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

Correlation

The correlation between UUP and USFR is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

UUP vs. USFR - 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 Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
46.31%
21.39%
UUP
USFR

Key characteristics

Sharpe Ratio

UUP:

-0.10

USFR:

15.36

Sortino Ratio

UUP:

-0.08

USFR:

46.67

Omega Ratio

UUP:

0.99

USFR:

11.82

Calmar Ratio

UUP:

-0.08

USFR:

81.14

Martin Ratio

UUP:

-0.23

USFR:

646.51

Ulcer Index

UUP:

3.08%

USFR:

0.01%

Daily Std Dev

UUP:

7.32%

USFR:

0.32%

Max Drawdown

UUP:

-22.19%

USFR:

-1.35%

Current Drawdown

UUP:

-7.77%

USFR:

0.00%

Returns By Period

In the year-to-date period, UUP achieves a -6.42% return, which is significantly lower than USFR's 1.39% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: UUP at 2.45% and USFR at 2.45%.


UUP

YTD

-6.42%

1M

-3.23%

6M

-1.87%

1Y

0.15%

5Y*

2.87%

10Y*

2.45%

USFR

YTD

1.39%

1M

0.31%

6M

2.26%

1Y

4.80%

5Y*

2.78%

10Y*

2.45%

*Annualized

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UUP vs. USFR - Expense Ratio Comparison

UUP has a 0.75% expense ratio, which is higher than USFR's 0.15% expense ratio.


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%
Expense ratio chart for USFR: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USFR: 0.15%

Risk-Adjusted Performance

UUP vs. USFR — 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

USFR
The Risk-Adjusted Performance Rank of USFR is 100100
Overall Rank
The Sharpe Ratio Rank of USFR is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of USFR is 100100
Sortino Ratio Rank
The Omega Ratio Rank of USFR is 100100
Omega Ratio Rank
The Calmar Ratio Rank of USFR is 100100
Calmar Ratio Rank
The Martin Ratio Rank of USFR is 100100
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. USFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bullish Fund (UUP) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). 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
USFR: 15.36
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
USFR: 46.67
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
USFR: 11.82
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
USFR: 81.14
The chart of Martin ratio for UUP, currently valued at -0.23, compared to the broader market0.0020.0040.0060.00
UUP: -0.23
USFR: 646.51

The current UUP Sharpe Ratio is -0.10, which is lower than the USFR Sharpe Ratio of 15.36. The chart below compares the historical Sharpe Ratios of UUP and USFR, 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 Ratio0.005.0010.0015.00December2025FebruaryMarchAprilMay
-0.10
15.36
UUP
USFR

Dividends

UUP vs. USFR - Dividend Comparison

UUP's dividend yield for the trailing twelve months is around 4.78%, which matches USFR's 4.77% yield.


TTM202420232022202120202019201820172016
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%0.00%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
4.77%5.17%5.12%1.78%0.02%0.40%2.08%1.67%1.03%0.29%

Drawdowns

UUP vs. USFR - Drawdown Comparison

The maximum UUP drawdown since its inception was -22.19%, which is greater than USFR's maximum drawdown of -1.35%. Use the drawdown chart below to compare losses from any high point for UUP and USFR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-7.77%
0
UUP
USFR

Volatility

UUP vs. USFR - Volatility Comparison

Invesco DB US Dollar Index Bullish Fund (UUP) has a higher volatility of 3.83% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.10%. This indicates that UUP's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%December2025FebruaryMarchAprilMay
3.83%
0.10%
UUP
USFR