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CRUX vs. USDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRUX vs. USDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Core Bond ETF (CRUX) and SGI Enhanced Core ETF (USDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CRUX

1D
-0.13%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

USDX

1D
-0.05%
1M
0.61%
YTD
1.14%
6M
3.00%
1Y
5.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRUX vs. USDX - Yearly Performance Comparison


2026 (YTD)
CRUX
Columbia Core Bond ETF
-0.24%
USDX
SGI Enhanced Core ETF
0.34%

Correlation

The correlation between CRUX and USDX is 0.05, meaning there is essentially no relationship between their price movements. They neither move together nor in opposition — each responds to its own set of market drivers. This independence makes them strong candidates for combining in a diversified portfolio.


CRUX vs. USDX - Expense Ratio Comparison

CRUX has a 0.32% expense ratio, which is lower than USDX's 0.98% expense ratio.


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Return for Risk

CRUX vs. USDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRUX

USDX
USDX Risk / Return Rank: 9797
Overall Rank
USDX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
USDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
USDX Omega Ratio Rank: 9898
Omega Ratio Rank
USDX Calmar Ratio Rank: 9797
Calmar Ratio Rank
USDX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRUX vs. USDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Core Bond ETF (CRUX) and SGI Enhanced Core ETF (USDX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CRUX vs. USDX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRUXUSDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.69

4.38

-5.07

Drawdowns

CRUX vs. USDX - Drawdown Comparison

The maximum CRUX drawdown since its inception was -1.30%, which is greater than USDX's maximum drawdown of -0.94%. Use the drawdown chart below to compare losses from any high point for CRUX and USDX.


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Drawdown Indicators


CRUXUSDXDifference

Max Drawdown

Largest peak-to-trough decline

-1.30%

-0.94%

-0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-0.94%

Current Drawdown

Current decline from peak

-0.33%

-0.13%

-0.20%

Average Drawdown

Average peak-to-trough decline

-0.64%

-0.06%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

Volatility

CRUX vs. USDX - Volatility Comparison


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Volatility by Period


CRUXUSDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

6.44%

1.79%

+4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.44%

1.57%

+4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

1.57%

+4.87%

Dividends

CRUX vs. USDX - Dividend Comparison

CRUX's dividend yield for the trailing twelve months is around 0.17%, less than USDX's 5.63% yield.


TTM20252024
CRUX
Columbia Core Bond ETF
0.17%0.00%0.00%
USDX
SGI Enhanced Core ETF
5.63%5.88%4.60%