USDU vs. PGR
USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) is Currency fund actively managed by WisdomTree, while PGR (The Progressive Corporation) is a stock. Over the past 10 years, USDU returned 2.71%/yr vs 23.82%/yr for PGR. At a correlation of -0.03, they often move in opposite directions.
Performance
USDU vs. PGR - Performance Comparison
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Returns By Period
In the year-to-date period, USDU achieves a 3.41% return, which is significantly higher than PGR's -0.79% return. Over the past 10 years, USDU has underperformed PGR with an annualized return of 2.71%, while PGR has yielded a comparatively higher 23.82% annualized return.
USDU
- 1D
- 0.11%
- 1M
- 0.26%
- 6M
- 2.65%
- YTD
- 3.41%
- 1Y
- 5.51%
- 3Y*
- 5.58%
- 5Y*
- 5.32%
- 10Y*
- 2.71%
- ALL TIME*
- 3.28%
PGR
- 1D
- 2.06%
- 1M
- 3.64%
- 6M
- 4.97%
- YTD
- -0.79%
- 1Y
- -8.28%
- 3Y*
- 23.12%
- 5Y*
- 20.34%
- 10Y*
- 23.82%
- ALL TIME*
- 16.86%
USDU vs. PGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 3.41% | -3.14% | 14.56% | 3.10% | 7.67% | 4.07% | -5.43% | 1.54% | 5.40% | -7.44% |
PGR The Progressive Corporation | -0.79% | -3.02% | 51.39% | 23.16% | 26.81% | 10.84% | 41.48% | 25.14% | 9.39% | 61.59% |
Correlation
The correlation between USDU and PGR is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2013 | -0.03 |
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Return for Risk
USDU vs. PGR — Risk / Return Rank
USDU
PGR
USDU vs. PGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and The Progressive Corporation (PGR). 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 | PGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.96 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | -0.42 | +1.94 |
| Martin ratioReturn relative to average drawdown | 4.23 | -0.71 | +4.93 |
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Drawdowns
USDU vs. PGR - Drawdown Comparison
The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum PGR drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for USDU and PGR.
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Drawdown Indicators
| USDU | PGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -71.06% | +56.52% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -19.79% | +16.15% |
Max Drawdown (3Y)Largest decline over 3 years | -7.73% | -30.35% | +22.62% |
Max Drawdown (5Y)Largest decline over 5 years | -9.28% | -30.35% | +21.07% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | -30.35% | +15.81% |
Current DrawdownCurrent decline from peak | -0.80% | -22.33% | +21.53% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -14.55% | +9.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 11.71% | -10.40% |
Volatility
USDU vs. PGR - Volatility Comparison
The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.04%, while The Progressive Corporation (PGR) has a volatility of 14.04%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than PGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USDU | PGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 14.04% | -13.00% |
Volatility (6M)Calculated over the trailing 6-month period | 4.35% | 20.19% | -15.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.61% | 25.34% | -19.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.60% | 25.16% | -18.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.41% | 24.79% | -17.38% |
Dividends
USDU vs. PGR - Dividend Comparison
USDU's dividend yield for the trailing twelve months is around 3.71%, less than PGR's 6.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGR The Progressive Corporation | 6.55% | 2.15% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% |
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 PGR have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGR has higher volatility (14.04%) compared to USDU (1.04%). In terms of maximum drawdown, USDU dropped -14.54% vs PGR's -71.06%.
USDU currently has the higher Sharpe Ratio (0.99 vs -0.33), 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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