PortfoliosLab logoPortfoliosLab logo
USDU vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USDU vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USDU achieves a 2.71% return, which is significantly higher than TLT's -3.18% return. Over the past 10 years, USDU has outperformed TLT with an annualized return of 2.77%, while TLT has yielded a comparatively lower -2.33% 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%

TLT

1D
0.33%
1M
-3.49%
6M
-2.86%
YTD
-3.18%
1Y
-2.12%
3Y*
-1.15%
5Y*
-8.33%
10Y*
-2.33%
ALL TIME*
3.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.39B$2.06B$2.20B
$7.62M$7.28M$8.52M

USDU vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TLT
iShares 20+ Year Treasury Bond ETF
-3.18%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between USDU and TLT is -0.36, 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.

-0.36

Correlation (3Y)
Balances recent behavior with more history.

-0.34

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.26

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.19

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2013

-0.16

The correlation between USDU and TLT shifts across timeframes, from -0.36 (1 year) to -0.16 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USDU vs. TLT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USDU
USDU Risk / Return Rank: 3232
Overall Rank
USDU Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 3131
Sortino Ratio Rank
USDU Omega Ratio Rank: 3030
Omega Ratio Rank
USDU Calmar Ratio Rank: 3434
Calmar Ratio Rank
USDU Martin Ratio Rank: 3535
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 77
Overall Rank
TLT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 77
Sortino Ratio Rank
TLT Omega Ratio Rank: 77
Omega Ratio Rank
TLT Calmar Ratio Rank: 88
Calmar Ratio Rank
TLT Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

USDU vs. TLT - 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 20+ Year Treasury Bond ETF (TLT). 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.


USDUTLTDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.14

0.97

+0.17

Calmar ratioReturn relative to maximum drawdown

1.17

-0.28

+1.44

Martin ratioReturn relative to average drawdown

3.43

-0.59

+4.02

USDU vs. TLT - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 0.78, which is higher than the TLT Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of USDU and TLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

USDU vs. TLT - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for USDU and TLT.


Loading charts...

Drawdown Indicators


USDUTLTDifference

Max Drawdown

Largest peak-to-trough decline

-14.54%

-48.35%

+33.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-7.74%

+4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-7.73%

-14.79%

+7.06%

Max Drawdown (5Y)

Largest decline over 5 years

-9.28%

-43.70%

+34.42%

Max Drawdown (10Y)

Largest decline over 10 years

-14.54%

-48.35%

+33.81%

Current Drawdown

Current decline from peak

-1.47%

-42.17%

+40.70%

Average Drawdown

Average peak-to-trough decline

-4.67%

-14.00%

+9.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

3.60%

-2.36%

Volatility

USDU vs. TLT - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.33%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.51%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USDUTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

2.51%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

4.09%

6.84%

-2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

5.47%

9.24%

-3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

15.74%

-9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.41%

14.83%

-7.42%

USDU vs. TLT - Expense Ratio Comparison

USDU has a 0.51% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

USDU vs. TLT - Dividend Comparison

USDU's dividend yield for the trailing twelve months is around 3.73%, less than TLT's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
TLT
iShares 20+ Year Treasury Bond ETF
4.75%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%
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 TLT have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLT has higher volatility (2.51%) compared to USDU (1.33%). In terms of maximum drawdown, USDU dropped -14.54% vs TLT's -48.35%.

On 10-year performance, USDU leads with 2.77% vs -2.33% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, USDU has been the lower-risk option at 1.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USDU has performed better with a 2.77% return vs -2.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLT is cheaper with a 0.15% expense ratio, compared with 0.51% for USDU.

TLT has the higher dividend yield at 4.75%, compared with 3.73% for USDU.

USDU is categorized as Currency, while TLT is Government Bonds. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.51% for USDU and 0.15% for TLT.

USDU currently has the higher Sharpe Ratio (0.78 vs -0.23), 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.

Portfolio Optimizer

Find the right allocation for USDU and TLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer