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Performance
ILS=X Performance Chart
USD/ILS (ILS=X) is down 7.4% since the beginning of the year. ILS=X is currently trading at ₪3 per share. Investors who bought ₪1,000 worth of ILS=X shares 5 years ago would now be looking at an investment worth ₪896.
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Returns By Period
USD/ILS (ILS=X) has returned -7.36% so far this year and -15.51% over the past 12 months. Over the last ten years, ILS=X has returned -2.69% per year, falling short of the S&P 500 Index benchmark, which averaged 10.61% annually.
USD/ILS
- 1D
- -0.12%
- 1M
- 0.55%
- YTD
- -7.36%
- 6M
- -8.45%
- 1Y
- -15.51%
- 3Y*
- -6.26%
- 5Y*
- -2.17%
- 10Y*
- -2.69%
Benchmark (S&P 500 Index)
- 1D
- 0.96%
- 1M
- 2.56%
- YTD
- 1.50%
- 6M
- 1.36%
- 1Y
- 5.95%
- 3Y*
- 12.11%
- 5Y*
- 10.03%
- 10Y*
- 10.61%
ILS=X Monthly Returns History
Based on dividend-adjusted daily data since Jul 25, 2007, ILS=X's average daily return is -0.01%, while the average monthly return is -0.13%.
Historically, 46% of months were positive and 54% were negative. The best month was Oct 2008 with a return of +8.0%, while the worst month was Nov 2023 at -7.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 8 months.
On a daily basis, ILS=X closed higher 48% of trading days. The best single day was Mar 17, 2020 with a return of +4.4%, while the worst single day was Nov 14, 2023 at -3.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.00% | 0.75% | 0.22% | -6.24% | -4.81% | 4.90% | -7.36% | ||||||
| 2025 | -1.54% | 0.35% | 3.02% | -1.92% | -3.17% | -4.12% | 0.56% | -1.49% | -1.10% | -1.39% | 0.10% | -2.57% | -12.67% |
| 2024 | 0.53% | -1.89% | 3.11% | 1.23% | -0.84% | 1.96% | 0.17% | -3.92% | 2.30% | 0.72% | -2.90% | 0.14% | 0.35% |
| 2023 | -1.80% | 5.86% | -1.51% | 0.80% | 2.94% | -0.65% | -0.26% | 2.85% | 0.28% | 6.01% | -7.74% | -2.84% | 3.17% |
| 2022 | 3.16% | 1.80% | -2.02% | 4.75% | -0.49% | 5.02% | -2.75% | -1.79% | 7.04% | -1.19% | -2.96% | 2.67% | 13.38% |
| 2021 | 2.30% | 0.72% | 1.02% | -2.75% | -0.02% | 0.35% | -0.92% | -0.66% | 0.49% | -1.79% | -0.74% | -1.46% | -3.51% |
Benchmark Metrics
USD/ILS has an annualized alpha of -2.69%, beta of 0.09, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since July 25, 2007.
- This currency tended to rise when S&P 500 Index fell (downside capture of -2.45%), but participation in market rallies was also limited (-10.45%) - a profile typical of counter-cyclical assets.
- Beta of 0.09 may look defensive, but with R2 of 0.04 this currency is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this currency's risk.
- R2 of 0.04 means this currency moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -2.69%
- Beta
- 0.09
- R²
- 0.04
- Upside Capture
- -10.45%
- Downside Capture
- -2.45%
Return for Risk
Risk / Return Rank
ILS=X ranks 6 for risk / return — in the bottom 6% of currencies on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for USD/ILS (ILS=X) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ILS=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.90 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.11 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 0.57 | -1.22 |
| Martin ratioReturn relative to average drawdown | -1.30 | 1.60 | -2.90 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the USD/ILS. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the USD/ILS was 35.32%, occurring on May 31, 2026. The portfolio has not yet recovered.
The current USD/ILS drawdown is 32.15%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 bear market2026 | -35.32%May 2026 | 18y 10mo | — | 18y 10moAug 2007 - now |
2007 pullback2007 | -0.28%Jul 2007 | 1d | 1d | 2dJul 2007 - Aug 2007 |
Drawdown Indicators
| ILS=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.32% | -55.48% | +20.16% |
Max Drawdown (1Y)Largest decline over 1 year | -19.57% | -10.42% | -9.15% |
Max Drawdown (3Y)Largest decline over 3 years | -31.21% | -16.33% | -14.88% |
Max Drawdown (5Y)Largest decline over 5 years | -31.21% | -16.33% | -14.88% |
Max Drawdown (10Y)Largest decline over 10 years | -31.21% | -30.00% | -1.21% |
Current DrawdownCurrent decline from peak | -32.15% | -2.03% | -30.12% |
Average DrawdownAverage peak-to-trough decline | -16.68% | -11.45% | -5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.17% | 3.72% | +4.45% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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