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USDU vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USDU vs. FXF - 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® Swiss Franc Trust (FXF). 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 higher than FXF's -2.44% return. Over the past 10 years, USDU has outperformed FXF with an annualized return of 2.85%, while FXF has yielded a comparatively lower 0.98% 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%

FXF

1D
-0.13%
1M
-3.13%
YTD
-2.44%
6M
-2.94%
1Y
-0.35%
3Y*
3.15%
5Y*
2.00%
10Y*
0.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDU vs. FXF - 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%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-2.44%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between USDU and FXF is -0.79, 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

-0.79

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

-0.73

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

-0.72

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

-0.67

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

-0.67

The correlation between USDU and FXF shifts across timeframes, from -0.79 (1 year) to -0.67 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

USDU vs. FXF — 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

FXF
FXF Risk / Return Rank: 88
Overall Rank
FXF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 77
Sortino Ratio Rank
FXF Omega Ratio Rank: 77
Omega Ratio Rank
FXF Calmar Ratio Rank: 88
Calmar Ratio Rank
FXF Martin Ratio Rank: 88
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. FXF - 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® Swiss Franc Trust (FXF). 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.


USDUFXFDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.20

1.00

+0.20

Calmar ratioReturn relative to maximum drawdown

1.72

-0.06

+1.77

Martin ratioReturn relative to average drawdown

4.76

-0.14

+4.90

USDU vs. FXF - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 1.10, which is higher than the FXF Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of USDU and FXF, 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. FXF - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum FXF drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for USDU and FXF.


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Drawdown Indicators


USDUFXFDifference

Max Drawdown

Largest peak-to-trough decline

-14.54%

-35.58%

+21.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-6.12%

+2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-7.73%

-8.52%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-9.28%

-11.99%

+2.71%

Max Drawdown (10Y)

Largest decline over 10 years

-14.54%

-15.04%

+0.50%

Current Drawdown

Current decline from peak

-0.58%

-20.36%

+19.78%

Average Drawdown

Average peak-to-trough decline

-4.71%

-20.83%

+16.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

2.41%

-1.09%

Volatility

USDU vs. FXF - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.41%, while Invesco CurrencyShares® Swiss Franc Trust (FXF) has a volatility of 1.97%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDUFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.97%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

5.65%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

5.67%

7.48%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

8.32%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.43%

7.57%

-0.14%

USDU vs. FXF - Expense Ratio Comparison

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


Dividends

USDU vs. FXF - Dividend Comparison

USDU's dividend yield for the trailing twelve months is around 3.70%, while FXF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%0.00%0.00%0.00%0.00%0.00%0.00%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 FXF have a correlation of -0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXF has higher volatility (1.97%) compared to USDU (1.41%). In terms of maximum drawdown, USDU dropped -14.54% vs FXF's -35.58%.

On 10-year performance, USDU leads with 2.85% vs 0.98% for FXF. On fees, FXF is cheaper at 0.40% 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, USDU has performed better with a 2.85% return vs 0.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

USDU has the higher dividend yield at 3.70%, compared with 0.00% for FXF.

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

USDU currently has the higher Sharpe Ratio (1.10 vs -0.05), 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 FXF

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