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

Correlation

The correlation between USDU and EURUSD=X is -0.19. 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

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.

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Key characteristics

Sharpe Ratio

USDU:

0.32

EURUSD=X:

0.67

Sortino Ratio

USDU:

0.58

EURUSD=X:

0.51

Omega Ratio

USDU:

1.07

EURUSD=X:

1.05

Calmar Ratio

USDU:

0.38

EURUSD=X:

0.01

Martin Ratio

USDU:

1.02

EURUSD=X:

0.53

Ulcer Index

USDU:

2.54%

EURUSD=X:

4.82%

Daily Std Dev

USDU:

6.61%

EURUSD=X:

6.98%

Max Drawdown

USDU:

-14.53%

EURUSD=X:

-39.98%

Current Drawdown

USDU:

-6.55%

EURUSD=X:

-28.93%

Returns By Period

In the year-to-date period, USDU achieves a -5.64% return, which is significantly lower than EURUSD=X's 9.76% return. Over the past 10 years, USDU has outperformed EURUSD=X with an annualized return of 2.09%, while EURUSD=X has yielded a comparatively lower 0.35% annualized return.


USDU

YTD

-5.64%

1M

-0.87%

6M

-3.89%

1Y

2.08%

3Y*

4.67%

5Y*

2.23%

10Y*

2.09%

EURUSD=X

YTD

9.76%

1M

0.29%

6M

9.05%

1Y

5.10%

3Y*

1.92%

5Y*

0.74%

10Y*

0.35%

*Annualized

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EUR/USD

Risk-Adjusted Performance

USDU vs. EURUSD=X — Risk-Adjusted Performance Rank

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

USDU
The Risk-Adjusted Performance Rank of USDU is 4141
Overall Rank
The Sharpe Ratio Rank of USDU is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of USDU is 3939
Sortino Ratio Rank
The Omega Ratio Rank of USDU is 3737
Omega Ratio Rank
The Calmar Ratio Rank of USDU is 4949
Calmar Ratio Rank
The Martin Ratio Rank of USDU is 4040
Martin Ratio Rank

EURUSD=X
The Risk-Adjusted Performance Rank of EURUSD=X is 6262
Overall Rank
The Sharpe Ratio Rank of EURUSD=X is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of EURUSD=X is 6464
Sortino Ratio Rank
The Omega Ratio Rank of EURUSD=X is 5858
Omega Ratio Rank
The Calmar Ratio Rank of EURUSD=X is 5050
Calmar Ratio Rank
The Martin Ratio Rank of EURUSD=X is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current USDU Sharpe Ratio is 0.32, which is lower than the EURUSD=X Sharpe Ratio of 0.67. 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.


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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 -39.98%. Use the drawdown chart below to compare losses from any high point for USDU and EURUSD=X. For additional features, visit the drawdowns tool.


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Volatility

USDU vs. EURUSD=X - Volatility Comparison

WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) has a higher volatility of 2.70% compared to EUR/USD (EURUSD=X) at 2.29%. This indicates that USDU's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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