^DXY vs. USDU

In the year-to-date period, ^DXY achieves a -8.34% return, which is significantly lower than USDU's -5.13% return. Over the past 10 years, ^DXY has underperformed USDU with an annualized return of 0.37%, while USDU has yielded a comparatively higher 2.22% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for US Dollar Currency Index (^DXY) 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.

The current ^DXY Sharpe Ratio is -0.67, which is lower than the USDU Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of ^DXY and USDU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^DXY drawdown since its inception was -45.13%, which is greater than USDU's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for ^DXY and USDU.

US Dollar Currency Index (^DXY) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) have volatilities of 2.68% and 2.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.