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UDN vs. USDU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UDN vs. USDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB US Dollar Index Bearish Fund (UDN) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). The values are adjusted to include any dividend payments, if applicable.

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UDN vs. USDU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDN
Invesco DB US Dollar Index Bearish Fund
-1.43%12.37%-4.53%4.88%-7.96%-7.03%6.20%-0.97%-5.02%9.50%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
2.13%-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, UDN achieves a -1.43% return, which is significantly lower than USDU's 2.13% return. Over the past 10 years, UDN has underperformed USDU with an annualized return of -0.50%, while USDU has yielded a comparatively higher 2.72% annualized return.


UDN

1D
-0.39%
1M
-1.15%
YTD
-1.43%
6M
-1.68%
1Y
3.41%
3Y*
2.82%
5Y*
-0.35%
10Y*
-0.50%

USDU

1D
0.27%
1M
1.62%
YTD
2.13%
6M
3.57%
1Y
2.29%
3Y*
5.49%
5Y*
4.97%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UDN vs. USDU - Expense Ratio Comparison

UDN has a 0.77% expense ratio, which is higher than USDU's 0.51% expense ratio.


Return for Risk

UDN vs. USDU — Risk / Return Rank

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

UDN
UDN Risk / Return Rank: 3232
Overall Rank
UDN Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
UDN Sortino Ratio Rank: 3636
Sortino Ratio Rank
UDN Omega Ratio Rank: 2828
Omega Ratio Rank
UDN Calmar Ratio Rank: 3636
Calmar Ratio Rank
UDN Martin Ratio Rank: 2727
Martin Ratio Rank

USDU
USDU Risk / Return Rank: 1212
Overall Rank
USDU Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 1212
Sortino Ratio Rank
USDU Omega Ratio Rank: 1111
Omega Ratio Rank
USDU Calmar Ratio Rank: 1212
Calmar Ratio Rank
USDU Martin Ratio Rank: 1111
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.

UDN vs. USDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bearish Fund (UDN) 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.


UDNUSDUDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.10

+0.61

Sortino ratio

Return per unit of downside risk

1.14

0.19

+0.95

Omega ratio

Gain probability vs. loss probability

1.13

1.02

+0.11

Calmar ratio

Return relative to maximum drawdown

1.23

0.15

+1.09

Martin ratio

Return relative to average drawdown

2.92

0.28

+2.65

UDN vs. USDU - Sharpe Ratio Comparison

The current UDN Sharpe Ratio is 0.71, which is higher than the USDU Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of UDN 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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Sharpe Ratios by Period


UDNUSDUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.10

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.75

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.36

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.44

-0.54

Correlation

The correlation between UDN and USDU is -0.83. 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

UDN vs. USDU - Dividend Comparison

UDN's dividend yield for the trailing twelve months is around 2.98%, less than USDU's 3.75% yield.


TTM20252024202320222021202020192018201720162015
UDN
Invesco DB US Dollar Index Bearish Fund
2.98%2.94%5.33%5.21%0.69%0.00%0.00%1.38%1.26%0.11%0.00%0.00%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
3.75%3.83%3.97%6.99%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%

Drawdowns

UDN vs. USDU - Drawdown Comparison

The maximum UDN drawdown since its inception was -41.67%, which is greater than USDU's maximum drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for UDN and USDU.


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Drawdown Indicators


UDNUSDUDifference

Max Drawdown

Largest peak-to-trough decline

-41.67%

-14.54%

-27.13%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-5.36%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-9.28%

-13.47%

Max Drawdown (10Y)

Largest decline over 10 years

-25.72%

-14.54%

-11.18%

Current Drawdown

Current decline from peak

-28.29%

-2.03%

-26.26%

Average Drawdown

Average peak-to-trough decline

-20.55%

-4.74%

-15.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

2.86%

-0.95%

Volatility

UDN vs. USDU - Volatility Comparison

Invesco DB US Dollar Index Bearish Fund (UDN) has a higher volatility of 2.08% compared to WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) at 1.85%. This indicates that UDN'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


UDNUSDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

1.85%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

4.28%

4.20%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

7.43%

6.85%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.43%

6.65%

+0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.95%

7.49%

-0.54%