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USDU vs. GDMN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, USDU achieves a 1.78% return, which is significantly higher than GDMN's -2.03% 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%

GDMN

1D
2.19%
1M
-1.33%
YTD
-2.03%
6M
4.80%
1Y
80.97%
3Y*
61.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDU vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
1.78%-3.14%14.56%3.10%7.67%-0.84%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
-2.03%237.09%28.23%12.97%-14.62%5.11%

Correlation

The correlation between USDU and GDMN is -0.42, 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

-0.42

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

-0.47

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2021

-0.51

The correlation between USDU and GDMN has been stable across timeframes, ranging from -0.51 to -0.42 - a consistent structural relationship.

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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: 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

GDMN
GDMN Risk / Return Rank: 3737
Overall Rank
GDMN Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 3434
Sortino Ratio Rank
GDMN Omega Ratio Rank: 3939
Omega Ratio Rank
GDMN Calmar Ratio Rank: 4343
Calmar Ratio Rank
GDMN Martin Ratio Rank: 3333
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 ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.14

1.25

-0.11

Calmar ratioReturn relative to maximum drawdown

1.24

2.09

-0.85

Martin ratioReturn relative to average drawdown

3.36

4.88

-1.52

USDU vs. GDMN - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 0.80, which is lower than the GDMN Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of USDU and GDMN, 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


USDUGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.33

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

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

0.82

-0.38

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

-3.64%

-39.03%

+35.39%

Max Drawdown (3Y)

Largest decline over 3 years

-7.73%

-39.03%

+31.30%

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

-2.36%

-35.69%

+33.33%

Average Drawdown

Average peak-to-trough decline

-4.72%

-18.90%

+14.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

16.66%

-15.32%

Volatility

USDU vs. GDMN - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.25%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 18.05%. 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

1.25%

18.05%

-16.80%

Volatility (6M)

Calculated over the trailing 6-month period

4.31%

51.78%

-47.47%

Volatility (1Y)

Calculated over the trailing 1-year period

5.63%

61.34%

-55.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

47.58%

-40.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

47.58%

-40.12%

USDU vs. GDMN - Expense Ratio Comparison

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


Dividends

USDU vs. GDMN - Dividend Comparison

USDU's dividend yield for the trailing twelve months is around 3.76%, more than GDMN's 2.76% yield.


PositionTTM20252024202320222021202020192018201720162015
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.76%2.70%9.44%7.69%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 GDMN have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDMN has higher volatility (18.05%) compared to USDU (1.25%). In terms of maximum drawdown, USDU dropped -14.54% vs GDMN's -52.82%.

On 3-year performance, GDMN leads with 61.52% vs 4.54% for USDU. On fees, GDMN is cheaper at 0.45% per year. On volatility, USDU has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GDMN has performed better with a 61.52% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDMN is cheaper with a 0.45% expense ratio, compared with 0.51% for USDU.

USDU has the higher dividend yield at 3.76%, compared with 2.76% for GDMN.

USDU is categorized as Currency, while GDMN is Commodities. Their fees differ too: 0.51% for USDU and 0.45% for GDMN.

GDMN currently has the higher Sharpe Ratio (1.33 vs 0.80), 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.

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