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

Correlation

The correlation between USDU and VOO is -0.20. 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.


-0.50.00.51.0-0.2

Performance

USDU vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.51%
9.19%
USDU
VOO

Key characteristics

Sharpe Ratio

USDU:

2.36

VOO:

2.25

Sortino Ratio

USDU:

3.70

VOO:

2.98

Omega Ratio

USDU:

1.45

VOO:

1.42

Calmar Ratio

USDU:

2.91

VOO:

3.31

Martin Ratio

USDU:

11.62

VOO:

14.77

Ulcer Index

USDU:

1.05%

VOO:

1.90%

Daily Std Dev

USDU:

5.18%

VOO:

12.46%

Max Drawdown

USDU:

-14.53%

VOO:

-33.99%

Current Drawdown

USDU:

-0.38%

VOO:

-2.47%

Returns By Period

In the year-to-date period, USDU achieves a 13.58% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, USDU has underperformed VOO with an annualized return of 3.09%, while VOO has yielded a comparatively higher 13.08% annualized return.


USDU

YTD

13.58%

1M

1.53%

6M

5.43%

1Y

13.04%

5Y*

4.18%

10Y*

3.09%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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USDU vs. VOO - Expense Ratio Comparison

USDU has a 0.51% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for USDU: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

USDU vs. VOO - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for USDU, currently valued at 2.36, compared to the broader market0.002.004.002.362.25
The chart of Sortino ratio for USDU, currently valued at 3.70, compared to the broader market-2.000.002.004.006.008.0010.003.702.98
The chart of Omega ratio for USDU, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.42
The chart of Calmar ratio for USDU, currently valued at 2.91, compared to the broader market0.005.0010.0015.002.913.31
The chart of Martin ratio for USDU, currently valued at 11.62, compared to the broader market0.0020.0040.0060.0080.00100.0011.6214.77
USDU
VOO

The current USDU Sharpe Ratio is 2.36, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of USDU and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.36
2.25
USDU
VOO

Dividends

USDU vs. VOO - Dividend Comparison

USDU has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
0.00%6.99%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%1.58%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

USDU vs. VOO - Drawdown Comparison

The maximum USDU drawdown since its inception was -14.53%, 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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.38%
-2.47%
USDU
VOO

Volatility

USDU vs. VOO - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.70%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.70%
3.75%
USDU
VOO