USDU vs. MURGY
USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) is Currency fund actively managed by WisdomTree, while MURGY (Muenchener Rueckver Ges) is a stock. Over the past 10 years, USDU returned 2.94%/yr vs 16.64%/yr for MURGY. At a correlation of -0.31, they often move in opposite directions.
Performance
USDU vs. MURGY - Performance Comparison
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Returns By Period
In the year-to-date period, USDU achieves a 3.14% return, which is significantly higher than MURGY's -15.98% return. Over the past 10 years, USDU has underperformed MURGY with an annualized return of 2.94%, while MURGY has yielded a comparatively higher 16.64% annualized return.
USDU
- 1D
- 0.38%
- 1M
- 1.76%
- YTD
- 3.14%
- 6M
- 2.92%
- 1Y
- 5.37%
- 3Y*
- 5.46%
- 5Y*
- 5.25%
- 10Y*
- 2.94%
MURGY
- 1D
- -0.47%
- 1M
- -4.77%
- YTD
- -15.98%
- 6M
- -14.75%
- 1Y
- -14.80%
- 3Y*
- 18.18%
- 5Y*
- 18.13%
- 10Y*
- 16.64%
USDU vs. MURGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 3.14% | -3.14% | 14.56% | 3.10% | 7.67% | 4.07% | -5.43% | 1.54% | 5.40% | -7.44% |
MURGY Muenchener Rueckver Ges | -15.98% | 36.01% | 23.53% | 34.32% | 14.50% | 2.58% | 4.34% | 38.79% | 4.17% | 28.67% |
Correlation
The correlation between USDU and MURGY is -0.38, 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 | -0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.33 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2013 | -0.31 |
The correlation between USDU and MURGY shifts across timeframes, from -0.41 (5 years) to -0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USDU vs. MURGY — Risk / Return Rank
USDU
MURGY
USDU vs. MURGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Muenchener Rueckver Ges (MURGY). 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 | MURGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.92 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | -0.52 | +2.03 |
| Martin ratioReturn relative to average drawdown | 4.10 | -1.10 | +5.20 |
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Drawdowns
USDU vs. MURGY - Drawdown Comparison
The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum MURGY drawdown of -48.01%. Use the drawdown chart below to compare losses from any high point for USDU and MURGY.
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Drawdown Indicators
| USDU | MURGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -48.01% | +33.47% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -25.23% | +21.59% |
Max Drawdown (3Y)Largest decline over 3 years | -7.73% | -25.23% | +17.50% |
Max Drawdown (5Y)Largest decline over 5 years | -9.28% | -29.54% | +20.26% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | -48.01% | +33.47% |
Current DrawdownCurrent decline from peak | -1.06% | -21.68% | +20.62% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -8.72% | +4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 11.81% | -10.47% |
Volatility
USDU vs. MURGY - Volatility Comparison
The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.43%, while Muenchener Rueckver Ges (MURGY) has a volatility of 6.12%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than MURGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USDU | MURGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 6.12% | -4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 4.42% | 16.86% | -12.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.66% | 22.41% | -16.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.62% | 24.46% | -17.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.45% | 25.92% | -18.47% |
Dividends
USDU vs. MURGY - Dividend Comparison
USDU's dividend yield for the trailing twelve months is around 3.71%, less than MURGY's 5.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MURGY Muenchener Rueckver Ges | 5.24% | 3.31% | 3.21% | 2.98% | 3.73% | 2.68% | 2.50% | 2.44% | 3.39% | 10.17% | 9.45% | 4.25% |
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 MURGY have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MURGY has higher volatility (6.12%) compared to USDU (1.43%). In terms of maximum drawdown, USDU dropped -14.54% vs MURGY's -48.01%.
USDU currently has the higher Sharpe Ratio (0.97 vs -0.58), 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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