BIV vs. USD=X
BIV (Vanguard Intermediate-Term Bond Index ETF) is Intermediate Core Bond fund tracking the Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index, while USD=X (USD Cash) is a currency. Over the past 10 years, BIV returned 1.83%/yr vs 0.00%/yr for USD=X.
Performance
BIV vs. USD=X - Performance Comparison
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Returns By Period
BIV
- 1D
- -0.05%
- 1M
- -0.94%
- YTD
- -0.67%
- 6M
- -0.33%
- 1Y
- 4.70%
- 3Y*
- 4.27%
- 5Y*
- 0.08%
- 10Y*
- 1.83%
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%
BIV vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIV Vanguard Intermediate-Term Bond Index ETF | -0.67% | 8.52% | 1.57% | 6.07% | -13.21% | -2.40% | 9.67% | 10.34% | -0.19% | 3.65% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
BIV vs. USD=X — Risk / Return Rank
BIV
USD=X
BIV vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) 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.
| BIV | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.21 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | — | — |
| Martin ratioReturn relative to average drawdown | 4.40 | — | — |
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
| BIV | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | — | — |
Drawdowns
BIV vs. USD=X - Drawdown Comparison
The maximum BIV drawdown since its inception was -18.95%, 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 BIV and USD=X.
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Drawdown Indicators
| BIV | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.95% | 0.00% | -18.95% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | 0.00% | -3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -6.07% | 0.00% | -6.07% |
Max Drawdown (5Y)Largest decline over 5 years | -18.74% | 0.00% | -18.74% |
Max Drawdown (10Y)Largest decline over 10 years | -18.95% | 0.00% | -18.95% |
Current DrawdownCurrent decline from peak | -2.46% | 0.00% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -3.39% | 0.00% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 0.00% | +1.07% |
Volatility
BIV vs. USD=X - Volatility Comparison
Vanguard Intermediate-Term Bond Index ETF (BIV) has a higher volatility of 1.35% compared to USD Cash (USD=X) at 0.00%. This indicates that BIV'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
| BIV | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 0.00% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 2.93% | 0.00% | +2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 0.00% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.40% | 0.00% | +6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.51% | 0.00% | +5.51% |
Frequently Asked Questions
BIV has higher volatility (1.35%) compared to USD=X (0.00%). In terms of maximum drawdown, BIV dropped -18.95% vs USD=X's 0.00%.
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