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USDU vs. GLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


USDUGLD
YTD Return6.33%15.72%
1Y Return9.59%19.24%
3Y Return (Ann)6.69%10.00%
5Y Return (Ann)3.18%12.99%
10Y Return (Ann)3.45%5.91%
Sharpe Ratio1.751.55
Daily Std Dev5.73%12.06%
Max Drawdown-14.53%-45.56%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.0-0.5

The correlation between USDU and GLD is -0.45. 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.

Performance

USDU vs. GLD - Performance Comparison

In the year-to-date period, USDU achieves a 6.33% return, which is significantly lower than GLD's 15.72% return. Over the past 10 years, USDU has underperformed GLD with an annualized return of 3.45%, while GLD has yielded a comparatively higher 5.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


30.00%40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2024FebruaryMarchApril
39.26%
88.10%
USDU
GLD

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WisdomTree Bloomberg U.S. Dollar Bullish Fund

SPDR Gold Trust

USDU vs. GLD - Expense Ratio Comparison

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

USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
0.50%1.00%1.50%2.00%0.51%
0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

USDU vs. GLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and SPDR Gold Trust (GLD). 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.


USDU
Sharpe ratio
The chart of Sharpe ratio for USDU, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.005.001.75
Sortino ratio
The chart of Sortino ratio for USDU, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.002.48
Omega ratio
The chart of Omega ratio for USDU, currently valued at 1.32, compared to the broader market1.001.502.002.501.32
Calmar ratio
The chart of Calmar ratio for USDU, currently valued at 1.31, compared to the broader market0.002.004.006.008.0010.0012.001.31
Martin ratio
The chart of Martin ratio for USDU, currently valued at 6.96, compared to the broader market0.0020.0040.0060.0080.006.96
GLD
Sharpe ratio
The chart of Sharpe ratio for GLD, currently valued at 1.55, compared to the broader market-1.000.001.002.003.004.005.001.55
Sortino ratio
The chart of Sortino ratio for GLD, currently valued at 2.39, compared to the broader market-2.000.002.004.006.008.002.39
Omega ratio
The chart of Omega ratio for GLD, currently valued at 1.28, compared to the broader market1.001.502.002.501.28
Calmar ratio
The chart of Calmar ratio for GLD, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.0012.001.45
Martin ratio
The chart of Martin ratio for GLD, currently valued at 4.14, compared to the broader market0.0020.0040.0060.0080.004.14

USDU vs. GLD - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 1.75, which roughly equals the GLD Sharpe Ratio of 1.55. The chart below compares the 12-month rolling Sharpe Ratio of USDU and GLD.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.75
1.55
USDU
GLD

Dividends

USDU vs. GLD - Dividend Comparison

USDU's dividend yield for the trailing twelve months is around 6.57%, while GLD has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
6.57%6.99%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%1.58%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USDU vs. GLD - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.53%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for USDU and GLD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril00
USDU
GLD

Volatility

USDU vs. GLD - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.52%, while SPDR Gold Trust (GLD) has a volatility of 4.25%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.52%
4.25%
USDU
GLD