ALLW vs. USD=X
ALLW (State Street Bridgewater All Weather ETF) is Tactical Allocation fund actively managed by State Street, while USD=X (USD Cash) is a currency. Over the past year, ALLW returned 19.67% vs 0.00% for USD=X.
Performance
ALLW vs. USD=X - Performance Comparison
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Returns By Period
ALLW
- 1D
- 0.10%
- 1M
- -0.30%
- YTD
- 7.24%
- 6M
- 7.64%
- 1Y
- 19.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
ALLW vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ALLW State Street Bridgewater All Weather ETF | 7.24% | 15.44% |
USD=X USD Cash | 0.00% | 0.00% |
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Return for Risk
ALLW vs. USD=X — Risk / Return Rank
ALLW
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ALLW vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Bridgewater All Weather ETF (ALLW) and USD Cash (USD=X). 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.
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.
| ALLW | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | — | — |
| Martin ratioReturn relative to average drawdown | 10.87 | — | — |
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Drawdowns
ALLW vs. USD=X - Drawdown Comparison
The maximum ALLW drawdown since its inception was -8.78%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ALLW and USD=X.
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Drawdown Indicators
| ALLW | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.78% | 0.00% | -8.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | 0.00% | -7.23% |
Max Drawdown (3Y)Largest decline over 3 years | — | 0.00% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | 0.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -2.58% | 0.00% | -2.58% |
Average DrawdownAverage peak-to-trough decline | -1.23% | 0.00% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 0.00% | +1.77% |
Volatility
ALLW vs. USD=X - Volatility Comparison
State Street Bridgewater All Weather ETF (ALLW) has a higher volatility of 4.39% compared to USD Cash (USD=X) at 0.00%. This indicates that ALLW's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALLW | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 0.00% | +4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 0.00% | +9.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.93% | 0.00% | +10.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.72% | 0.00% | +12.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.72% | 0.00% | +12.72% |
Frequently Asked Questions
ALLW has higher volatility (4.39%) compared to USD=X (0.00%). In terms of maximum drawdown, ALLW dropped -8.78% vs USD=X's 0.00%.
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