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XTLT.TO vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTLT.TO vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares 20+ Year U.S. Treasury Bond Index ETF (XTLT.TO) and Invesco DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XTLT.TO is traded in CAD, while UUP is traded in USD. To make them comparable, the UUP values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XTLT.TO achieves a 0.91% return, which is significantly lower than UUP's 4.38% return.


XTLT.TO

1D
0.00%
1M
2.85%
YTD
0.91%
6M
-2.99%
1Y
5.60%
3Y*
-1.68%
5Y*
10Y*

UUP

1D
0.77%
1M
3.41%
YTD
4.38%
6M
2.32%
1Y
6.35%
3Y*
5.10%
5Y*
8.95%
10Y*
3.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTLT.TO vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023
XTLT.TO
iShares 20+ Year U.S. Treasury Bond Index ETF
0.91%-1.07%-1.47%-2.80%
UUP
Invesco DB US Dollar Index Bullish Fund
4.38%-9.34%23.25%2.60%

Correlation

The correlation between XTLT.TO and UUP is 0.06, 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

0.06

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2023

-0.00

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Return for Risk

XTLT.TO vs. UUP — Risk / Return Rank

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

XTLT.TO
XTLT.TO Risk / Return Rank: 1616
Overall Rank
XTLT.TO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XTLT.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
XTLT.TO Omega Ratio Rank: 1616
Omega Ratio Rank
XTLT.TO Calmar Ratio Rank: 1616
Calmar Ratio Rank
XTLT.TO Martin Ratio Rank: 1515
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 2424
Overall Rank
UUP Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 2222
Sortino Ratio Rank
UUP Omega Ratio Rank: 2121
Omega Ratio Rank
UUP Calmar Ratio Rank: 2828
Calmar Ratio Rank
UUP Martin Ratio Rank: 2626
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.

XTLT.TO vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year U.S. Treasury Bond Index ETF (XTLT.TO) and Invesco DB US Dollar Index Bullish Fund (UUP). 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.


XTLT.TOUUPDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.10

1.12

-0.02

Calmar ratioReturn relative to maximum drawdown

0.58

0.86

-0.29

Martin ratioReturn relative to average drawdown

1.26

2.31

-1.05

XTLT.TO vs. UUP - Sharpe Ratio Comparison

The current XTLT.TO Sharpe Ratio is 0.55, which is comparable to the UUP Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of XTLT.TO and UUP, 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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Sharpe Ratios by Period


XTLT.TOUUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.65

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.23

-0.32

Drawdowns

XTLT.TO vs. UUP - Drawdown Comparison

The maximum XTLT.TO drawdown since its inception was -21.04%, smaller than the maximum UUP drawdown of -29.55%. Use the drawdown chart below to compare losses from any high point for XTLT.TO and UUP.


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Drawdown Indicators


XTLT.TOUUPDifference

Max Drawdown

Largest peak-to-trough decline

-21.04%

-29.55%

+8.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-7.38%

-2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-16.07%

-15.22%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-15.22%

Max Drawdown (10Y)

Largest decline over 10 years

-28.63%

Current Drawdown

Current decline from peak

-9.60%

-6.95%

-2.65%

Average Drawdown

Average peak-to-trough decline

-8.98%

-12.71%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

2.76%

+1.69%

Volatility

XTLT.TO vs. UUP - Volatility Comparison

iShares 20+ Year U.S. Treasury Bond Index ETF (XTLT.TO) has a higher volatility of 3.14% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.70%. This indicates that XTLT.TO's price experiences larger fluctuations and is considered to be riskier than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTLT.TOUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

1.70%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

7.08%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

10.21%

9.80%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

12.36%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

12.07%

+2.10%

XTLT.TO vs. UUP - Expense Ratio Comparison

XTLT.TO has a 0.18% expense ratio, which is lower than UUP's 0.75% expense ratio.


Dividends

XTLT.TO vs. UUP - Dividend Comparison

XTLT.TO's dividend yield for the trailing twelve months is around 4.97%, more than UUP's 3.33% yield.


PositionTTM202520242023202220212020201920182017
UUP
Invesco DB US Dollar Index Bullish Fund
3.33%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%
XTLT.TO
iShares 20+ Year U.S. Treasury Bond Index ETF
4.97%4.60%4.17%2.85%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XTLT.TO and UUP have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XTLT.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XTLT.TO is cheaper with a 0.18% expense ratio, compared with 0.75% for UUP.

XTLT.TO is categorized as Government Bonds, while UUP is Currency. XTLT.TO tracks ICE U.S. Treasury 20+ Year Bond Index, while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for XTLT.TO and 0.75% for UUP.

Portfolio Optimizer

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