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USDU vs. UUP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USDU and UUP is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

USDU vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Invesco DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

40.00%45.00%50.00%55.00%60.00%NovemberDecember2025FebruaryMarchApril
42.30%
46.20%
USDU
UUP

Key characteristics

Sharpe Ratio

USDU:

0.36

UUP:

-0.17

Sortino Ratio

USDU:

0.52

UUP:

-0.17

Omega Ratio

USDU:

1.07

UUP:

0.98

Calmar Ratio

USDU:

0.33

UUP:

-0.13

Martin Ratio

USDU:

1.16

UUP:

-0.44

Ulcer Index

USDU:

1.92%

UUP:

2.81%

Daily Std Dev

USDU:

6.23%

UUP:

7.30%

Max Drawdown

USDU:

-14.53%

UUP:

-22.19%

Current Drawdown

USDU:

-6.07%

UUP:

-8.48%

Returns By Period

In the year-to-date period, USDU achieves a -5.15% return, which is significantly higher than UUP's -7.14% return. Both investments have delivered pretty close results over the past 10 years, with USDU having a 2.25% annualized return and UUP not far behind at 2.20%.


USDU

YTD

-5.15%

1M

-3.33%

6M

-0.21%

1Y

2.38%

5Y*

2.05%

10Y*

2.25%

UUP

YTD

-7.14%

1M

-4.21%

6M

-2.15%

1Y

-0.93%

5Y*

2.44%

10Y*

2.20%

*Annualized

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USDU vs. UUP - Expense Ratio Comparison

USDU has a 0.51% expense ratio, which is lower than UUP's 0.75% expense ratio.


Expense ratio chart for UUP: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UUP: 0.75%
Expense ratio chart for USDU: current value is 0.51%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USDU: 0.51%

Risk-Adjusted Performance

USDU vs. UUP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USDU
The Risk-Adjusted Performance Rank of USDU is 4646
Overall Rank
The Sharpe Ratio Rank of USDU is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of USDU is 4343
Sortino Ratio Rank
The Omega Ratio Rank of USDU is 4242
Omega Ratio Rank
The Calmar Ratio Rank of USDU is 5050
Calmar Ratio Rank
The Martin Ratio Rank of USDU is 4747
Martin Ratio Rank

UUP
The Risk-Adjusted Performance Rank of UUP is 1313
Overall Rank
The Sharpe Ratio Rank of UUP is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of UUP is 1212
Sortino Ratio Rank
The Omega Ratio Rank of UUP is 1111
Omega Ratio Rank
The Calmar Ratio Rank of UUP is 1313
Calmar Ratio Rank
The Martin Ratio Rank of UUP is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USDU vs. UUP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Invesco DB US Dollar Index Bullish Fund (UUP). 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.


The chart of Sharpe ratio for USDU, currently valued at 0.36, compared to the broader market-1.000.001.002.003.004.00
USDU: 0.36
UUP: -0.17
The chart of Sortino ratio for USDU, currently valued at 0.52, compared to the broader market-2.000.002.004.006.008.00
USDU: 0.52
UUP: -0.17
The chart of Omega ratio for USDU, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
USDU: 1.07
UUP: 0.98
The chart of Calmar ratio for USDU, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.0012.00
USDU: 0.33
UUP: -0.13
The chart of Martin ratio for USDU, currently valued at 1.16, compared to the broader market0.0020.0040.0060.00
USDU: 1.16
UUP: -0.44

The current USDU Sharpe Ratio is 0.36, which is higher than the UUP Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of USDU and UUP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.36
-0.17
USDU
UUP

Dividends

USDU vs. UUP - Dividend Comparison

USDU's dividend yield for the trailing twelve months is around 4.19%, less than UUP's 4.82% yield.


TTM20242023202220212020201920182017201620152014
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
4.19%3.97%6.99%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%1.58%
UUP
Invesco DB US Dollar Index Bullish Fund
4.82%4.48%6.45%0.89%0.00%0.00%2.03%1.08%0.10%0.00%0.00%0.00%

Drawdowns

USDU vs. UUP - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.53%, smaller than the maximum UUP drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for USDU and UUP. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.07%
-8.48%
USDU
UUP

Volatility

USDU vs. UUP - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 3.28%, while Invesco DB US Dollar Index Bullish Fund (UUP) has a volatility of 3.70%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%NovemberDecember2025FebruaryMarchApril
3.28%
3.70%
USDU
UUP