EURUSD=X vs. USDU
Compare and contrast key facts about EUR/USD (EURUSD=X) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU).
USDU is an actively managed fund by WisdomTree. It was launched on Dec 18, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EURUSD=X or USDU.
Key characteristics
| EURUSD=X | USDU | |
|---|---|---|
| YTD Return | 0.43% | 5.89% |
| 1Y Return | 3.39% | 4.30% |
| 3Y Return (Ann) | -2.15% | 6.51% |
| 5Y Return (Ann) | 0.10% | 2.63% |
| 10Y Return (Ann) | -1.48% | 3.19% |
| Sharpe Ratio | 0.85 | 0.94 |
| Daily Std Dev | 5.63% | 5.44% |
| Max Drawdown | -57.54% | -14.53% |
| Current Drawdown | -30.68% | -2.10% |
Correlation
The correlation between EURUSD=X and USDU is -0.75. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
EURUSD=X vs. USDU - Performance Comparison
In the year-to-date period, EURUSD=X achieves a 0.43% return, which is significantly lower than USDU's 5.89% return. Over the past 10 years, EURUSD=X has underperformed USDU with an annualized return of -1.48%, while USDU has yielded a comparatively higher 3.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Drawdowns
EURUSD=X vs. USDU - Drawdown Comparison
The maximum EURUSD=X drawdown since its inception was -57.54%, 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.
Volatility
EURUSD=X vs. USDU - Volatility Comparison
EUR/USD (EURUSD=X) has a higher volatility of 1.70% compared to WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) at 1.37%. 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.