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USDU vs. EURUSD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


USDUEURUSD=X
YTD Return6.33%-3.71%
1Y Return9.59%-2.74%
3Y Return (Ann)6.69%-3.77%
5Y Return (Ann)3.18%-1.06%
10Y Return (Ann)3.45%-2.50%
Sharpe Ratio1.75-0.54
Daily Std Dev5.73%6.34%
Max Drawdown-14.53%-57.54%
Current Drawdown0.00%-33.53%

Correlation

-0.50.00.51.0-0.8

The correlation between USDU and EURUSD=X is -0.75. 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.

Performance

USDU vs. EURUSD=X - Performance Comparison

In the year-to-date period, USDU achieves a 6.33% return, which is significantly higher than EURUSD=X's -3.71% return. Over the past 10 years, USDU has outperformed EURUSD=X with an annualized return of 3.45%, while EURUSD=X has yielded a comparatively lower -2.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%NovemberDecember2024FebruaryMarchApril
2.69%
0.49%
USDU
EURUSD=X

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WisdomTree Bloomberg U.S. Dollar Bullish Fund

EUR/USD

Risk-Adjusted Performance

USDU vs. EURUSD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and EUR/USD (EURUSD=X). 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
Sharpe ratio
The chart of Sharpe ratio for USDU, currently valued at 1.75, compared to the broader market0.002.004.001.75
Sortino ratio
The chart of Sortino ratio for USDU, currently valued at 2.49, compared to the broader market-2.000.002.004.006.008.0010.002.49
Omega ratio
The chart of Omega ratio for USDU, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for USDU, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.001.29
Martin ratio
The chart of Martin ratio for USDU, currently valued at 6.63, compared to the broader market0.0020.0040.0060.0080.006.63
EURUSD=X
Sharpe ratio
The chart of Sharpe ratio for EURUSD=X, currently valued at -0.54, compared to the broader market0.002.004.00-0.54
Sortino ratio
The chart of Sortino ratio for EURUSD=X, currently valued at -0.73, compared to the broader market-2.000.002.004.006.008.0010.00-0.73
Omega ratio
The chart of Omega ratio for EURUSD=X, currently valued at 0.92, compared to the broader market1.001.502.002.500.92
Calmar ratio
The chart of Calmar ratio for EURUSD=X, currently valued at -0.14, compared to the broader market0.002.004.006.008.0010.0012.00-0.14
Martin ratio
The chart of Martin ratio for EURUSD=X, currently valued at -0.95, compared to the broader market0.0020.0040.0060.0080.00-0.95

USDU vs. EURUSD=X - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 1.75, which is higher than the EURUSD=X Sharpe Ratio of -0.54. The chart below compares the 12-month rolling Sharpe Ratio of USDU and EURUSD=X.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
1.75
-0.54
USDU
EURUSD=X

Drawdowns

USDU vs. EURUSD=X - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.53%, smaller than the maximum EURUSD=X drawdown of -57.54%. Use the drawdown chart below to compare losses from any high point for USDU and EURUSD=X. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril0
-23.73%
USDU
EURUSD=X

Volatility

USDU vs. EURUSD=X - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.31%, while EUR/USD (EURUSD=X) has a volatility of 1.64%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%NovemberDecember2024FebruaryMarchApril
1.31%
1.64%
USDU
EURUSD=X