USDU vs. EPI
USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) and EPI (WisdomTree India Earnings Fund) are both exchange-traded funds - USDU is a Currency fund actively managed by WisdomTree, while EPI is a Asia Pacific Equities fund tracking the WisdomTree India Earnings Index. USDU is actively managed, while EPI is passively managed. Over the past 10 years, USDU returned 2.70%/yr vs 9.13%/yr for EPI. At a correlation of -0.25, they often move in opposite directions. USDU charges 0.51%/yr vs 0.84%/yr for EPI.
Performance
USDU vs. EPI - Performance Comparison
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Returns By Period
In the year-to-date period, USDU achieves a 1.78% return, which is significantly higher than EPI's -8.81% return. Over the past 10 years, USDU has underperformed EPI with an annualized return of 2.70%, while EPI has yielded a comparatively higher 9.13% annualized return.
USDU
- 1D
- -0.11%
- 1M
- 1.08%
- YTD
- 1.78%
- 6M
- 1.41%
- 1Y
- 4.48%
- 3Y*
- 4.54%
- 5Y*
- 5.47%
- 10Y*
- 2.70%
EPI
- 1D
- 1.34%
- 1M
- -2.38%
- YTD
- -8.81%
- 6M
- -7.60%
- 1Y
- -8.26%
- 3Y*
- 8.13%
- 5Y*
- 5.65%
- 10Y*
- 9.13%
USDU vs. EPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 1.78% | -3.14% | 14.56% | 3.10% | 7.67% | 4.07% | -5.43% | 1.54% | 5.40% | -7.44% |
EPI WisdomTree India Earnings Fund | -8.81% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 39.14% |
Correlation
The correlation between USDU and EPI is -0.30, 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 | -0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2013 | -0.25 |
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Return for Risk
USDU vs. EPI — Risk / Return Rank
USDU
EPI
USDU vs. EPI - 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 India Earnings Fund (EPI). 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 | EPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.92 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | -0.49 | +1.73 |
| Martin ratioReturn relative to average drawdown | 3.36 | -1.20 | +4.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USDU | EPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | -0.55 | +1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.35 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.45 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.14 | +0.30 |
Drawdowns
USDU vs. EPI - Drawdown Comparison
The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for USDU and EPI.
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Drawdown Indicators
| USDU | EPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -66.21% | +51.67% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -16.88% | +13.24% |
Max Drawdown (3Y)Largest decline over 3 years | -7.73% | -21.89% | +14.16% |
Max Drawdown (5Y)Largest decline over 5 years | -9.28% | -21.89% | +12.61% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | -50.29% | +35.75% |
Current DrawdownCurrent decline from peak | -2.36% | -16.72% | +14.36% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -18.65% | +13.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 6.91% | -5.57% |
Volatility
USDU vs. EPI - Volatility Comparison
The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.25%, while WisdomTree India Earnings Fund (EPI) has a volatility of 4.95%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USDU | EPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 4.95% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 4.31% | 12.85% | -8.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.63% | 14.97% | -9.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.62% | 16.21% | -9.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.46% | 20.35% | -12.89% |
USDU vs. EPI - Expense Ratio Comparison
USDU has a 0.51% expense ratio, which is lower than EPI's 0.84% expense ratio.
Dividends
USDU vs. EPI - Dividend Comparison
USDU's dividend yield for the trailing twelve months is around 3.76%, while EPI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | 0.00% | 0.00% | 0.27% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.05% | 1.20% |
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 EPI have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPI has higher volatility (4.95%) compared to USDU (1.25%). In terms of maximum drawdown, USDU dropped -14.54% vs EPI's -66.21%.
On 10-year performance, EPI leads with 9.13% vs 2.70% for USDU. On fees, USDU is cheaper at 0.51% per year. On volatility, USDU has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, EPI has performed better with a 9.13% return vs 2.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USDU is cheaper with a 0.51% expense ratio, compared with 0.84% for EPI.
USDU has the higher dividend yield at 3.76%, compared with 0.00% for EPI.
USDU is categorized as Currency, while EPI is Asia Pacific Equities. Their fees differ too: 0.51% for USDU and 0.84% for EPI.
USDU currently has the higher Sharpe Ratio (0.80 vs -0.55), 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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