USDU vs. FLLA
Compare and contrast key facts about WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Franklin FTSE Latin America ETF (FLLA).
USDU and FLLA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USDU is an actively managed fund by WisdomTree. It was launched on Dec 18, 2013. FLLA is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Latin America RIC Capped Index. It was launched on Oct 9, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USDU or FLLA.
Key characteristics
| USDU | FLLA | |
|---|---|---|
| YTD Return | 10.16% | -18.60% |
| 1Y Return | 6.20% | -5.80% |
| 3Y Return (Ann) | 7.29% | 4.78% |
| 5Y Return (Ann) | 3.45% | -0.49% |
| Sharpe Ratio | 1.24 | -0.36 |
| Sortino Ratio | 1.83 | -0.39 |
| Omega Ratio | 1.23 | 0.96 |
| Calmar Ratio | 1.61 | -0.32 |
| Martin Ratio | 4.65 | -0.61 |
| Ulcer Index | 1.46% | 10.88% |
| Daily Std Dev | 5.45% | 18.33% |
| Max Drawdown | -14.53% | -53.87% |
| Current Drawdown | -0.14% | -19.11% |
Correlation
The correlation between USDU and FLLA is -0.38. 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. FLLA - Performance Comparison
In the year-to-date period, USDU achieves a 10.16% return, which is significantly higher than FLLA's -18.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
USDU vs. FLLA - Expense Ratio Comparison
USDU has a 0.51% expense ratio, which is higher than FLLA's 0.19% expense ratio.
Risk-Adjusted Performance
USDU vs. FLLA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Franklin FTSE Latin America ETF (FLLA). 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.
Dividends
USDU vs. FLLA - Dividend Comparison
USDU's dividend yield for the trailing twelve months is around 6.34%, less than FLLA's 7.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 6.34% | 6.99% | 7.83% | 0.00% | 0.69% | 3.06% | 0.88% | 0.00% | 0.00% | 6.48% | 1.58% |
FLLA Franklin FTSE Latin America ETF | 7.13% | 5.44% | 9.55% | 7.60% | 2.12% | 3.17% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
USDU vs. FLLA - Drawdown Comparison
The maximum USDU drawdown since its inception was -14.53%, smaller than the maximum FLLA drawdown of -53.87%. Use the drawdown chart below to compare losses from any high point for USDU and FLLA. For additional features, visit the drawdowns tool.
Volatility
USDU vs. FLLA - Volatility Comparison
The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.98%, while Franklin FTSE Latin America ETF (FLLA) has a volatility of 4.90%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than FLLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.