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LIBD vs. USDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIBD vs. USDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeX 2065 Inflation-Protected Longevity Income ETF (LIBD) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LIBD achieves a -2.05% return, which is significantly lower than USDU's 3.95% return.


LIBD

1D
0.13%
1M
-3.63%
6M
-2.99%
YTD
-2.05%
1Y
-0.58%
3Y*
5Y*
10Y*
ALL TIME*
-1.74%

USDU

1D
0.07%
1M
0.30%
6M
4.77%
YTD
3.95%
1Y
6.83%
3Y*
5.77%
5Y*
5.39%
10Y*
2.77%
ALL TIME*
3.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$19.06K$13.20K$6.36K
$4.99M$9.10M$8.59M

LIBD vs. USDU - Yearly Performance Comparison


Correlation

The correlation between LIBD and USDU is -0.35, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.35

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2025

-0.27

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Return for Risk

LIBD vs. USDU — Risk / Return Rank

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

LIBD
LIBD Risk / Return Rank: 1111
Overall Rank
LIBD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LIBD Sortino Ratio Rank: 1111
Sortino Ratio Rank
LIBD Omega Ratio Rank: 1010
Omega Ratio Rank
LIBD Calmar Ratio Rank: 1212
Calmar Ratio Rank
LIBD Martin Ratio Rank: 1212
Martin Ratio Rank

USDU
USDU Risk / Return Rank: 5555
Overall Rank
USDU Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 5757
Sortino Ratio Rank
USDU Omega Ratio Rank: 5555
Omega Ratio Rank
USDU Calmar Ratio Rank: 5757
Calmar Ratio Rank
USDU Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LIBD vs. USDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeX 2065 Inflation-Protected Longevity Income ETF (LIBD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LIBDUSDUDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

1.00

1.24

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.04

1.99

-2.03

Martin ratioReturn relative to average drawdown

-0.08

5.54

-5.61

LIBD vs. USDU - Sharpe Ratio Comparison

The current LIBD Sharpe Ratio is -0.03, which is lower than the USDU Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of LIBD and USDU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LIBD vs. USDU - Drawdown Comparison

The maximum LIBD drawdown since its inception was -7.31%, smaller than the maximum USDU drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for LIBD and USDU.


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Drawdown Indicators


LIBDUSDUDifference

Max Drawdown

Largest peak-to-trough decline

-7.31%

-14.54%

+7.23%

Max Drawdown (1Y)

Largest decline over 1 year

-6.24%

-3.64%

-2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-7.73%

Max Drawdown (5Y)

Largest decline over 5 years

-9.28%

Max Drawdown (10Y)

Largest decline over 10 years

-14.54%

Current Drawdown

Current decline from peak

-6.12%

-0.28%

-5.84%

Average Drawdown

Average peak-to-trough decline

-3.42%

-4.68%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

1.30%

+1.98%

Volatility

LIBD vs. USDU - Volatility Comparison

LifeX 2065 Inflation-Protected Longevity Income ETF (LIBD) has a higher volatility of 1.96% compared to WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) at 0.93%. This indicates that LIBD'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


LIBDUSDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

0.93%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

4.30%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

7.93%

5.56%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.96%

6.59%

+3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.96%

7.41%

+2.55%

LIBD vs. USDU - Expense Ratio Comparison

LIBD has a 0.25% expense ratio, which is lower than USDU's 0.51% expense ratio.


Dividends

LIBD vs. USDU - Dividend Comparison

LIBD's dividend yield for the trailing twelve months is around 11.78%, more than USDU's 3.69% yield.


PositionTTM20252024202320222021202020192018201720162015
LIBD
LifeX 2065 Inflation-Protected Longevity Income ETF
11.78%13.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
3.69%3.83%3.97%6.99%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%

Frequently Asked Questions


LIBD and USDU have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LIBD has higher volatility (1.96%) compared to USDU (0.93%). In terms of maximum drawdown, LIBD dropped -7.31% vs USDU's -14.54%.

On 1-year performance, USDU leads with 6.83% vs -0.58% for LIBD. On fees, LIBD is cheaper at 0.25% per year. On volatility, USDU has been the lower-risk option at 0.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USDU has performed better with a 6.83% return vs -0.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LIBD is cheaper with a 0.25% expense ratio, compared with 0.51% for USDU.

LIBD has the higher dividend yield at 11.78%, compared with 3.69% for USDU.

LIBD is categorized as Inflation-Protected Bonds, while USDU is Currency. They also come from different issuers: Stone Ridge and WisdomTree. Their fees differ too: 0.25% for LIBD and 0.51% for USDU.

USDU currently has the higher Sharpe Ratio (1.30 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LIBD and USDU

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