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USDU vs. FLLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


USDUFLLA
YTD Return5.93%-8.41%
1Y Return9.60%11.39%
3Y Return (Ann)6.57%6.04%
5Y Return (Ann)3.13%2.42%
Sharpe Ratio1.840.58
Daily Std Dev5.74%19.79%
Max Drawdown-14.53%-53.87%
Current Drawdown0.00%-8.96%

Correlation

-0.50.00.51.0-0.4

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 5.93% return, which is significantly higher than FLLA's -8.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
19.49%
17.79%
USDU
FLLA

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WisdomTree Bloomberg U.S. Dollar Bullish Fund

Franklin FTSE Latin America ETF

USDU vs. FLLA - Expense Ratio Comparison

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

USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
0.50%1.00%1.50%2.00%0.51%
0.50%1.00%1.50%2.00%0.19%

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.


USDU
Sharpe ratio
The chart of Sharpe ratio for USDU, currently valued at 1.84, compared to the broader market0.002.004.001.84
Sortino ratio
The chart of Sortino ratio for USDU, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.0010.002.65
Omega ratio
The chart of Omega ratio for USDU, currently valued at 1.34, compared to the broader market1.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for USDU, currently valued at 1.40, compared to the broader market0.002.004.006.008.0010.0012.001.40
Martin ratio
The chart of Martin ratio for USDU, currently valued at 7.44, compared to the broader market0.0020.0040.0060.0080.007.44
FLLA
Sharpe ratio
The chart of Sharpe ratio for FLLA, currently valued at 0.58, compared to the broader market0.002.004.000.58
Sortino ratio
The chart of Sortino ratio for FLLA, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.0010.000.94
Omega ratio
The chart of Omega ratio for FLLA, currently valued at 1.11, compared to the broader market1.001.502.002.501.11
Calmar ratio
The chart of Calmar ratio for FLLA, currently valued at 0.74, compared to the broader market0.002.004.006.008.0010.0012.000.74
Martin ratio
The chart of Martin ratio for FLLA, currently valued at 1.91, compared to the broader market0.0020.0040.0060.0080.001.91

USDU vs. FLLA - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 1.84, which is higher than the FLLA Sharpe Ratio of 0.58. The chart below compares the 12-month rolling Sharpe Ratio of USDU and FLLA.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.84
0.58
USDU
FLLA

Dividends

USDU vs. FLLA - Dividend Comparison

USDU's dividend yield for the trailing twelve months is around 6.60%, more than FLLA's 5.95% yield.


TTM2023202220212020201920182017201620152014
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
6.60%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
5.95%5.45%9.55%7.60%2.12%3.18%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril0
-8.96%
USDU
FLLA

Volatility

USDU vs. FLLA - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.50%, while Franklin FTSE Latin America ETF (FLLA) has a volatility of 5.14%. 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.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2024FebruaryMarchApril
1.50%
5.14%
USDU
FLLA