VYM vs. USDU
VYM (Vanguard High Dividend Yield ETF) and USDU (WisdomTree Bloomberg U.S. Dollar Bullish Fund) are both exchange-traded funds - VYM is a Dividend fund tracking the FTSE High Dividend Yield Index, while USDU is a Currency fund actively managed by WisdomTree. VYM is passively managed, while USDU is actively managed. Over the past 10 years, VYM returned 11.70%/yr vs 2.77%/yr for USDU. At a correlation of -0.21, they often move in opposite directions. VYM charges 0.04%/yr vs 0.51%/yr for USDU.
Performance
VYM vs. USDU - Performance Comparison
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Returns By Period
In the year-to-date period, VYM achieves a 10.82% return, which is significantly higher than USDU's 2.56% return. Over the past 10 years, VYM has outperformed USDU with an annualized return of 11.70%, while USDU has yielded a comparatively lower 2.77% annualized return.
VYM
- 1D
- -0.08%
- 1M
- 1.71%
- YTD
- 10.82%
- 6M
- 10.58%
- 1Y
- 24.30%
- 3Y*
- 17.89%
- 5Y*
- 11.33%
- 10Y*
- 11.70%
USDU
- 1D
- -0.08%
- 1M
- 2.52%
- YTD
- 2.56%
- 6M
- 2.09%
- 1Y
- 5.00%
- 3Y*
- 4.92%
- 5Y*
- 5.68%
- 10Y*
- 2.77%
VYM vs. USDU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 10.82% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 2.56% | -3.14% | 14.56% | 3.10% | 7.67% | 4.07% | -5.43% | 1.54% | 5.40% | -7.44% |
Correlation
The correlation between VYM and USDU is -0.35, 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 | -0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2013 | -0.21 |
The correlation between VYM and USDU shifts across timeframes, from -0.35 (5 years) to -0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VYM vs. USDU — Risk / Return Rank
VYM
USDU
VYM vs. USDU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). 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.
| VYM | USDU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.16 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 1.38 | +2.27 |
| Martin ratioReturn relative to average drawdown | 13.64 | 3.74 | +9.90 |
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
| VYM | USDU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 0.89 | +1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.86 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.37 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.44 | +0.06 |
Drawdowns
VYM vs. USDU - Drawdown Comparison
The maximum VYM drawdown since its inception was -56.98%, which is greater than USDU's maximum drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for VYM and USDU.
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Drawdown Indicators
| VYM | USDU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.98% | -14.54% | -42.44% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -3.64% | -3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | -7.73% | -6.73% |
Max Drawdown (5Y)Largest decline over 5 years | -15.84% | -9.28% | -6.56% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | -14.54% | -20.67% |
Current DrawdownCurrent decline from peak | -1.89% | -1.62% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -4.72% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 1.34% | +0.45% |
Volatility
VYM vs. USDU - Volatility Comparison
Vanguard High Dividend Yield ETF (VYM) has a higher volatility of 2.82% compared to WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) at 1.28%. This indicates that VYM's price experiences larger fluctuations and is considered to be riskier than USDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYM | USDU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 1.28% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 4.36% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.35% | 5.67% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.98% | 6.63% | +7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 7.46% | +8.89% |
VYM vs. USDU - Expense Ratio Comparison
VYM has a 0.04% expense ratio, which is lower than USDU's 0.51% expense ratio.
Dividends
VYM vs. USDU - Dividend Comparison
VYM's dividend yield for the trailing twelve months is around 2.22%, less than USDU's 3.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 3.74% | 3.83% | 3.97% | 6.99% | 7.83% | 0.00% | 0.69% | 3.06% | 0.88% | 0.00% | 0.00% | 6.48% |
VYM Vanguard High Dividend Yield ETF | 2.22% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
VYM and USDU have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYM has higher volatility (2.82%) compared to USDU (1.28%). In terms of maximum drawdown, VYM dropped -56.98% vs USDU's -14.54%.
On 10-year performance, VYM leads with 11.70% vs 2.77% for USDU. On fees, VYM is cheaper at 0.04% per year. On volatility, USDU has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VYM has performed better with a 11.70% return vs 2.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYM is cheaper with a 0.04% expense ratio, compared with 0.51% for USDU.
USDU has the higher dividend yield at 3.74%, compared with 2.22% for VYM.
VYM is categorized as Dividend, while USDU is Currency. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.04% for VYM and 0.51% for USDU.
VYM currently has the higher Sharpe Ratio (2.36 vs 0.89), 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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