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BTAL vs. USDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTAL vs. USDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTAL achieves a -18.69% return, which is significantly lower than USDU's 2.56% return. Over the past 10 years, BTAL has underperformed USDU with an annualized return of -4.76%, while USDU has yielded a comparatively higher 2.77% annualized return.


BTAL

1D
-2.26%
1M
-2.66%
YTD
-18.69%
6M
-16.94%
1Y
-35.41%
3Y*
-12.18%
5Y*
-4.53%
10Y*
-4.76%

USDU

1D
-0.08%
1M
2.52%
YTD
2.56%
6M
2.09%
1Y
5.00%
3Y*
4.92%
5Y*
5.68%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTAL vs. USDU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
-18.69%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
2.56%-3.14%14.56%3.10%7.67%4.07%-5.43%1.54%5.40%-7.44%

Correlation

The correlation between BTAL and USDU is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

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

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2013

0.14

The correlation between BTAL and USDU shifts across timeframes, from 0.14 (all time) to 0.27 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BTAL vs. USDU — Risk / Return Rank

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

BTAL
BTAL Risk / Return Rank: 00
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 11
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
Martin Ratio Rank

USDU
USDU Risk / Return Rank: 2828
Overall Rank
USDU Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 2727
Sortino Ratio Rank
USDU Omega Ratio Rank: 2626
Omega Ratio Rank
USDU Calmar Ratio Rank: 3131
Calmar Ratio Rank
USDU Martin Ratio Rank: 2828
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.

BTAL vs. USDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) 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.


BTALUSDUDifference
Sharpe ratioReturn per unit of total volatility

-2.50

Sortino ratioReturn per unit of downside risk

-3.85

Omega ratioGain probability vs. loss probability

0.74

1.16

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.95

1.38

-2.32

Martin ratioReturn relative to average drawdown

-1.62

3.74

-5.36

BTAL vs. USDU - Sharpe Ratio Comparison

The current BTAL Sharpe Ratio is -1.61, which is lower than the USDU Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of BTAL and USDU, 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


BTALUSDUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.61

0.89

-2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.86

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.28

0.37

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.44

-0.68

Drawdowns

BTAL vs. USDU - Drawdown Comparison

The maximum BTAL drawdown since its inception was -50.28%, which is greater than USDU's maximum drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for BTAL and USDU.


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Drawdown Indicators


BTALUSDUDifference

Max Drawdown

Largest peak-to-trough decline

-50.28%

-14.54%

-35.74%

Max Drawdown (1Y)

Largest decline over 1 year

-37.50%

-3.64%

-33.86%

Max Drawdown (3Y)

Largest decline over 3 years

-45.16%

-7.73%

-37.43%

Max Drawdown (5Y)

Largest decline over 5 years

-45.16%

-9.28%

-35.88%

Max Drawdown (10Y)

Largest decline over 10 years

-50.28%

-14.54%

-35.74%

Current Drawdown

Current decline from peak

-49.32%

-1.62%

-47.70%

Average Drawdown

Average peak-to-trough decline

-21.98%

-4.72%

-17.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.90%

1.34%

+20.56%

Volatility

BTAL vs. USDU - Volatility Comparison

AGFiQ US Market Neutral Anti-Beta Fund (BTAL) has a higher volatility of 7.68% compared to WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) at 1.28%. This indicates that BTAL'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


BTALUSDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

1.28%

+6.40%

Volatility (6M)

Calculated over the trailing 6-month period

15.98%

4.36%

+11.62%

Volatility (1Y)

Calculated over the trailing 1-year period

22.07%

5.67%

+16.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.86%

6.63%

+12.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

7.46%

+9.83%

BTAL vs. USDU - Expense Ratio Comparison

BTAL has a 2.11% expense ratio, which is higher than USDU's 0.51% expense ratio.


Dividends

BTAL vs. USDU - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 3.06%, less than USDU's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.06%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%0.00%0.00%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
3.74%3.83%3.97%6.99%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%

Frequently Asked Questions


BTAL and USDU have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (7.68%) compared to USDU (1.28%). In terms of maximum drawdown, BTAL dropped -50.28% vs USDU's -14.54%.

On 10-year performance, USDU leads with 2.77% vs -4.76% for BTAL. On fees, USDU is cheaper at 0.51% per year. On volatility, USDU has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USDU has performed better with a 2.77% return vs -4.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USDU is cheaper with a 0.51% expense ratio, compared with 2.11% for BTAL.

USDU has the higher dividend yield at 3.74%, compared with 3.06% for BTAL.

BTAL is categorized as Long-Short, while USDU is Currency. They also come from different issuers: AGF and WisdomTree. Their fees differ too: 2.11% for BTAL and 0.51% for USDU.

USDU currently has the higher Sharpe Ratio (0.89 vs -1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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