USDU vs. VTIP
USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) and VTIP (Vanguard Short-Term Inflation-Protected Securities ETF) are both exchange-traded funds - USDU is a Currency fund actively managed by WisdomTree, while VTIP is a Inflation-Protected Bonds fund tracking the Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. USDU is actively managed, while VTIP is passively managed. Over the past 10 years, USDU returned 2.72%/yr vs 3.14%/yr for VTIP. At a correlation of -0.30, they often move in opposite directions. USDU charges 0.51%/yr vs 0.03%/yr for VTIP.
Performance
USDU vs. VTIP - 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 VTIP's 2.05% return. Over the past 10 years, USDU has underperformed VTIP with an annualized return of 2.72%, while VTIP has yielded a comparatively higher 3.14% 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%
VTIP
- 1D
- 0.00%
- 1M
- 0.04%
- YTD
- 2.05%
- 6M
- 2.03%
- 1Y
- 4.70%
- 3Y*
- 5.26%
- 5Y*
- 3.37%
- 10Y*
- 3.14%
USDU vs. VTIP - 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% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.05% | 6.07% | 4.74% | 4.62% | -2.94% | 5.36% | 4.95% | 4.86% | 0.56% | 0.82% |
Correlation
The correlation between USDU and VTIP is -0.25, 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 | -0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2013 | -0.30 |
The correlation between USDU and VTIP shifts across timeframes, from -0.35 (3 years) to -0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
USDU vs. VTIP — Risk / Return Rank
USDU
VTIP
USDU vs. VTIP - 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 Short-Term Inflation-Protected Securities ETF (VTIP). 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 | VTIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -4.25 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.67 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 6.75 | -5.60 |
| Martin ratioReturn relative to average drawdown | 3.12 | 26.06 | -22.94 |
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 | VTIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 3.15 | -2.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 1.22 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 1.15 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.89 | -0.46 |
Drawdowns
USDU vs. VTIP - Drawdown Comparison
The maximum USDU drawdown since its inception was -14.54%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for USDU and VTIP.
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Drawdown Indicators
| USDU | VTIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -6.27% | -8.27% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -0.70% | -2.94% |
Max Drawdown (3Y)Largest decline over 3 years | -7.73% | -0.98% | -6.75% |
Max Drawdown (5Y)Largest decline over 5 years | -9.28% | -5.50% | -3.78% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | -6.27% | -8.27% |
Current DrawdownCurrent decline from peak | -2.25% | -0.02% | -2.23% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -1.04% | -3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 0.18% | +1.16% |
Volatility
USDU vs. VTIP - Volatility Comparison
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) has a higher volatility of 1.24% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.43%. This indicates that USDU's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USDU | VTIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 0.43% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 4.31% | 1.02% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.66% | 1.50% | +4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.62% | 2.77% | +3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.46% | 2.74% | +4.72% |
USDU vs. VTIP - Expense Ratio Comparison
USDU has a 0.51% expense ratio, which is higher than VTIP's 0.03% expense ratio.
Dividends
USDU vs. VTIP - Dividend Comparison
USDU's dividend yield for the trailing twelve months is around 3.76%, more than VTIP's 3.58% 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% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.58% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
Frequently Asked Questions
USDU and VTIP have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USDU has higher volatility (1.24%) compared to VTIP (0.43%). In terms of maximum drawdown, USDU dropped -14.54% vs VTIP's -6.27%.
On 10-year performance, VTIP leads with 3.14% vs 2.72% for USDU. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.43%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VTIP has performed better with a 3.14% return vs 2.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTIP 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 3.58% for VTIP.
USDU is categorized as Currency, while VTIP is Inflation-Protected Bonds. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.51% for USDU and 0.03% for VTIP.
VTIP currently has the higher Sharpe Ratio (3.15 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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