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USDU vs. FTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USDU vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USDU achieves a 3.64% return, which is significantly lower than FTGC's 18.86% return. Over the past 10 years, USDU has underperformed FTGC with an annualized return of 2.85%, while FTGC has yielded a comparatively higher 7.15% annualized return.


USDU

1D
0.26%
1M
2.02%
YTD
3.64%
6M
3.96%
1Y
6.23%
3Y*
5.32%
5Y*
5.59%
10Y*
2.85%

FTGC

1D
-1.14%
1M
-7.37%
YTD
18.86%
6M
17.54%
1Y
28.18%
3Y*
14.26%
5Y*
12.29%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDU vs. FTGC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
3.64%-3.14%14.56%3.10%7.67%4.07%-5.43%1.54%5.40%-7.44%
FTGC
First Trust Global Tactical Commodity Strategy Fund
18.86%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-12.75%2.73%

Correlation

The correlation between USDU and FTGC is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

-0.17

Correlation (5Y)
Calculated over the trailing 5-year period

-0.26

Correlation (10Y)
Calculated over the trailing 10-year period

-0.27

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2013

-0.29

Over the past year, the inverse relationship between USDU and FTGC has weakened: their correlation has moved from -0.29 to -0.03, meaning they move in opposite directions less often than they have historically.

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Return for Risk

USDU vs. FTGC — Risk / Return Rank

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

USDU
USDU Risk / Return Rank: 3333
Overall Rank
USDU Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 3232
Sortino Ratio Rank
USDU Omega Ratio Rank: 3131
Omega Ratio Rank
USDU Calmar Ratio Rank: 3636
Calmar Ratio Rank
USDU Martin Ratio Rank: 3333
Martin Ratio Rank

FTGC
FTGC Risk / Return Rank: 5555
Overall Rank
FTGC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 5353
Sortino Ratio Rank
FTGC Omega Ratio Rank: 5454
Omega Ratio Rank
FTGC Calmar Ratio Rank: 5555
Calmar Ratio Rank
FTGC Martin Ratio Rank: 5757
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. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.


USDUFTGCDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.20

1.32

-0.12

Calmar ratioReturn relative to maximum drawdown

1.72

2.60

-0.89

Martin ratioReturn relative to average drawdown

4.76

9.67

-4.91

USDU vs. FTGC - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 1.10, which is lower than the FTGC Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of USDU and FTGC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USDU vs. FTGC - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for USDU and FTGC.


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Drawdown Indicators


USDUFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-14.54%

-59.47%

+44.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-10.87%

+7.23%

Max Drawdown (3Y)

Largest decline over 3 years

-7.73%

-10.87%

+3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-9.28%

-22.64%

+13.36%

Max Drawdown (10Y)

Largest decline over 10 years

-14.54%

-35.91%

+21.37%

Current Drawdown

Current decline from peak

-0.58%

-10.87%

+10.29%

Average Drawdown

Average peak-to-trough decline

-4.71%

-27.34%

+22.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

2.94%

-1.62%

Volatility

USDU vs. FTGC - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.41%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 3.07%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDUFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

3.07%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

13.21%

-8.85%

Volatility (1Y)

Calculated over the trailing 1-year period

5.67%

15.70%

-10.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

15.87%

-9.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.43%

14.71%

-7.28%

USDU vs. FTGC - Expense Ratio Comparison

USDU has a 0.51% expense ratio, which is lower than FTGC's 0.95% expense ratio.


Dividends

USDU vs. FTGC - Dividend Comparison

USDU's dividend yield for the trailing twelve months is around 3.70%, less than FTGC's 16.13% yield.


PositionTTM20252024202320222021202020192018201720162015
FTGC
First Trust Global Tactical Commodity Strategy Fund
16.13%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%0.00%0.00%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
3.70%3.83%3.97%6.99%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%

Frequently Asked Questions


USDU and FTGC have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTGC has higher volatility (3.07%) compared to USDU (1.41%). In terms of maximum drawdown, USDU dropped -14.54% vs FTGC's -59.47%.

On 10-year performance, FTGC leads with 7.15% vs 2.85% for USDU. On fees, USDU is cheaper at 0.51% per year. On volatility, USDU has been the lower-risk option at 1.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FTGC has performed better with a 7.15% return vs 2.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USDU is cheaper with a 0.51% expense ratio, compared with 0.95% for FTGC.

FTGC has the higher dividend yield at 16.13%, compared with 3.70% for USDU.

USDU is categorized as Currency, while FTGC is Commodities. They also come from different issuers: WisdomTree and First Trust. Their fees differ too: 0.51% for USDU and 0.95% for FTGC.

FTGC currently has the higher Sharpe Ratio (1.82 vs 1.10), 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.

Portfolio Optimizer

Find the right allocation for USDU and FTGC

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