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EURUSD=X vs. USDU
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EURUSD=X and USDU is 0.10, 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: 0.1

Performance

EURUSD=X vs. USDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EUR/USD (EURUSD=X) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-16.70%
41.90%
EURUSD=X
USDU

Key characteristics

Sharpe Ratio

EURUSD=X:

0.80

USDU:

0.33

Sortino Ratio

EURUSD=X:

1.31

USDU:

0.49

Omega Ratio

EURUSD=X:

1.13

USDU:

1.06

Calmar Ratio

EURUSD=X:

0.04

USDU:

0.31

Martin Ratio

EURUSD=X:

1.73

USDU:

1.04

Ulcer Index

EURUSD=X:

4.22%

USDU:

2.00%

Daily Std Dev

EURUSD=X:

7.41%

USDU:

6.24%

Max Drawdown

EURUSD=X:

-39.99%

USDU:

-14.53%

Current Drawdown

EURUSD=X:

-28.70%

USDU:

-6.34%

Returns By Period

In the year-to-date period, EURUSD=X achieves a 10.10% return, which is significantly higher than USDU's -5.42% return. Over the past 10 years, EURUSD=X has underperformed USDU with an annualized return of 0.24%, while USDU has yielded a comparatively higher 2.28% annualized return.


EURUSD=X

YTD

10.10%

1M

5.28%

6M

5.43%

1Y

6.60%

5Y*

1.32%

10Y*

0.24%

USDU

YTD

-5.42%

1M

-3.93%

6M

-0.93%

1Y

1.89%

5Y*

2.31%

10Y*

2.28%

*Annualized

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Risk-Adjusted Performance

EURUSD=X vs. USDU — Risk-Adjusted Performance Rank

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

EURUSD=X
The Risk-Adjusted Performance Rank of EURUSD=X is 7070
Overall Rank
The Sharpe Ratio Rank of EURUSD=X is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of EURUSD=X is 7777
Sortino Ratio Rank
The Omega Ratio Rank of EURUSD=X is 7171
Omega Ratio Rank
The Calmar Ratio Rank of EURUSD=X is 5151
Calmar Ratio Rank
The Martin Ratio Rank of EURUSD=X is 7676
Martin Ratio Rank

USDU
The Risk-Adjusted Performance Rank of USDU is 4444
Overall Rank
The Sharpe Ratio Rank of USDU is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of USDU is 4141
Sortino Ratio Rank
The Omega Ratio Rank of USDU is 3939
Omega Ratio Rank
The Calmar Ratio Rank of USDU is 4848
Calmar Ratio Rank
The Martin Ratio Rank of USDU is 4444
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.

EURUSD=X vs. USDU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EUR/USD (EURUSD=X) 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.


The chart of Sharpe ratio for EURUSD=X, currently valued at 0.80, compared to the broader market-1.000.001.002.00
EURUSD=X: 0.80
USDU: 0.53
The chart of Sortino ratio for EURUSD=X, currently valued at 1.31, compared to the broader market-1.000.001.002.003.004.00
EURUSD=X: 1.31
USDU: 0.74
The chart of Omega ratio for EURUSD=X, currently valued at 1.13, compared to the broader market1.001.502.002.50
EURUSD=X: 1.13
USDU: 1.09
The chart of Calmar ratio for EURUSD=X, currently valued at 0.05, compared to the broader market0.001.002.003.004.00
EURUSD=X: 0.05
USDU: 0.08
The chart of Martin ratio for EURUSD=X, currently valued at 1.73, compared to the broader market0.005.0010.0015.0020.0025.00
EURUSD=X: 1.73
USDU: 1.68

The current EURUSD=X Sharpe Ratio is 0.80, which is higher than the USDU Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of EURUSD=X 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.80
0.53
EURUSD=X
USDU

Drawdowns

EURUSD=X vs. USDU - Drawdown Comparison

The maximum EURUSD=X drawdown since its inception was -39.99%, which is greater than USDU's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and USDU. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.19%
-6.34%
EURUSD=X
USDU

Volatility

EURUSD=X vs. USDU - Volatility Comparison

EUR/USD (EURUSD=X) has a higher volatility of 4.00% compared to WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) at 3.30%. This indicates that EURUSD=X'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.


1.50%2.00%2.50%3.00%3.50%4.00%NovemberDecember2025FebruaryMarchApril
4.00%
3.30%
EURUSD=X
USDU