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USDU vs. GDXD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USDU vs. GDXD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD). 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 3.29% return, which is significantly higher than GDXD's -32.04% return.


USDU

1D
0.00%
1M
0.53%
6M
2.54%
YTD
3.29%
1Y
5.47%
3Y*
5.91%
5Y*
5.32%
10Y*
2.72%

GDXD

1D
0.89%
1M
53.89%
6M
0.93%
YTD
-32.04%
1Y
-90.94%
3Y*
-81.43%
5Y*
-72.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDU vs. GDXD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
3.29%-3.14%14.56%3.10%7.67%4.07%-1.55%
GDXD
MicroSectors Gold Miners -3X Inverse Leveraged ETNs
-32.04%-97.53%-57.78%-52.35%-52.56%-19.71%-13.10%

Correlation

The correlation between USDU and GDXD is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.48

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

0.50

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2020

0.50

The correlation between USDU and GDXD has been stable across timeframes, ranging from 0.44 to 0.50 - a consistent structural relationship.

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Return for Risk

USDU vs. GDXD — Risk / Return Rank

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

USDU
USDU Risk / Return Rank: 3434
Overall Rank
USDU Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 3333
Sortino Ratio Rank
USDU Omega Ratio Rank: 3232
Omega Ratio Rank
USDU Calmar Ratio Rank: 3636
Calmar Ratio Rank
USDU Martin Ratio Rank: 3535
Martin Ratio Rank

GDXD
GDXD Risk / Return Rank: 33
Overall Rank
GDXD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
GDXD Sortino Ratio Rank: 22
Sortino Ratio Rank
GDXD Omega Ratio Rank: 33
Omega Ratio Rank
GDXD Calmar Ratio Rank: 11
Calmar Ratio Rank
GDXD Martin Ratio Rank: 44
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. GDXD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD). 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.


USDUGDXDDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.87

Omega ratioGain probability vs. loss probability

1.18

0.85

+0.33

Calmar ratioReturn relative to maximum drawdown

1.51

-0.95

+2.45

Martin ratioReturn relative to average drawdown

4.18

-1.11

+5.29

USDU vs. GDXD - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 0.98, which is higher than the GDXD Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of USDU and GDXD, 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. GDXD - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum GDXD drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for USDU and GDXD.


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Drawdown Indicators


USDUGDXDDifference

Max Drawdown

Largest peak-to-trough decline

-14.54%

-99.96%

+85.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-96.19%

+92.55%

Max Drawdown (3Y)

Largest decline over 3 years

-7.73%

-99.86%

+92.13%

Max Drawdown (5Y)

Largest decline over 5 years

-9.28%

-99.96%

+90.68%

Max Drawdown (10Y)

Largest decline over 10 years

-14.54%

Current Drawdown

Current decline from peak

-0.91%

-99.91%

+99.00%

Average Drawdown

Average peak-to-trough decline

-4.69%

-72.40%

+67.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

81.80%

-80.49%

Volatility

USDU vs. GDXD - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.25%, while MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) has a volatility of 35.09%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than GDXD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDUGDXDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

35.09%

-33.84%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

118.05%

-113.70%

Volatility (1Y)

Calculated over the trailing 1-year period

5.60%

145.23%

-139.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.60%

112.10%

-105.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.41%

110.75%

-103.34%

USDU vs. GDXD - Expense Ratio Comparison

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


Dividends

USDU vs. GDXD - Dividend Comparison

USDU's dividend yield for the trailing twelve months is around 3.71%, while GDXD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GDXD
MicroSectors Gold Miners -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
3.71%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 GDXD have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXD has higher volatility (35.09%) compared to USDU (1.25%). In terms of maximum drawdown, USDU dropped -14.54% vs GDXD's -99.96%.

On 5-year performance, USDU leads with 5.32% vs -72.92% for GDXD. On fees, USDU is cheaper at 0.51% 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 5-year period, USDU has performed better with a 5.32% return vs -72.92%. 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 GDXD.

USDU has the higher dividend yield at 3.71%, compared with 0.00% for GDXD.

USDU is categorized as Currency, while GDXD is Inverse Equities. They also come from different issuers: WisdomTree and BMO. Their fees differ too: 0.51% for USDU and 0.95% for GDXD.

USDU currently has the higher Sharpe Ratio (0.98 vs -0.63), 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

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