FTGC vs. USDU
Compare and contrast key facts about First Trust Global Tactical Commodity Strategy Fund (FTGC) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU).
FTGC and USDU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTGC is an actively managed fund by First Trust. It was launched on Oct 23, 2013. 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: FTGC or USDU.
Key characteristics
| FTGC | USDU | |
|---|---|---|
| YTD Return | 7.11% | 10.16% |
| 1Y Return | 4.21% | 6.20% |
| 3Y Return (Ann) | 5.65% | 7.29% |
| 5Y Return (Ann) | 9.78% | 3.45% |
| 10Y Return (Ann) | 0.42% | 3.10% |
| Sharpe Ratio | 0.34 | 1.24 |
| Sortino Ratio | 0.56 | 1.83 |
| Omega Ratio | 1.06 | 1.23 |
| Calmar Ratio | 0.20 | 1.61 |
| Martin Ratio | 1.02 | 4.65 |
| Ulcer Index | 3.99% | 1.46% |
| Daily Std Dev | 11.84% | 5.45% |
| Max Drawdown | -59.47% | -14.53% |
| Current Drawdown | -13.28% | -0.14% |
Correlation
The correlation between FTGC and USDU is -0.32. 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
FTGC vs. USDU - Performance Comparison
In the year-to-date period, FTGC achieves a 7.11% return, which is significantly lower than USDU's 10.16% return. Over the past 10 years, FTGC has underperformed USDU with an annualized return of 0.42%, while USDU has yielded a comparatively higher 3.10% 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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FTGC vs. USDU - Expense Ratio Comparison
FTGC has a 0.95% expense ratio, which is higher than USDU's 0.51% expense ratio.
Risk-Adjusted Performance
FTGC vs. USDU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Global Tactical Commodity Strategy Fund (FTGC) 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.
Dividends
FTGC vs. USDU - Dividend Comparison
FTGC's dividend yield for the trailing twelve months is around 3.23%, less than USDU's 6.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 3.23% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% | 0.00% | 0.00% | 0.00% |
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 6.34% | 6.99% | 7.83% | 0.00% | 0.69% | 3.06% | 0.88% | 0.00% | 0.00% | 6.48% | 1.58% |
Drawdowns
FTGC vs. USDU - Drawdown Comparison
The maximum FTGC drawdown since its inception was -59.47%, which is greater than USDU's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for FTGC and USDU. For additional features, visit the drawdowns tool.
Volatility
FTGC vs. USDU - Volatility Comparison
First Trust Global Tactical Commodity Strategy Fund (FTGC) has a higher volatility of 3.96% compared to WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) at 1.98%. This indicates that FTGC'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.