TUSD-USD vs. DUSB
TUSD-USD (TrueUSD) is a cryptocurrency, while DUSB (Dimensional Ultrashort Fixed Income ETF) is Ultrashort Bond fund actively managed by Dimensional. Over the past year, TUSD-USD returned -0.45% vs 4.15% for DUSB. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
TUSD-USD vs. DUSB - Performance Comparison
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Returns By Period
In the year-to-date period, TUSD-USD achieves a -0.09% return, which is significantly lower than DUSB's 2.33% return.
TUSD-USD
- 1D
- 0.02%
- 1M
- -0.26%
- 6M
- -0.24%
- YTD
- -0.09%
- 1Y
- -0.45%
- 3Y*
- 0.03%
- 5Y*
- -0.08%
- 10Y*
- —
- ALL TIME*
- -0.03%
DUSB
- 1D
- 0.08%
- 1M
- 0.37%
- 6M
- 1.90%
- YTD
- 2.33%
- 1Y
- 4.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.99M | $13.58M | $16.80M | |
TUSD-USD TrueUSD | $26.47M | $26.59M | $23.89M |
TUSD-USD vs. DUSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TUSD-USD TrueUSD | -0.09% | -2.00% | 0.96% | 1.19% |
DUSB Dimensional Ultrashort Fixed Income ETF | 2.33% | 4.53% | 5.60% | 1.79% |
Correlation
The correlation between TUSD-USD and DUSB is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023 | 0.05 |
The correlation between TUSD-USD and DUSB shifts across timeframes, from -0.05 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TUSD-USD vs. DUSB — Risk / Return Rank
TUSD-USD
DUSB
TUSD-USD vs. DUSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueUSD (TUSD-USD) and Dimensional Ultrashort Fixed Income ETF (DUSB). 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.
| TUSD-USD | DUSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -9.02 | ||
| Sortino ratioReturn per unit of downside risk | -20.72 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 4.36 | -3.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 42.38 | -42.44 |
| Martin ratioReturn relative to average drawdown | -0.10 | 224.49 | -224.60 |
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Drawdowns
TUSD-USD vs. DUSB - Drawdown Comparison
The maximum TUSD-USD drawdown since its inception was -13.32%, which is greater than DUSB's maximum drawdown of -0.29%. Use the drawdown chart below to compare losses from any high point for TUSD-USD and DUSB.
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Drawdown Indicators
| TUSD-USD | DUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.32% | -0.29% | -13.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -0.10% | -8.99% |
Max Drawdown (3Y)Largest decline over 3 years | -13.32% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.32% | — | — |
Current DrawdownCurrent decline from peak | -9.35% | 0.00% | -9.35% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -0.01% | -7.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 0.02% | +3.01% |
Volatility
TUSD-USD vs. DUSB - Volatility Comparison
TrueUSD (TUSD-USD) has a higher volatility of 0.18% compared to Dimensional Ultrashort Fixed Income ETF (DUSB) at 0.16%. This indicates that TUSD-USD's price experiences larger fluctuations and is considered to be riskier than DUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TUSD-USD | DUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.18% | 0.16% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 0.54% | 0.34% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 0.46% | +16.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.18% | 0.52% | +17.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.08% | 0.52% | +14.56% |
Frequently Asked Questions
TUSD-USD and DUSB have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TUSD-USD has higher volatility (0.18%) compared to DUSB (0.16%). In terms of maximum drawdown, TUSD-USD dropped -13.32% vs DUSB's -0.29%.
DUSB currently has the higher Sharpe Ratio (9.00 vs -0.02), 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.
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