USDU vs. EURUSD=X
USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) is Currency fund actively managed by WisdomTree, while EURUSD=X (Euro / U.S. Dollar) is a currency. Over the past 10 years, USDU returned 2.77%/yr vs 0.37%/yr for EURUSD=X. Their -0.76 correlation means they have often moved in opposite directions in the past.
Performance
USDU vs. EURUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, USDU achieves a 2.71% return, which is significantly higher than EURUSD=X's -2.06% return. Over the past 10 years, USDU has outperformed EURUSD=X with an annualized return of 2.77%, while EURUSD=X has yielded a comparatively lower 0.37% annualized return.
USDU
- 1D
- 0.04%
- 1M
- -0.82%
- 6M
- 3.48%
- YTD
- 2.71%
- 1Y
- 4.24%
- 3Y*
- 4.91%
- 5Y*
- 5.31%
- 10Y*
- 2.77%
- ALL TIME*
- 3.21%
EURUSD=X
- 1D
- -0.20%
- 1M
- 0.58%
- 6M
- -2.43%
- YTD
- -2.06%
- 1Y
- -0.64%
- 3Y*
- 1.48%
- 5Y*
- -0.57%
- 10Y*
- 0.37%
- ALL TIME*
- -0.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EURUSD=X Euro / U.S. Dollar | $105.07K | $126.06K | $142.26K |
| $7.62M | $7.28M | $8.52M |
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 | 2.71% | -3.14% | 14.56% | 3.10% | 7.67% | 4.07% | -5.43% | 1.54% | 5.40% | -7.44% |
EURUSD=X Euro / U.S. Dollar | -2.06% | 13.43% | -6.18% | 3.16% | -6.01% | -6.81% | 8.85% | -1.94% | -4.66% | 14.14% |
Correlation
The correlation between USDU and EURUSD=X is -0.78, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.78 |
Correlation (3Y) Balances recent behavior with more history. | -0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2013 | -0.76 |
The correlation between USDU and EURUSD=X has been stable across timeframes, ranging from -0.80 to -0.76 - a consistent structural relationship.
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Return for Risk
USDU vs. EURUSD=X — Risk / Return Rank
USDU
EURUSD=X
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 Euro / U.S. Dollar (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USDU | EURUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.99 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | -0.09 | +1.26 |
| Martin ratioReturn relative to average drawdown | 3.43 | -0.18 | +3.61 |
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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.
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Drawdown Indicators
| USDU | EURUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -40.01% | +25.47% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -5.67% | +2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -7.73% | -8.48% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -9.28% | -19.24% | +9.96% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | -23.31% | +8.77% |
Current DrawdownCurrent decline from peak | -1.47% | -28.06% | +26.59% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -23.69% | +19.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 3.05% | -1.81% |
Volatility
USDU vs. EURUSD=X - Volatility Comparison
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Euro / U.S. Dollar (EURUSD=X) have volatilities of 1.33% and 1.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USDU | EURUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 1.28% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 4.09% | 3.72% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.47% | 5.40% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 7.39% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.41% | 7.07% | +0.34% |
Frequently Asked Questions
USDU and EURUSD=X have a correlation of -0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USDU has higher volatility (1.33%) compared to EURUSD=X (1.28%). In terms of maximum drawdown, USDU dropped -14.54% vs EURUSD=X's -40.01%.
USDU currently has the higher Sharpe Ratio (0.78 vs -0.10), 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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