USDU vs. EURUSD=X

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and EUR/USD (EURUSD=X).

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

Performance

USDU vs. EURUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and EUR/USD (EURUSD=X). The values are adjusted to include any dividend payments, if applicable.

USDU vs. EURUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund	1.86%	-3.14%	14.56%	3.10%	7.67%	4.07%	-5.43%	1.54%	5.40%	-7.44%
EURUSD=X EUR/USD	-1.77%	13.43%	-6.18%	3.16%	-6.01%	-6.81%	8.85%	-1.94%	-4.66%	14.14%

Returns By Period

In the year-to-date period, USDU achieves a 1.86% return, which is significantly higher than EURUSD=X's -1.77% return. Over the past 10 years, USDU has outperformed EURUSD=X with an annualized return of 2.70%, while EURUSD=X has yielded a comparatively lower 0.13% annualized return.

USDU

• 1D: -0.19%
• 1M: 1.66%
• YTD: 1.86%
• 6M: 3.49%
• 1Y: 0.52%
• 3Y*: 5.21%
• 5Y*: 4.91%
• 10Y*: 2.70%

EURUSD=X

• 1D: -0.45%
• 1M: -0.64%
• YTD: -1.77%
• 6M: -1.52%
• 1Y: 6.35%
• 3Y*: 1.93%
• 5Y*: -0.38%
• 10Y*: 0.13%

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

Return for Risk

USDU vs. EURUSD=X — Risk / Return Rank

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

USDU

USDU Risk / Return Rank: 12
USDU Sharpe Ratio Rank: 13
USDU Sortino Ratio Rank: 12
USDU Omega Ratio Rank: 11
USDU Calmar Ratio Rank: 12
USDU Martin Ratio Rank: 12

EURUSD=X

EURUSD=X Risk / Return Rank: 61
EURUSD=X Sharpe Ratio Rank: 72
EURUSD=X Sortino Ratio Rank: 74
EURUSD=X Omega Ratio Rank: 71
EURUSD=X Calmar Ratio Rank: 45
EURUSD=X Martin Ratio Rank: 42

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. EURUSD=X - Risk-Adjusted Trends 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	EURUSD=X	Difference
Sharpe ratio Return per unit of total volatility	0.08	0.71	-0.64
Sortino ratio Return per unit of downside risk	0.16	1.17	-1.01
Omega ratio Gain probability vs. loss probability	1.02	1.14	-0.12
Calmar ratio Return relative to maximum drawdown	0.02	-0.07	+0.09
Martin ratio Return relative to average drawdown	0.04	-0.18	+0.22
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. EURUSD=X - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 0.08, which is lower than the EURUSD=X Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of USDU and EURUSD=X, 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	EURUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.08	0.71	-0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	-0.05	+0.79
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.02	+0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	-0.07	+0.52

Correlation

The correlation between USDU and EURUSD=X is -0.76. 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.

Drawdowns

USDU vs. EURUSD=X - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum EURUSD=X drawdown of -40.01%. Use the drawdown chart below to compare losses from any high point for USDU and EURUSD=X.

Drawdown Indicators

	USDU	EURUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-14.54%	-40.01%	+25.47%
Max Drawdown (1Y) Largest decline over 1 year	-5.36%	-5.19%	-0.17%
Max Drawdown (5Y) Largest decline over 5 years	-9.28%	-21.68%	+12.40%
Max Drawdown (10Y) Largest decline over 10 years	-14.54%	-23.31%	+8.77%
Current Drawdown Current decline from peak	-2.29%	-27.85%	+25.56%
Average Drawdown Average peak-to-trough decline	-4.74%	-23.13%	+18.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	2.04%	+0.82%

Volatility

USDU vs. EURUSD=X - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.85%, while EUR/USD (EURUSD=X) has a volatility of 2.29%. 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.

Volatility by Period

	USDU	EURUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.85%	2.29%	-0.44%
Volatility (6M) Calculated over the trailing 6-month period	4.20%	4.20%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	6.86%	7.18%	-0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.65%	7.46%	-0.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.49%	7.21%	+0.28%