FXF vs. USDU
Compare and contrast key facts about Invesco CurrencyShares® Swiss Franc Trust (FXF) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU).
FXF and USDU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXF is a passively managed fund by Invesco that tracks the performance of the Swiss Franc. It was launched on Jun 26, 2006. USDU is an actively managed fund by WisdomTree. It was launched on Dec 18, 2013.
Performance
FXF vs. USDU - Performance Comparison
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FXF vs. USDU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXF Invesco CurrencyShares® Swiss Franc Trust | -0.45% | 14.04% | -7.46% | 9.63% | -2.29% | -4.08% | 8.18% | 0.32% | -2.01% | 3.31% |
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 1.86% | -3.14% | 14.56% | 3.10% | 7.67% | 4.07% | -5.43% | 1.54% | 5.40% | -7.44% |
Returns By Period
In the year-to-date period, FXF achieves a -0.45% return, which is significantly lower than USDU's 1.86% return. Over the past 10 years, FXF has underperformed USDU with an annualized return of 1.02%, while USDU has yielded a comparatively higher 2.70% annualized return.
FXF
- 1D
- 0.62%
- 1M
- -1.96%
- YTD
- -0.45%
- 6M
- -0.01%
- 1Y
- 10.60%
- 3Y*
- 4.51%
- 5Y*
- 2.88%
- 10Y*
- 1.02%
USDU
- 1D
- -0.19%
- 1M
- 1.66%
- YTD
- 1.86%
- 6M
- 3.49%
- 1Y
- 0.52%
- 3Y*
- 5.21%
- 5Y*
- 4.91%
- 10Y*
- 2.70%
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FXF vs. USDU - Expense Ratio Comparison
FXF has a 0.40% expense ratio, which is lower than USDU's 0.51% expense ratio.
Return for Risk
FXF vs. USDU — Risk / Return Rank
FXF
USDU
FXF vs. USDU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Swiss Franc Trust (FXF) 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.
| FXF | USDU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.08 | +1.01 |
Sortino ratioReturn per unit of downside risk | 1.82 | 0.16 | +1.67 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.02 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 0.02 | +2.19 |
Martin ratioReturn relative to average drawdown | 5.49 | 0.04 | +5.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FXF | USDU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.08 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.74 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.36 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.44 | -0.27 |
Correlation
The correlation between FXF and USDU is -0.67. 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.
Dividends
FXF vs. USDU - Dividend Comparison
FXF has not paid dividends to shareholders, while USDU's dividend yield for the trailing twelve months is around 3.76%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXF Invesco CurrencyShares® Swiss Franc Trust | 0.00% | 0.00% | 0.03% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 3.76% | 3.83% | 3.97% | 6.99% | 7.83% | 0.00% | 0.69% | 3.06% | 0.88% | 0.00% | 0.00% | 6.48% |
Drawdowns
FXF vs. USDU - Drawdown Comparison
The maximum FXF drawdown since its inception was -35.58%, which is greater than USDU's maximum drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for FXF and USDU.
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Drawdown Indicators
| FXF | USDU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.58% | -14.54% | -21.04% |
Max Drawdown (1Y)Largest decline over 1 year | -4.82% | -5.36% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -13.03% | -9.28% | -3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -15.04% | -14.54% | -0.50% |
Current DrawdownCurrent decline from peak | -18.73% | -2.29% | -16.44% |
Average DrawdownAverage peak-to-trough decline | -20.87% | -4.74% | -16.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.86% | -0.91% |
Volatility
FXF vs. USDU - Volatility Comparison
Invesco CurrencyShares® Swiss Franc Trust (FXF) has a higher volatility of 2.11% compared to WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) at 1.85%. This indicates that FXF'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
| FXF | USDU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | 1.85% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 5.46% | 4.20% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.81% | 6.86% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.31% | 6.65% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.60% | 7.49% | +0.11% |