USDU vs. STIP
USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) and STIP (iShares 0-5 Year TIPS Bond ETF) are both exchange-traded funds - USDU is a Currency fund actively managed by WisdomTree, while STIP is a Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). USDU is actively managed, while STIP is passively managed. Over the past 10 years, USDU returned 2.77%/yr vs 3.12%/yr for STIP. Their -0.30 correlation means they have often moved in opposite directions in the past. USDU charges 0.51%/yr vs 0.06%/yr for STIP.
Performance
USDU vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, USDU achieves a 2.71% return, which is significantly higher than STIP's 1.79% return. Over the past 10 years, USDU has underperformed STIP with an annualized return of 2.77%, while STIP has yielded a comparatively higher 3.12% annualized return.
USDU
- 1D
- 0.04%
- 1M
- -0.82%
- 6M
- 3.48%
- YTD
- 2.71%
- 1Y
- 4.24%
- 3Y*
- 4.91%
- 5Y*
- 5.31%
- 10Y*
- 2.77%
- ALL TIME*
- 3.21%
STIP
- 1D
- -0.02%
- 1M
- 0.11%
- 6M
- 1.42%
- YTD
- 1.79%
- 1Y
- 3.03%
- 3Y*
- 5.00%
- 5Y*
- 3.10%
- 10Y*
- 3.12%
- ALL TIME*
- 2.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $88.31M | $80.50M | $100.94M | |
| $7.62M | $7.28M | $8.52M |
USDU vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 2.71% | -3.14% | 14.56% | 3.10% | 7.67% | 4.07% | -5.43% | 1.54% | 5.40% | -7.44% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.79% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
Correlation
The correlation between USDU and STIP is -0.30, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.30 |
Correlation (3Y) Balances recent behavior with more history. | -0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2013 | -0.30 |
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Return for Risk
USDU vs. STIP — Risk / Return Rank
USDU
STIP
USDU vs. STIP - 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 0-5 Year TIPS Bond ETF (STIP). 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 | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.41 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 4.20 | -3.03 |
| Martin ratioReturn relative to average drawdown | 3.43 | 13.40 | -9.97 |
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Drawdowns
USDU vs. STIP - Drawdown Comparison
The maximum USDU drawdown since its inception was -14.54%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for USDU and STIP.
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Drawdown Indicators
| USDU | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -5.50% | -9.04% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -0.73% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -7.73% | -0.95% | -6.78% |
Max Drawdown (5Y)Largest decline over 5 years | -9.28% | -5.50% | -3.78% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | -5.50% | -9.04% |
Current DrawdownCurrent decline from peak | -1.47% | -0.27% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -0.99% | -3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 0.23% | +1.01% |
Volatility
USDU vs. STIP - Volatility Comparison
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) has a higher volatility of 1.33% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.37%. This indicates that USDU's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USDU | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 0.37% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 4.09% | 1.17% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.47% | 1.47% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 2.74% | +3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.41% | 2.45% | +4.96% |
USDU vs. STIP - Expense Ratio Comparison
USDU has a 0.51% expense ratio, which is higher than STIP's 0.06% expense ratio.
Dividends
USDU vs. STIP - Dividend Comparison
USDU's dividend yield for the trailing twelve months is around 3.73%, less than STIP's 5.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STIP iShares 0-5 Year TIPS Bond ETF | 5.37% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% |
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 3.73% | 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 STIP have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USDU has higher volatility (1.33%) compared to STIP (0.37%). In terms of maximum drawdown, USDU dropped -14.54% vs STIP's -5.50%.
On 10-year performance, STIP leads with 3.12% vs 2.77% for USDU. On fees, STIP is cheaper at 0.06% per year. On volatility, STIP has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, STIP has performed better with a 3.12% return vs 2.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STIP is cheaper with a 0.06% expense ratio, compared with 0.51% for USDU.
STIP has the higher dividend yield at 5.37%, compared with 3.73% for USDU.
USDU is categorized as Currency, while STIP is Inflation-Protected Bonds. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.51% for USDU and 0.06% for STIP.
STIP currently has the higher Sharpe Ratio (2.07 vs 0.78), 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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