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UUP vs. TTT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UUP and TTT is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

UUP vs. TTT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB US Dollar Index Bullish Fund (UUP) and UltraPro Short 20+ Year Treasury (TTT). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%December2025FebruaryMarchAprilMay
45.24%
-77.04%
UUP
TTT

Key characteristics

Sharpe Ratio

UUP:

-0.10

TTT:

-0.18

Sortino Ratio

UUP:

-0.08

TTT:

0.04

Omega Ratio

UUP:

0.99

TTT:

1.00

Calmar Ratio

UUP:

-0.08

TTT:

-0.09

Martin Ratio

UUP:

-0.23

TTT:

-0.46

Ulcer Index

UUP:

3.08%

TTT:

17.06%

Daily Std Dev

UUP:

7.32%

TTT:

43.09%

Max Drawdown

UUP:

-22.19%

TTT:

-94.00%

Current Drawdown

UUP:

-7.77%

TTT:

-78.78%

Returns By Period

In the year-to-date period, UUP achieves a -6.42% return, which is significantly higher than TTT's -6.79% return. Over the past 10 years, UUP has outperformed TTT with an annualized return of 2.45%, while TTT has yielded a comparatively lower -6.06% annualized return.


UUP

YTD

-6.42%

1M

-3.23%

6M

-1.87%

1Y

0.15%

5Y*

2.87%

10Y*

2.45%

TTT

YTD

-6.79%

1M

10.25%

6M

4.59%

1Y

-4.98%

5Y*

25.84%

10Y*

-6.06%

*Annualized

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UUP vs. TTT - Expense Ratio Comparison

UUP has a 0.75% expense ratio, which is lower than TTT's 0.95% expense ratio.


Expense ratio chart for TTT: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TTT: 0.95%
Expense ratio chart for UUP: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UUP: 0.75%

Risk-Adjusted Performance

UUP vs. TTT — Risk-Adjusted Performance Rank

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

UUP
The Risk-Adjusted Performance Rank of UUP is 1414
Overall Rank
The Sharpe Ratio Rank of UUP is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of UUP is 1212
Sortino Ratio Rank
The Omega Ratio Rank of UUP is 1212
Omega Ratio Rank
The Calmar Ratio Rank of UUP is 1414
Calmar Ratio Rank
The Martin Ratio Rank of UUP is 1515
Martin Ratio Rank

TTT
The Risk-Adjusted Performance Rank of TTT is 1313
Overall Rank
The Sharpe Ratio Rank of TTT is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of TTT is 1515
Sortino Ratio Rank
The Omega Ratio Rank of TTT is 1515
Omega Ratio Rank
The Calmar Ratio Rank of TTT is 1313
Calmar Ratio Rank
The Martin Ratio Rank of TTT is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UUP vs. TTT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bullish Fund (UUP) and UltraPro Short 20+ Year Treasury (TTT). 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 chart of Sharpe ratio for UUP, currently valued at -0.10, compared to the broader market-1.000.001.002.003.004.00
UUP: -0.10
TTT: -0.18
The chart of Sortino ratio for UUP, currently valued at -0.08, compared to the broader market-2.000.002.004.006.008.00
UUP: -0.08
TTT: 0.04
The chart of Omega ratio for UUP, currently valued at 0.99, compared to the broader market0.501.001.502.002.50
UUP: 0.99
TTT: 1.00
The chart of Calmar ratio for UUP, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.0012.00
UUP: -0.08
TTT: -0.09
The chart of Martin ratio for UUP, currently valued at -0.23, compared to the broader market0.0020.0040.0060.00
UUP: -0.23
TTT: -0.46

The current UUP Sharpe Ratio is -0.10, which is higher than the TTT Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of UUP and TTT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.10
-0.18
UUP
TTT

Dividends

UUP vs. TTT - Dividend Comparison

UUP's dividend yield for the trailing twelve months is around 4.78%, less than TTT's 5.91% yield.


TTM20242023202220212020201920182017
UUP
Invesco DB US Dollar Index Bullish Fund
4.78%4.48%6.45%0.89%0.00%0.00%2.03%1.08%0.10%
TTT
UltraPro Short 20+ Year Treasury
5.91%4.86%12.15%0.34%0.00%0.29%1.88%0.44%0.00%

Drawdowns

UUP vs. TTT - Drawdown Comparison

The maximum UUP drawdown since its inception was -22.19%, smaller than the maximum TTT drawdown of -94.00%. Use the drawdown chart below to compare losses from any high point for UUP and TTT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-7.77%
-78.78%
UUP
TTT

Volatility

UUP vs. TTT - Volatility Comparison

The current volatility for Invesco DB US Dollar Index Bullish Fund (UUP) is 3.83%, while UltraPro Short 20+ Year Treasury (TTT) has a volatility of 17.02%. This indicates that UUP experiences smaller price fluctuations and is considered to be less risky than TTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
3.83%
17.02%
UUP
TTT