89% vs 3.56% for SGOV. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UUP has performed better with a 5.89% return vs 3.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SGOV is cheaper with a 0.09% expense ratio, compared with 0.75% for UUP.

SGOV has the higher dividend yield at 3.85%, compared with 3.32% for UUP.

UUP is categorized as Currency, while SGOV is Ultrashort Bond. UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.75% for UUP and 0.09% for SGOV.

SGOV currently has the higher Sharpe Ratio (20.28 vs 1.11), 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 SGOV

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