PortfoliosLab logoPortfoliosLab logo
USDU vs. WTV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USDU vs. WTV - Performance Comparison

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

Loading graphics...

USDU vs. WTV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
1.86%-3.14%14.56%3.10%7.67%4.07%-5.43%1.54%5.40%-0.96%
WTV
WisdomTree US Value ETF
1.78%13.51%23.99%22.35%-8.06%30.59%6.15%29.69%-8.29%1.14%

Returns By Period

The year-to-date returns for both stocks are quite close, with USDU having a 1.86% return and WTV slightly lower at 1.78%.


USDU

1D
-0.19%
1M
1.66%
YTD
1.86%
6M
3.49%
1Y
0.52%
3Y*
5.21%
5Y*
4.91%
10Y*
2.70%

WTV

1D
-0.31%
1M
-4.51%
YTD
1.78%
6M
4.75%
1Y
16.77%
3Y*
19.30%
5Y*
12.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


USDU vs. WTV - Expense Ratio Comparison

USDU has a 0.51% expense ratio, which is higher than WTV's 0.12% expense ratio.


Return for Risk

USDU vs. WTV — Risk / Return Rank

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

USDU
USDU Risk / Return Rank: 1212
Overall Rank
USDU Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 1212
Sortino Ratio Rank
USDU Omega Ratio Rank: 1111
Omega Ratio Rank
USDU Calmar Ratio Rank: 1212
Calmar Ratio Rank
USDU Martin Ratio Rank: 1212
Martin Ratio Rank

WTV
WTV Risk / Return Rank: 5151
Overall Rank
WTV Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
WTV Sortino Ratio Rank: 5151
Sortino Ratio Rank
WTV Omega Ratio Rank: 5454
Omega Ratio Rank
WTV Calmar Ratio Rank: 4848
Calmar Ratio Rank
WTV Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


USDUWTVDifference

Sharpe ratio

Return per unit of total volatility

0.08

0.93

-0.86

Sortino ratio

Return per unit of downside risk

0.16

1.42

-1.26

Omega ratio

Gain probability vs. loss probability

1.02

1.21

-0.19

Calmar ratio

Return relative to maximum drawdown

0.02

1.29

-1.27

Martin ratio

Return relative to average drawdown

0.04

5.61

-5.57

USDU vs. WTV - Sharpe Ratio Comparison

The current USDU Sharpe Ratio is 0.08, which is lower than the WTV Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of USDU and WTV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


USDUWTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.93

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.75

-0.01

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

0.62

-0.18

Correlation

The correlation between USDU and WTV is -0.26. 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.


Dividends

USDU vs. WTV - Dividend Comparison

USDU's dividend yield for the trailing twelve months is around 3.76%, more than WTV's 1.79% yield.


TTM20252024202320222021202020192018201720162015
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
1.79%1.59%1.54%1.62%2.08%1.55%1.63%1.44%1.94%0.41%0.00%0.00%

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.


Loading graphics...

Drawdown Indicators


USDUWTVDifference

Max Drawdown

Largest peak-to-trough decline

-14.54%

-42.18%

+27.64%

Max Drawdown (1Y)

Largest decline over 1 year

-5.36%

-13.20%

+7.84%

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 Drawdown

Current decline from peak

-2.29%

-5.71%

+3.42%

Average Drawdown

Average peak-to-trough decline

-4.74%

-5.13%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

3.04%

-0.18%

Volatility

USDU vs. WTV - Volatility Comparison

The current volatility for WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) is 1.85%, while WisdomTree US Value ETF (WTV) has a volatility of 3.56%. 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.


Loading graphics...

Volatility by Period


USDUWTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

3.56%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

8.77%

-4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

6.86%

18.01%

-11.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

17.14%

-10.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

20.36%

-12.87%