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USDU vs. GDMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USDU vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

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USDU vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
1.86%-3.14%14.56%3.10%7.67%-0.84%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
14.62%237.09%28.23%12.97%-14.62%5.11%

Returns By Period

In the year-to-date period, USDU achieves a 1.86% return, which is significantly lower than GDMN's 14.62% 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%

GDMN

1D
5.38%
1M
-24.54%
YTD
14.62%
6M
37.18%
1Y
154.40%
3Y*
68.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USDU vs. GDMN - Expense Ratio Comparison

USDU has a 0.51% expense ratio, which is higher than GDMN's 0.45% expense ratio.


Return for Risk

USDU vs. GDMN — 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

GDMN
GDMN Risk / Return Rank: 9191
Overall Rank
GDMN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDMN Omega Ratio Rank: 8888
Omega Ratio Rank
GDMN Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDMN Martin Ratio Rank: 9292
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. GDMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.


USDUGDMNDifference

Sharpe ratio

Return per unit of total volatility

0.08

2.42

-2.35

Sortino ratio

Return per unit of downside risk

0.16

2.47

-2.31

Omega ratio

Gain probability vs. loss probability

1.02

1.37

-0.35

Calmar ratio

Return relative to maximum drawdown

0.02

3.92

-3.90

Martin ratio

Return relative to average drawdown

0.04

13.31

-13.27

USDU vs. GDMN - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 0.08, which is lower than the GDMN Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of USDU and GDMN, 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


USDUGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

2.42

-2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

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

0.97

-0.53

Correlation

The correlation between USDU and GDMN is -0.50. 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. GDMN - Dividend Comparison

USDU's dividend yield for the trailing twelve months is around 3.76%, more than GDMN's 2.36% 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%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.36%2.70%9.44%7.69%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USDU vs. GDMN - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for USDU and GDMN.


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Drawdown Indicators


USDUGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-14.54%

-52.82%

+38.28%

Max Drawdown (1Y)

Largest decline over 1 year

-5.36%

-39.03%

+33.67%

Max Drawdown (5Y)

Largest decline over 5 years

-9.28%

Max Drawdown (10Y)

Largest decline over 10 years

-14.54%

Current Drawdown

Current decline from peak

-2.29%

-24.76%

+22.47%

Average Drawdown

Average peak-to-trough decline

-4.74%

-18.46%

+13.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

11.50%

-8.64%

Volatility

USDU vs. GDMN - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.85%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 23.34%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDUGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

23.34%

-21.49%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

54.11%

-49.91%

Volatility (1Y)

Calculated over the trailing 1-year period

6.86%

64.17%

-57.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

47.24%

-40.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

47.24%

-39.75%