USDU vs. ^DXY

Last updated Apr 3, 2026

Compare and contrast key facts about WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and US Dollar Currency Index (^DXY).

USDU is an actively managed fund by WisdomTree. It was launched on Dec 18, 2013.

Performance

USDU vs. ^DXY - Performance Comparison

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

USDU vs. ^DXY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
^DXY US Dollar Currency Index	1.69%	-9.37%	7.06%	-2.11%	7.87%	6.71%	-6.69%	0.22%	4.40%	-9.87%

Returns By Period

In the year-to-date period, USDU achieves a 2.13% return, which is significantly higher than ^DXY's 1.69% return. Over the past 10 years, USDU has outperformed ^DXY with an annualized return of 2.72%, while ^DXY has yielded a comparatively lower 0.56% annualized return.

USDU

• 1D: 0.27%
• 1M: 1.50%
• YTD: 2.13%
• 6M: 3.45%
• 1Y: 0.68%
• 3Y*: 5.49%
• 5Y*: 4.97%
• 10Y*: 2.72%

^DXY

• 1D: 0.33%
• 1M: 0.94%
• YTD: 1.69%
• 6M: 2.18%
• 1Y: -3.68%
• 3Y*: -0.69%
• 5Y*: 1.45%
• 10Y*: 0.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

USDU vs. ^DXY — Risk / Return Rank

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

USDU

USDU Risk / Return Rank: 13
USDU Sharpe Ratio Rank: 13
USDU Sortino Ratio Rank: 12
USDU Omega Ratio Rank: 12
USDU Calmar Ratio Rank: 13
USDU Martin Ratio Rank: 13

^DXY

^DXY Risk / Return Rank: 5
^DXY Sharpe Ratio Rank: 1
^DXY Sortino Ratio Rank: 1
^DXY Omega Ratio Rank: 1
^DXY Calmar Ratio Rank: 10
^DXY Martin Ratio Rank: 11

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.

USDU vs. ^DXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and US Dollar Currency Index (^DXY). 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.

	USDU	^DXY	Difference
Sharpe ratio Return per unit of total volatility	0.10	-0.51	+0.61
Sortino ratio Return per unit of downside risk	0.19	-0.65	+0.84
Omega ratio Gain probability vs. loss probability	1.02	0.92	+0.10
Calmar ratio Return relative to maximum drawdown	0.15	-0.16	+0.31
Martin ratio Return relative to average drawdown	0.28	-0.28	+0.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USDU vs. ^DXY - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 0.10, which is higher than the ^DXY Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of USDU and ^DXY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	USDU	^DXY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.10	-0.51	+0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.20	+0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.08	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	-0.08	+0.52

Correlation

The correlation between USDU and ^DXY is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

USDU vs. ^DXY - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum ^DXY drawdown of -45.13%. Use the drawdown chart below to compare losses from any high point for USDU and ^DXY.

Drawdown Indicators

	USDU	^DXY	Difference
Max Drawdown Largest peak-to-trough decline	-14.54%	-45.13%	+30.59%
Max Drawdown (1Y) Largest decline over 1 year	-5.36%	-6.82%	+1.46%
Max Drawdown (5Y) Largest decline over 5 years	-9.28%	-15.68%	+6.40%
Max Drawdown (10Y) Largest decline over 10 years	-14.54%	-15.68%	+1.14%
Current Drawdown Current decline from peak	-2.03%	-23.09%	+21.06%
Average Drawdown Average peak-to-trough decline	-4.74%	-28.18%	+23.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	3.18%	-0.32%

Volatility

USDU vs. ^DXY - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.85%, while US Dollar Currency Index (^DXY) has a volatility of 2.17%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than ^DXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USDU	^DXY	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.85%	2.17%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	4.20%	3.97%	+0.23%
Volatility (1Y) Calculated over the trailing 1-year period	6.85%	7.06%	-0.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.65%	7.00%	-0.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.49%	6.53%	+0.96%