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USDU vs. FLLA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USDU vs. FLLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Franklin FTSE Latin America ETF (FLLA). The values are adjusted to include any dividend payments, if applicable.

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USDU vs. FLLA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
1.86%-3.14%14.56%3.10%7.67%4.07%-5.43%1.54%1.67%
FLLA
Franklin FTSE Latin America ETF
18.47%51.81%-26.89%32.71%7.78%-8.93%-15.08%19.59%-2.78%

Returns By Period

In the year-to-date period, USDU achieves a 1.86% return, which is significantly lower than FLLA's 18.47% 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%

FLLA

1D
0.92%
1M
-0.83%
YTD
18.47%
6M
27.88%
1Y
54.51%
3Y*
18.87%
5Y*
12.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USDU vs. FLLA - Expense Ratio Comparison

USDU has a 0.51% expense ratio, which is higher than FLLA's 0.19% expense ratio.


Return for Risk

USDU vs. FLLA — Risk / Return Rank

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

USDU
USDU Risk / Return Rank: 1212
Overall Rank
USDU Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 1212
Sortino Ratio Rank
USDU Omega Ratio Rank: 1111
Omega Ratio Rank
USDU Calmar Ratio Rank: 1212
Calmar Ratio Rank
USDU Martin Ratio Rank: 1212
Martin Ratio Rank

FLLA
FLLA Risk / Return Rank: 9494
Overall Rank
FLLA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FLLA Sortino Ratio Rank: 9393
Sortino Ratio Rank
FLLA Omega Ratio Rank: 9292
Omega Ratio Rank
FLLA Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLLA Martin Ratio Rank: 9595
Martin Ratio Rank
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. FLLA - Risk-Adjusted Trends 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.


USDUFLLADifference

Sharpe ratio

Return per unit of total volatility

0.08

2.38

-2.30

Sortino ratio

Return per unit of downside risk

0.16

2.95

-2.80

Omega ratio

Gain probability vs. loss probability

1.02

1.42

-0.40

Calmar ratio

Return relative to maximum drawdown

0.02

4.87

-4.85

Martin ratio

Return relative to average drawdown

0.04

15.67

-15.63

USDU vs. FLLA - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 0.08, which is lower than the FLLA Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of USDU and FLLA, 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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Sharpe Ratios by Period


USDUFLLADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

2.38

-2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.56

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.26

+0.18

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.


Dividends

USDU vs. FLLA - Dividend Comparison

USDU's dividend yield for the trailing twelve months is around 3.76%, less than FLLA's 5.12% yield.


TTM20252024202320222021202020192018201720162015
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
3.76%3.83%3.97%6.99%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%
FLLA
Franklin FTSE Latin America ETF
5.12%6.06%7.04%5.45%9.55%7.60%2.12%3.18%0.48%0.00%0.00%0.00%

Drawdowns

USDU vs. FLLA - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum FLLA drawdown of -53.88%. Use the drawdown chart below to compare losses from any high point for USDU and FLLA.


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Drawdown Indicators


USDUFLLADifference

Max Drawdown

Largest peak-to-trough decline

-14.54%

-53.88%

+39.34%

Max Drawdown (1Y)

Largest decline over 1 year

-5.36%

-11.59%

+6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-9.28%

-28.32%

+19.04%

Max Drawdown (10Y)

Largest decline over 10 years

-14.54%

Current Drawdown

Current decline from peak

-2.29%

-3.12%

+0.83%

Average Drawdown

Average peak-to-trough decline

-4.74%

-13.68%

+8.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

3.60%

-0.74%

Volatility

USDU vs. FLLA - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.85%, while Franklin FTSE Latin America ETF (FLLA) has a volatility of 10.25%. 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.


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Volatility by Period


USDUFLLADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

10.25%

-8.40%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

17.23%

-13.03%

Volatility (1Y)

Calculated over the trailing 1-year period

6.86%

23.04%

-16.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

22.80%

-16.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

27.66%

-20.17%