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USDU vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USDU vs. DHS - Performance Comparison

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

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Returns By Period

In the year-to-date period, USDU achieves a 1.90% return, which is significantly lower than DHS's 9.88% return. Over the past 10 years, USDU has underperformed DHS with an annualized return of 2.72%, while DHS has yielded a comparatively higher 9.47% annualized return.


USDU

1D
0.23%
1M
1.27%
YTD
1.90%
6M
1.57%
1Y
4.16%
3Y*
4.53%
5Y*
5.49%
10Y*
2.72%

DHS

1D
-0.67%
1M
-0.16%
YTD
9.88%
6M
10.38%
1Y
20.55%
3Y*
16.39%
5Y*
10.59%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDU vs. DHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
1.90%-3.14%14.56%3.10%7.67%4.07%-5.43%1.54%5.40%-7.44%
DHS
WisdomTree US High Dividend Fund
9.88%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Correlation

The correlation between USDU and DHS is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.20

Correlation (3Y)
Calculated over the trailing 3-year period

-0.26

Correlation (5Y)
Calculated over the trailing 5-year period

-0.32

Correlation (10Y)
Calculated over the trailing 10-year period

-0.24

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2013

-0.21

The correlation between USDU and DHS shifts across timeframes, from -0.32 (5 years) to -0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

USDU vs. DHS — Risk / Return Rank

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

USDU
USDU Risk / Return Rank: 2222
Overall Rank
USDU Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 2121
Sortino Ratio Rank
USDU Omega Ratio Rank: 2020
Omega Ratio Rank
USDU Calmar Ratio Rank: 2424
Calmar Ratio Rank
USDU Martin Ratio Rank: 2424
Martin Ratio Rank

DHS
DHS Risk / Return Rank: 6262
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
DHS Omega Ratio Rank: 5757
Omega Ratio Rank
DHS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHS Martin Ratio Rank: 6565
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.

USDU vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and WisdomTree US High Dividend Fund (DHS). 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.


USDUDHSDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

1.13

1.35

-0.22

Calmar ratioReturn relative to maximum drawdown

1.15

3.28

-2.13

Martin ratioReturn relative to average drawdown

3.12

12.04

-8.92

USDU vs. DHS - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 0.74, which is lower than the DHS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of USDU and DHS, 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


USDUDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

2.06

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.77

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.59

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.41

+0.03

Drawdowns

USDU vs. DHS - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for USDU and DHS.


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Drawdown Indicators


USDUDHSDifference

Max Drawdown

Largest peak-to-trough decline

-14.54%

-67.25%

+52.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-6.30%

+2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-7.73%

-11.87%

+4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-9.28%

-15.28%

+6.00%

Max Drawdown (10Y)

Largest decline over 10 years

-14.54%

-37.35%

+22.81%

Current Drawdown

Current decline from peak

-2.25%

-2.60%

+0.35%

Average Drawdown

Average peak-to-trough decline

-4.72%

-9.55%

+4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

1.71%

-0.37%

Volatility

USDU vs. DHS - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.24%, while WisdomTree US High Dividend Fund (DHS) has a volatility of 2.88%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDUDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

2.88%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

4.31%

7.32%

-3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.66%

10.01%

-4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

13.89%

-7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

16.08%

-8.62%

USDU vs. DHS - Expense Ratio Comparison

USDU has a 0.51% expense ratio, which is higher than DHS's 0.38% expense ratio.


Dividends

USDU vs. DHS - Dividend Comparison

USDU's dividend yield for the trailing twelve months is around 3.76%, more than DHS's 3.35% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.35%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
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%

Frequently Asked Questions


USDU and DHS have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHS has higher volatility (2.88%) compared to USDU (1.24%). In terms of maximum drawdown, USDU dropped -14.54% vs DHS's -67.25%.

On 10-year performance, DHS leads with 9.47% vs 2.72% for USDU. On fees, DHS is cheaper at 0.38% per year. On volatility, USDU has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DHS has performed better with a 9.47% return vs 2.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DHS is cheaper with a 0.38% expense ratio, compared with 0.51% for USDU.

USDU has the higher dividend yield at 3.76%, compared with 3.35% for DHS.

USDU is categorized as Currency, while DHS is Large Cap Value Equities. Their fees differ too: 0.51% for USDU and 0.38% for DHS.

DHS currently has the higher Sharpe Ratio (2.06 vs 0.74), 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

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