USDU vs. USFR
Compare and contrast key facts about WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).
USDU and USFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USDU is an actively managed fund by WisdomTree. It was launched on Dec 18, 2013. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USDU or USFR.
Key characteristics
| USDU | USFR | |
|---|---|---|
| YTD Return | 10.16% | 4.69% |
| 1Y Return | 6.20% | 5.30% |
| 3Y Return (Ann) | 7.29% | 3.92% |
| 5Y Return (Ann) | 3.45% | 2.50% |
| 10Y Return (Ann) | 3.10% | 2.39% |
| Sharpe Ratio | 1.24 | 14.83 |
| Sortino Ratio | 1.83 | 53.53 |
| Omega Ratio | 1.23 | 12.75 |
| Calmar Ratio | 1.61 | 89.99 |
| Martin Ratio | 4.65 | 732.54 |
| Ulcer Index | 1.46% | 0.01% |
| Daily Std Dev | 5.45% | 0.36% |
| Max Drawdown | -14.53% | -1.36% |
| Current Drawdown | -0.14% | 0.00% |
Correlation
The correlation between USDU and USFR is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
USDU vs. USFR - Performance Comparison
In the year-to-date period, USDU achieves a 10.16% return, which is significantly higher than USFR's 4.69% return. Over the past 10 years, USDU has outperformed USFR with an annualized return of 3.10%, while USFR has yielded a comparatively lower 2.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
USDU vs. USFR - Expense Ratio Comparison
USDU has a 0.51% expense ratio, which is higher than USFR's 0.15% expense ratio.
Risk-Adjusted Performance
USDU vs. USFR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). 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.
Dividends
USDU vs. USFR - Dividend Comparison
USDU's dividend yield for the trailing twelve months is around 6.34%, more than USFR's 5.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 6.34% | 6.99% | 7.83% | 0.00% | 0.69% | 3.06% | 0.88% | 0.00% | 0.00% | 6.48% | 1.58% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.30% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.04% | 0.29% | 0.00% | 0.00% |
Drawdowns
USDU vs. USFR - Drawdown Comparison
The maximum USDU drawdown since its inception was -14.53%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for USDU and USFR. For additional features, visit the drawdowns tool.
Volatility
USDU vs. USFR - Volatility Comparison
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) has a higher volatility of 1.98% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that USDU's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.