USDU vs. WTV
USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) and WTV (WisdomTree US Value ETF) are both exchange-traded funds - USDU is a Currency fund actively managed by WisdomTree, while WTV is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Value Index. USDU is actively managed, while WTV is passively managed. Over the past 5 years, USDU returned 5.47%/yr vs 13.36%/yr for WTV. At a correlation of -0.26, they often move in opposite directions. USDU charges 0.51%/yr vs 0.12%/yr for WTV.
Performance
USDU vs. WTV - Performance Comparison
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Returns By Period
In the year-to-date period, USDU achieves a 1.78% return, which is significantly lower than WTV's 11.47% return.
USDU
- 1D
- -0.11%
- 1M
- 1.08%
- YTD
- 1.78%
- 6M
- 1.41%
- 1Y
- 4.48%
- 3Y*
- 4.54%
- 5Y*
- 5.47%
- 10Y*
- 2.70%
WTV
- 1D
- 0.86%
- 1M
- 4.50%
- YTD
- 11.47%
- 6M
- 12.37%
- 1Y
- 25.21%
- 3Y*
- 22.93%
- 5Y*
- 13.36%
- 10Y*
- —
USDU vs. WTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 1.78% | -3.14% | 14.56% | 3.10% | 7.67% | 4.07% | -5.43% | 1.54% | 5.40% | -0.96% |
WTV WisdomTree US Value ETF | 11.47% | 13.51% | 23.99% | 22.35% | -8.06% | 30.59% | 6.15% | 29.69% | -8.29% | 1.14% |
Correlation
The correlation between USDU and WTV is -0.30, 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 | -0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2017 | -0.26 |
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Return for Risk
USDU vs. WTV — Risk / Return Rank
USDU
WTV
USDU vs. WTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) and WisdomTree US Value ETF (WTV). 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 | WTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.38 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 3.54 | -2.31 |
| Martin ratioReturn relative to average drawdown | 3.36 | 11.55 | -8.19 |
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 | WTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 2.15 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.79 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.68 | -0.24 |
Drawdowns
USDU vs. WTV - Drawdown Comparison
The maximum USDU drawdown since its inception was -14.54%, smaller than the maximum WTV drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for USDU and WTV.
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Drawdown Indicators
| USDU | WTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -42.18% | +27.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -7.15% | +3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -7.73% | -18.49% | +10.76% |
Max Drawdown (5Y)Largest decline over 5 years | -9.28% | -19.30% | +10.02% |
Max Drawdown (10Y)Largest decline over 10 years | -14.54% | — | — |
Current DrawdownCurrent decline from peak | -2.36% | -0.11% | -2.25% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -5.05% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 2.19% | -0.85% |
Volatility
USDU vs. WTV - Volatility Comparison
The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.25%, while WisdomTree US Value ETF (WTV) has a volatility of 3.01%. This indicates that USDU experiences smaller price fluctuations and is considered to be less risky than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USDU | WTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 3.01% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 4.31% | 7.92% | -3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.63% | 11.82% | -6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.62% | 17.09% | -10.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.46% | 20.20% | -12.74% |
USDU vs. WTV - Expense Ratio Comparison
USDU has a 0.51% expense ratio, which is higher than WTV's 0.12% expense ratio.
Dividends
USDU vs. WTV - Dividend Comparison
USDU's dividend yield for the trailing twelve months is around 3.76%, more than WTV's 1.64% 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% |
WTV WisdomTree US Value ETF | 1.64% | 1.59% | 1.54% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 0.41% | 0.00% | 0.00% |
Frequently Asked Questions
USDU and WTV have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTV has higher volatility (3.01%) compared to USDU (1.25%). In terms of maximum drawdown, USDU dropped -14.54% vs WTV's -42.18%.
On 5-year performance, WTV leads with 13.36% vs 5.47% for USDU. On fees, WTV is cheaper at 0.12% per year. On volatility, USDU has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, WTV has performed better with a 13.36% return vs 5.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTV is cheaper with a 0.12% expense ratio, compared with 0.51% for USDU.
USDU has the higher dividend yield at 3.76%, compared with 1.64% for WTV.
USDU is categorized as Currency, while WTV is Large Cap Value Equities. Their fees differ too: 0.51% for USDU and 0.12% for WTV.
WTV currently has the higher Sharpe Ratio (2.15 vs 0.80), 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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