USDU vs. NECB
USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) is Currency fund actively managed by WisdomTree, while NECB (Northeast Community Bancorp, Inc.) is a stock. Over the past 10 years, USDU returned 2.94%/yr vs 20.54%/yr for NECB. At a correlation of -0.07, they often move in opposite directions.
Performance
USDU vs. NECB - Performance Comparison
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Returns By Period
In the year-to-date period, USDU achieves a 3.14% return, which is significantly lower than NECB's 15.80% return. Over the past 10 years, USDU has underperformed NECB with an annualized return of 2.94%, while NECB has yielded a comparatively higher 20.54% 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%
NECB
- 1D
- 1.06%
- 1M
- 6.63%
- YTD
- 15.80%
- 6M
- 13.35%
- 1Y
- 19.05%
- 3Y*
- 23.58%
- 5Y*
- 20.23%
- 10Y*
- 20.54%
USDU vs. NECB - 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% |
NECB Northeast Community Bancorp, Inc. | 15.80% | -3.51% | 41.77% | 20.41% | 38.91% | 10.09% | 16.28% | 9.72% | 11.13% | 29.67% |
Correlation
The correlation between USDU and NECB is -0.17, 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 | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2013 | -0.07 |
The correlation between USDU and NECB shifts across timeframes, from -0.18 (5 years) to -0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USDU vs. NECB — Risk / Return Rank
USDU
NECB
USDU vs. NECB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Northeast Community Bancorp, Inc. (NECB). 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 | NECB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.06 | +0.45 |
| Martin ratioReturn relative to average drawdown | 4.10 | 2.15 | +1.95 |
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Drawdowns
USDU vs. NECB - Drawdown Comparison
The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum NECB drawdown of -61.91%. Use the drawdown chart below to compare losses from any high point for USDU and NECB.
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Drawdown Indicators
| USDU | NECB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -61.91% | +47.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -18.77% | +15.13% |
Max Drawdown (3Y)Largest decline over 3 years | -7.73% | -34.54% | +26.81% |
Max Drawdown (5Y)Largest decline over 5 years | -9.28% | -34.54% | +25.26% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | -47.80% | +33.26% |
Current DrawdownCurrent decline from peak | -1.06% | -12.15% | +11.09% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -24.84% | +20.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 9.19% | -7.85% |
Volatility
USDU vs. NECB - Volatility Comparison
The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.43%, while Northeast Community Bancorp, Inc. (NECB) has a volatility of 5.85%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than NECB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USDU | NECB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 5.85% | -4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 4.42% | 15.77% | -11.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.66% | 26.72% | -21.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.62% | 24.93% | -18.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.45% | 29.12% | -21.67% |
Dividends
USDU vs. NECB - Dividend Comparison
USDU's dividend yield for the trailing twelve months is around 3.71%, less than NECB's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NECB Northeast Community Bancorp, Inc. | 3.89% | 4.20% | 2.29% | 1.01% | 2.82% | 1.82% | 1.09% | 1.00% | 1.08% | 1.19% | 1.52% | 1.69% |
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 NECB have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NECB has higher volatility (5.85%) compared to USDU (1.43%). In terms of maximum drawdown, USDU dropped -14.54% vs NECB's -61.91%.
USDU currently has the higher Sharpe Ratio (0.97 vs 0.75), 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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