USDU vs. VOO
USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - USDU is a Currency fund actively managed by WisdomTree, while VOO is a S&P 500 fund tracking the S&P 500 Index. USDU is actively managed, while VOO is passively managed. Over the past 10 years, USDU returned 2.72%/yr vs 15.56%/yr for VOO. At a correlation of -0.20, they often move in opposite directions. USDU charges 0.51%/yr vs 0.03%/yr for VOO.
Performance
USDU vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, USDU achieves a 1.90% return, which is significantly lower than VOO's 10.91% return. Over the past 10 years, USDU has underperformed VOO with an annualized return of 2.72%, while VOO has yielded a comparatively higher 15.56% annualized return.
USDU
- 1D
- 0.23%
- 1M
- 1.27%
- YTD
- 1.90%
- 6M
- 1.57%
- 1Y
- 4.16%
- 3Y*
- 4.53%
- 5Y*
- 5.49%
- 10Y*
- 2.72%
VOO
- 1D
- -0.70%
- 1M
- 5.04%
- YTD
- 10.91%
- 6M
- 10.93%
- 1Y
- 28.04%
- 3Y*
- 22.44%
- 5Y*
- 13.90%
- 10Y*
- 15.56%
USDU vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 1.90% | -3.14% | 14.56% | 3.10% | 7.67% | 4.07% | -5.43% | 1.54% | 5.40% | -7.44% |
VOO Vanguard S&P 500 ETF | 10.91% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between USDU and VOO is -0.37, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.25 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2013 | -0.20 |
The correlation between USDU and VOO shifts across timeframes, from -0.37 (1 year) to -0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USDU vs. VOO — Risk / Return Rank
USDU
VOO
USDU vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Vanguard S&P 500 ETF (VOO). 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.
| USDU | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 2.39 | -1.65 |
Sortino ratioReturn per unit of downside risk | 1.11 | 3.25 | -2.14 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.43 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 3.16 | -2.02 |
Martin ratioReturn relative to average drawdown | 3.12 | 14.73 | -11.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USDU | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 2.39 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.83 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.87 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.89 | -0.45 |
Drawdowns
USDU vs. VOO - Drawdown Comparison
The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for USDU and VOO.
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Drawdown Indicators
| USDU | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -33.99% | +19.45% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -8.90% | +5.26% |
Max Drawdown (3Y)Largest decline over 3 years | -7.73% | -18.69% | +10.96% |
Max Drawdown (5Y)Largest decline over 5 years | -9.28% | -24.52% | +15.24% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | -33.99% | +19.45% |
Current DrawdownCurrent decline from peak | -2.25% | -0.70% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -3.69% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 1.91% | -0.57% |
Volatility
USDU vs. VOO - Volatility Comparison
The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.24%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.84%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USDU | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 2.84% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 4.31% | 8.90% | -4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.66% | 11.80% | -6.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.62% | 16.81% | -10.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.46% | 18.01% | -10.55% |
USDU vs. VOO - Expense Ratio Comparison
USDU has a 0.51% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
USDU vs. VOO - Dividend Comparison
USDU's dividend yield for the trailing twelve months is around 3.76%, more than VOO's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 3.76% | 3.83% | 3.97% | 6.99% | 7.83% | 0.00% | 0.69% | 3.06% | 0.88% | 0.00% | 0.00% | 6.48% |
VOO Vanguard S&P 500 ETF | 1.03% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
USDU and VOO have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOO has higher volatility (2.84%) compared to USDU (1.24%). In terms of maximum drawdown, USDU dropped -14.54% vs VOO's -33.99%.
On 10-year performance, VOO leads with 15.56% vs 2.72% for USDU. On fees, VOO is cheaper at 0.03% per year. On volatility, USDU has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VOO has performed better with a 15.56% return vs 2.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VOO is cheaper with a 0.03% expense ratio, compared with 0.51% for USDU.
USDU has the higher dividend yield at 3.76%, compared with 1.03% for VOO.
USDU is categorized as Currency, while VOO is S&P 500. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.51% for USDU and 0.03% for VOO.
VOO currently has the higher Sharpe Ratio (2.39 vs 0.74), 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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