EURUSD=X vs. USDU

In the year-to-date period, EURUSD=X achieves a 9.77% return, which is significantly higher than USDU's -5.64% return. Over the past 10 years, EURUSD=X has underperformed USDU with an annualized return of 0.43%, while USDU has yielded a comparatively higher 2.09% annualized return.

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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 current EURUSD=X Sharpe Ratio is 0.63, which is higher than the USDU Sharpe Ratio of 0.32. 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.

The maximum EURUSD=X drawdown since its inception was -39.98%, 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.

The current volatility for EUR/USD (EURUSD=X) is 2.26%, while WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) has a volatility of 2.70%. This indicates that EURUSD=X experiences smaller price fluctuations and is considered to be less risky than USDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.