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USDU vs. FXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USDU vs. FXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Invesco CurrencyShares® Canadian Dollar Trust (FXC). 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 1.78% return, which is significantly higher than FXC's -1.23% return. Over the past 10 years, USDU has outperformed FXC with an annualized return of 2.70%, while FXC has yielded a comparatively lower -0.31% annualized return.


USDU

1D
-0.11%
1M
1.08%
YTD
1.78%
6M
1.41%
1Y
4.48%
3Y*
4.54%
5Y*
5.47%
10Y*
2.70%

FXC

1D
-0.08%
1M
-2.07%
YTD
-1.23%
6M
0.39%
1Y
-1.45%
3Y*
0.15%
5Y*
-1.88%
10Y*
-0.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDU vs. FXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
1.78%-3.14%14.56%3.10%7.67%4.07%-5.43%1.54%5.40%-7.44%
FXC
Invesco CurrencyShares® Canadian Dollar Trust
-1.23%5.24%-5.96%4.35%-6.44%0.22%1.92%5.94%-7.54%6.72%

Correlation

The correlation between USDU and FXC is -0.63, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.63

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

-0.65

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

-0.65

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

-0.59

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2013

-0.58

The correlation between USDU and FXC has been stable across timeframes, ranging from -0.65 to -0.58 - a consistent structural relationship.

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Return for Risk

USDU vs. FXC — Risk / Return Rank

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

USDU
USDU Risk / Return Rank: 2424
Overall Rank
USDU Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 2323
Sortino Ratio Rank
USDU Omega Ratio Rank: 2323
Omega Ratio Rank
USDU Calmar Ratio Rank: 2727
Calmar Ratio Rank
USDU Martin Ratio Rank: 2525
Martin Ratio Rank

FXC
FXC Risk / Return Rank: 66
Overall Rank
FXC Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FXC Sortino Ratio Rank: 55
Sortino Ratio Rank
FXC Omega Ratio Rank: 55
Omega Ratio Rank
FXC Calmar Ratio Rank: 66
Calmar Ratio Rank
FXC Martin Ratio Rank: 66
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. FXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Invesco CurrencyShares® Canadian Dollar Trust (FXC). 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.


USDUFXCDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.65

Omega ratioGain probability vs. loss probability

1.14

0.95

+0.19

Calmar ratioReturn relative to maximum drawdown

1.24

-0.38

+1.62

Martin ratioReturn relative to average drawdown

3.36

-0.73

+4.09

USDU vs. FXC - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 0.80, which is higher than the FXC Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of USDU and FXC, 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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Sharpe Ratios by Period


USDUFXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

-0.32

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

-0.30

+1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

-0.05

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

-0.05

+0.49

Drawdowns

USDU vs. FXC - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum FXC drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for USDU and FXC.


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Drawdown Indicators


USDUFXCDifference

Max Drawdown

Largest peak-to-trough decline

-14.54%

-35.39%

+20.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-3.78%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-7.73%

-7.34%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-9.28%

-13.53%

+4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-14.54%

-15.46%

+0.92%

Current Drawdown

Current decline from peak

-2.36%

-28.92%

+26.56%

Average Drawdown

Average peak-to-trough decline

-4.72%

-19.92%

+15.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

1.99%

-0.65%

Volatility

USDU vs. FXC - Volatility Comparison

WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) has a higher volatility of 1.25% compared to Invesco CurrencyShares® Canadian Dollar Trust (FXC) at 0.77%. This indicates that USDU's price experiences larger fluctuations and is considered to be riskier than FXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDUFXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

0.77%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

4.31%

3.27%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

5.63%

4.50%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

6.37%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

6.65%

+0.81%

USDU vs. FXC - Expense Ratio Comparison

USDU has a 0.51% expense ratio, which is higher than FXC's 0.40% expense ratio.


Dividends

USDU vs. FXC - Dividend Comparison

USDU's dividend yield for the trailing twelve months is around 3.76%, more than FXC's 0.26% yield.


PositionTTM20252024202320222021202020192018201720162015
FXC
Invesco CurrencyShares® Canadian Dollar Trust
0.26%0.55%2.23%2.01%0.31%0.00%0.19%0.75%0.42%0.02%0.00%0.02%
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%

Frequently Asked Questions


USDU and FXC have a correlation of -0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USDU has higher volatility (1.25%) compared to FXC (0.77%). In terms of maximum drawdown, USDU dropped -14.54% vs FXC's -35.39%.

On 10-year performance, USDU leads with 2.70% vs -0.31% for FXC. On fees, FXC is cheaper at 0.40% per year. On volatility, FXC has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USDU has performed better with a 2.70% return vs -0.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXC is cheaper with a 0.40% expense ratio, compared with 0.51% for USDU.

USDU has the higher dividend yield at 3.76%, compared with 0.26% for FXC.

They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.51% for USDU and 0.40% for FXC.

USDU currently has the higher Sharpe Ratio (0.80 vs -0.32), 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 FXC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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