USDU vs. NTSX
USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - USDU is a Currency fund actively managed by WisdomTree, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. Both are actively managed. Over the past 5 years, USDU returned 5.47%/yr vs 9.87%/yr for NTSX. At a correlation of -0.31, they often move in opposite directions. USDU charges 0.51%/yr vs 0.20%/yr for NTSX.
Performance
USDU vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, USDU achieves a 1.78% return, which is significantly lower than NTSX's 9.50% return.
USDU
- 1D
- -0.11%
- 1M
- 1.08%
- YTD
- 1.78%
- 6M
- 1.41%
- 1Y
- 4.48%
- 3Y*
- 4.54%
- 5Y*
- 5.47%
- 10Y*
- 2.70%
NTSX
- 1D
- 0.81%
- 1M
- 4.30%
- YTD
- 9.50%
- 6M
- 8.89%
- 1Y
- 25.65%
- 3Y*
- 19.75%
- 5Y*
- 9.87%
- 10Y*
- —
USDU vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 1.78% | -3.14% | 14.56% | 3.10% | 7.67% | 4.07% | -5.43% | 1.54% | 2.20% |
NTSX WisdomTree U.S. Efficient Core Fund | 9.50% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -8.72% |
Correlation
The correlation between USDU and NTSX is -0.40, 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 | -0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.36 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018 | -0.31 |
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Return for Risk
USDU vs. NTSX — Risk / Return Rank
USDU
NTSX
USDU vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and WisdomTree U.S. Efficient Core Fund (NTSX). 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 | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.38 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.81 | -1.58 |
| Martin ratioReturn relative to average drawdown | 3.36 | 12.44 | -9.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USDU | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 2.09 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.58 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.72 | -0.28 |
Drawdowns
USDU vs. NTSX - Drawdown Comparison
The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for USDU and NTSX.
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Drawdown Indicators
| USDU | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -31.34% | +16.80% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -9.16% | +5.52% |
Max Drawdown (3Y)Largest decline over 3 years | -7.73% | -16.82% | +9.09% |
Max Drawdown (5Y)Largest decline over 5 years | -9.28% | -31.34% | +22.06% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | — | — |
Current DrawdownCurrent decline from peak | -2.36% | -0.25% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -6.79% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 2.07% | -0.73% |
Volatility
USDU vs. NTSX - Volatility Comparison
The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.25%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.38%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USDU | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 3.38% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 4.31% | 9.61% | -5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.63% | 12.32% | -6.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.62% | 17.04% | -10.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.46% | 18.27% | -10.81% |
USDU vs. NTSX - Expense Ratio Comparison
USDU has a 0.51% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Dividends
USDU vs. NTSX - Dividend Comparison
USDU's dividend yield for the trailing twelve months is around 3.76%, more than NTSX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.07% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 3.76% | 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 NTSX have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (3.38%) compared to USDU (1.25%). In terms of maximum drawdown, USDU dropped -14.54% vs NTSX's -31.34%.
On 5-year performance, NTSX leads with 9.87% vs 5.47% for USDU. On fees, NTSX is cheaper at 0.20% per year. On volatility, USDU has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSX has performed better with a 9.87% return vs 5.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSX is cheaper with a 0.20% expense ratio, compared with 0.51% for USDU.
USDU has the higher dividend yield at 3.76%, compared with 1.07% for NTSX.
USDU is categorized as Currency, while NTSX is Diversified Portfolio. Their fees differ too: 0.51% for USDU and 0.20% for NTSX.
NTSX currently has the higher Sharpe Ratio (2.09 vs 0.80), 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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