PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, USDU achieves a 3.76% return, which is significantly higher than GDXD's -40.39% return.


USDU

1D
-0.11%
1M
2.45%
YTD
3.76%
6M
4.18%
1Y
7.05%
3Y*
5.40%
5Y*
5.60%
10Y*
2.76%

GDXD

1D
-4.80%
1M
34.41%
YTD
-40.39%
6M
-33.40%
1Y
-92.00%
3Y*
-83.83%
5Y*
-73.39%
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
3.76%-3.14%14.56%3.10%7.67%4.07%-1.55%
GDXD
MicroSectors Gold Miners -3X Inverse Leveraged ETNs
-40.39%-97.53%-57.78%-52.35%-52.56%-19.71%-13.10%

Correlation

The correlation between USDU and GDXD is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.49

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 4040
Overall Rank
USDU Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 4141
Sortino Ratio Rank
USDU Omega Ratio Rank: 3939
Omega Ratio Rank
USDU Calmar Ratio Rank: 4444
Calmar Ratio Rank
USDU Martin Ratio Rank: 3939
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: 22
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

+1.90

Sortino ratioReturn per unit of downside risk

+3.44

Omega ratioGain probability vs. loss probability

1.23

0.84

+0.39

Calmar ratioReturn relative to maximum drawdown

1.94

-0.96

+2.90

Martin ratioReturn relative to average drawdown

5.40

-1.16

+6.56

USDU vs. GDXD - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 1.26, which is higher than the GDXD Sharpe Ratio of -0.64. 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.


Loading charts...

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.


Loading charts...

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%

-96.33%

+92.69%

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

-0.47%

-99.92%

+99.45%

Average Drawdown

Average peak-to-trough decline

-4.71%

-72.10%

+67.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

79.23%

-77.92%

Volatility

USDU vs. GDXD - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.36%, while MicroSectors Gold Miners -3X Inverse Leveraged ETNs (GDXD) has a volatility of 52.77%. 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.


Loading charts...

Volatility by Period


USDUGDXDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

52.77%

-51.41%

Volatility (6M)

Calculated over the trailing 6-month period

4.30%

117.63%

-113.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.64%

143.70%

-138.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

111.69%

-105.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.43%

110.68%

-103.25%

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 3.69%, 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
3.69%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 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXD has higher volatility (52.77%) compared to USDU (1.36%). In terms of maximum drawdown, USDU dropped -14.54% vs GDXD's -99.96%.

On 5-year performance, USDU leads with 5.60% vs -73.39% for GDXD. On fees, USDU is cheaper at 0.51% per year. On volatility, USDU has been the lower-risk option at 1.36%. 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 5.60% return vs -73.39%. 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 3.69%, 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 (1.26 vs -0.64), 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 GDXD

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

Open Portfolio Optimizer