PowerShares DB US Dollar Index Bearish Fund (UDN)

Description

The investment seeks to track the performance of the Deutsche Bank Short USD Currency Portfolio Index. The UDN ETF contains constituents. It is focused on holdings in the region.

Price $17.04 as of 2022-10-20

Cost/Risk/Yield

Dividend yield
Expense ratio0.77%
Average spread0.059%
1Y roundtrip cost0.829%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-1.0%-0.2%-1.8%-4.8%1.6%-3.0%-1.1%-2.7%-3.4%-0.4%-16.9%
2021-0.8%-0.5%-2.6%2.1%1.4%-2.8%0.3%-0.7%-1.8%0.1%-2.0%0.0%-7.1%
2020-1.2%-0.7%-0.6%-0.2%0.6%0.8%4.1%1.1%-1.9%-0.1%2.1%2.2%6.2%
20190.5%-0.7%-1.2%-0.3%-0.3%1.7%-2.7%-0.2%-0.7%2.2%-1.0%1.7%-0.9%
20183.3%-1.7%0.5%-2.1%-2.5%-0.6%0.0%-0.7%-0.0%-2.0%-0.2%1.0%-5.0%
20172.6%-1.5%0.6%1.4%1.9%1.3%2.8%0.1%-0.6%-1.7%1.6%0.6%9.2%
2016-1.0%1.5%3.7%1.7%-3.0%-0.3%0.5%-0.6%0.6%-3.1%-3.5%-1.0%-4.3%
2015-5.2%-0.5%-4.1%3.9%-2.2%1.5%-1.7%1.4%-0.4%-0.8%-3.4%1.7%-9.9%
2014-1.5%2.0%-0.6%0.8%-1.1%0.8%-2.2%-1.7%-3.9%-1.2%-1.8%-2.5%-12.8%
20130.8%-3.7%-1.1%1.7%-2.1%0.1%2.1%-0.5%2.5%-0.1%-0.5%0.6%-0.4%
20121.5%0.6%0.1%0.3%-5.3%2.2%-1.2%1.8%1.5%-0.0%-0.2%0.4%1.6%
20111.5%1.1%1.3%3.8%-1.8%0.3%0.8%-0.3%-6.1%3.5%-2.5%-2.0%-0.5%
-0.6%-4.3%-5.7%8.2%-12.9%2.1%1.7%-2.9%-14.2%-3.7%-11.3%2.7%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20190.280.28
20180.270.27
20170.020.02
0.000.000.000.000.000.000.000.000.000.000.000.57

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

UDN EMLC FCG FXE ISHG ULE
Product namePowerShares DB US Dollar Index Bearish FundMarket Vectors J.P. Morgan EM Local Currency Bond ETFFirst Trust ISE-Revere Natural Gas Index FundGuggenheim CurrencyShares Euro Trust ETFiShares 1-3 Year International Treasury Bond ETFUltra Euro ETF
IssuerInvesco DBVanEckFirst TrustInvescoiSharesProShares
Price$17.04$22.67$26.44$90.3$63.86$9.49
Expense Ratio0.77%better0.3%better0.6%better0.4%better0.35%worse0.95%
Average Spread0.059%0.044%0.038%0.022%0.141%0.316%
AUM$49,250,500$2,662,340,000$702,168,000$220,694,000$60,445,600$2,393,010
Shares2,890,285117,438,85926,557,0292,444,013946,533252,161
Average Daily Volume171,1031,417,6571,549,543246,83516,59726,193
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2007-02-202010-07-222007-05-082005-12-092009-01-212008-11-25
Index TrackedDeutsche Bank Short USD Currency Portfolio IndexJ.P. Morgan Government Bond Index - Emerging Markets Global CoreISE-REVERE Natural Gas IndexUSD/EUR Exchange RateFTSE World Government Bond Index – Developed Markets 1-3 Years Capped Select IndexUSD/EUR Exchange Rate
CategoryCurrencyEmerging Markets BondsEnergy EquitiesCurrencyInternational Government BondsLeveraged Currency
Asset ClassCurrencyBondEquityCurrencyBondCurrency
Asset Class SizeLarge/Mid/Small Caps
Value or GrowthBlend
RegionNorth America
CountriesU.S.BroadU.S.BroadBroadBroad
Annual Dividend Rate$0$1.395$0.636$0$1.008$0
Annual Dividend Yield0.000%0.062%0.024%0.000%0.016%0.000%
Number of Holdings0410
YTD Return-15.81%-17.46%57.13%-14.62%-18.29%-28.81%
Beta-0.32-0.51-1.53-0.34-0.32-0.80
Upside Beta0.050.090.230.030.090.14
Downside Beta0.050.150.480.000.040.19
Volatility 1Y8.35%12.44%45.05%9.13%8.48%18.55%
Sharpe Ratio 3Y-1.69-1.221.92-1.48-1.88-1.31
Treynor Ratio 3Y0.020.02-0.040.020.030.02

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew