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USDU vs. ISVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USDU vs. ISVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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 3.64% 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDU vs. ISVL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

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

USDU
USDU Risk / Return Rank: 3333
Overall Rank
USDU Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 3232
Sortino Ratio Rank
USDU Omega Ratio Rank: 3131
Omega Ratio Rank
USDU Calmar Ratio Rank: 3636
Calmar Ratio Rank
USDU Martin Ratio Rank: 3333
Martin Ratio Rank

ISVL
ISVL Risk / Return Rank: 5656
Overall Rank
ISVL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ISVL Sortino Ratio Rank: 6060
Sortino Ratio Rank
ISVL Omega Ratio Rank: 5858
Omega Ratio Rank
ISVL Calmar Ratio Rank: 4848
Calmar Ratio Rank
ISVL Martin Ratio Rank: 5353
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. 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.


USDUISVLDifference
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

USDU vs. ISVL - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 1.10, which is lower than the ISVL Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of USDU and ISVL, 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. 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


USDUISVLDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.58%

-2.74%

+2.16%

Average Drawdown

Average peak-to-trough decline

-4.71%

-6.61%

+1.90%

Ulcer Index

Depth 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


USDUISVLDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for USDU and ISVL

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

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