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UUP vs. USDU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UUP vs. USDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB US Dollar Index Bullish Fund (UUP) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). The values are adjusted to include any dividend payments, if applicable.

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UUP vs. USDU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UUP
Invesco DB US Dollar Index Bullish Fund
2.77%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
2.05%-3.14%14.56%3.10%7.67%4.07%-5.43%1.54%5.40%-7.44%

Returns By Period

In the year-to-date period, UUP achieves a 2.77% return, which is significantly higher than USDU's 2.05% return. Over the past 10 years, UUP has outperformed USDU with an annualized return of 3.09%, while USDU has yielded a comparatively lower 2.72% annualized return.


UUP

1D
-0.71%
1M
2.58%
YTD
2.77%
6M
4.43%
1Y
0.66%
3Y*
4.64%
5Y*
5.20%
10Y*
3.09%

USDU

1D
-0.60%
1M
3.62%
YTD
2.05%
6M
3.61%
1Y
0.30%
3Y*
5.27%
5Y*
4.95%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UUP vs. USDU - Expense Ratio Comparison

UUP has a 0.75% expense ratio, which is higher than USDU's 0.51% expense ratio.


Return for Risk

UUP vs. USDU — Risk / Return Rank

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

UUP
UUP Risk / Return Rank: 1414
Overall Rank
UUP Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 1313
Sortino Ratio Rank
UUP Omega Ratio Rank: 1313
Omega Ratio Rank
UUP Calmar Ratio Rank: 1515
Calmar Ratio Rank
UUP Martin Ratio Rank: 1414
Martin Ratio Rank

USDU
USDU Risk / Return Rank: 1313
Overall Rank
USDU Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 1212
Sortino Ratio Rank
USDU Omega Ratio Rank: 1212
Omega Ratio Rank
USDU Calmar Ratio Rank: 1414
Calmar Ratio Rank
USDU Martin Ratio Rank: 1313
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. USDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bullish Fund (UUP) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). 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.


UUPUSDUDifference

Sharpe ratio

Return per unit of total volatility

0.09

0.04

+0.05

Sortino ratio

Return per unit of downside risk

0.17

0.11

+0.06

Omega ratio

Gain probability vs. loss probability

1.02

1.01

+0.01

Calmar ratio

Return relative to maximum drawdown

0.13

0.08

+0.05

Martin ratio

Return relative to average drawdown

0.24

0.14

+0.10

UUP vs. USDU - Sharpe Ratio Comparison

The current UUP Sharpe Ratio is 0.09, which is higher than the USDU Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of UUP and USDU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UUPUSDUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

0.04

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.75

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.36

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.44

-0.24

Correlation

The correlation between UUP and USDU is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UUP vs. USDU - Dividend Comparison

UUP's dividend yield for the trailing twelve months is around 3.34%, less than USDU's 3.75% yield.


TTM20252024202320222021202020192018201720162015
UUP
Invesco DB US Dollar Index Bullish Fund
3.34%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%0.00%0.00%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
3.75%3.83%3.97%6.99%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%

Drawdowns

UUP vs. USDU - Drawdown Comparison

The maximum UUP drawdown since its inception was -22.19%, which is greater than USDU's maximum drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for UUP and USDU.


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Drawdown Indicators


UUPUSDUDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-14.54%

-7.65%

Max Drawdown (1Y)

Largest decline over 1 year

-6.02%

-5.36%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-10.37%

-9.28%

-1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

-14.54%

+0.30%

Current Drawdown

Current decline from peak

-3.76%

-2.10%

-1.66%

Average Drawdown

Average peak-to-trough decline

-8.96%

-4.74%

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.95%

+0.25%

Volatility

UUP vs. USDU - Volatility Comparison

Invesco DB US Dollar Index Bullish Fund (UUP) has a higher volatility of 2.10% compared to WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) at 1.87%. This indicates that UUP's price experiences larger fluctuations and is considered to be riskier than USDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UUPUSDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

1.87%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

4.19%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

7.41%

6.86%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.24%

6.65%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.99%

7.49%

-0.50%