USDU vs. ISVL
USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) and ISVL (iShares International Developed Small Cap Value Factor ETF) are both exchange-traded funds - USDU is a Currency fund actively managed by WisdomTree, while ISVL is a Small Cap Value Equities fund tracking the FTSE Developed ex US ex Korea Small Cap Focused Value Index. USDU is actively managed, while ISVL is passively managed. Over the past 5 years, USDU returned 5.59%/yr vs 10.69%/yr for ISVL. At a correlation of -0.63, they often move in opposite directions. USDU charges 0.51%/yr vs 0.30%/yr for ISVL.
Performance
USDU vs. ISVL - Performance Comparison
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Returns By Period
In the year-to-date period, USDU achieves a 3.64% return, which is significantly lower than ISVL's 7.81% return.
USDU
- 1D
- 0.26%
- 1M
- 2.02%
- YTD
- 3.64%
- 6M
- 3.96%
- 1Y
- 6.23%
- 3Y*
- 5.32%
- 5Y*
- 5.59%
- 10Y*
- 2.85%
ISVL
- 1D
- -1.20%
- 1M
- -1.07%
- YTD
- 7.81%
- 6M
- 7.79%
- 1Y
- 27.75%
- 3Y*
- 21.81%
- 5Y*
- 10.69%
- 10Y*
- —
USDU vs. ISVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 3.64% | -3.14% | 14.56% | 3.10% | 7.67% | 1.15% |
ISVL iShares International Developed Small Cap Value Factor ETF | 7.81% | 42.84% | 4.58% | 17.56% | -13.69% | 8.32% |
Correlation
The correlation between USDU and ISVL is -0.63, 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 | -0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2021 | -0.63 |
The correlation between USDU and ISVL has been stable across timeframes, ranging from -0.63 to -0.63 - a consistent structural relationship.
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Return for Risk
USDU vs. ISVL — Risk / Return Rank
USDU
ISVL
USDU vs. ISVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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.
| USDU | ISVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.34 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.23 | -0.52 |
| Martin ratioReturn relative to average drawdown | 4.76 | 8.70 | -3.95 |
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Drawdowns
USDU vs. ISVL - Drawdown Comparison
The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum ISVL drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for USDU and ISVL.
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Drawdown Indicators
| USDU | ISVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -30.48% | +15.94% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -12.48% | +8.84% |
Max Drawdown (3Y)Largest decline over 3 years | -7.73% | -12.93% | +5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -9.28% | -30.48% | +21.20% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | — | — |
Current DrawdownCurrent decline from peak | -0.58% | -2.74% | +2.16% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -6.61% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 3.20% | -1.88% |
Volatility
USDU vs. ISVL - Volatility Comparison
The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.41%, while iShares International Developed Small Cap Value Factor ETF (ISVL) has a volatility of 4.58%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than ISVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USDU | ISVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 4.58% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 4.36% | 12.50% | -8.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.67% | 14.82% | -9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 16.93% | -10.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.43% | 16.77% | -9.34% |
USDU vs. ISVL - Expense Ratio Comparison
USDU has a 0.51% expense ratio, which is higher than ISVL's 0.30% expense ratio.
Dividends
USDU vs. ISVL - Dividend Comparison
USDU's dividend yield for the trailing twelve months is around 3.70%, more than ISVL's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 3.20% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 3.70% | 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 ISVL have a correlation of -0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISVL has higher volatility (4.58%) compared to USDU (1.41%). In terms of maximum drawdown, USDU dropped -14.54% vs ISVL's -30.48%.
On 5-year performance, ISVL leads with 10.69% vs 5.59% for USDU. On fees, ISVL is cheaper at 0.30% per year. On volatility, USDU has been the lower-risk option at 1.41%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ISVL has performed better with a 10.69% return vs 5.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISVL is cheaper with a 0.30% expense ratio, compared with 0.51% for USDU.
USDU has the higher dividend yield at 3.70%, compared with 3.20% for ISVL.
USDU is categorized as Currency, while ISVL is Small Cap Value Equities. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.51% for USDU and 0.30% for ISVL.
ISVL currently has the higher Sharpe Ratio (1.88 vs 1.10), 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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