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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
0.08%
1M
-0.14%
6M
YTD
1Y
3Y*
5Y*
10Y*

USDX

1D
-0.08%
1M
0.19%
6M
2.32%
YTD
2.34%
1Y
6.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRUX vs. USDX - Yearly Performance Comparison


Correlation

The correlation between CRUX and USDX is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 16, 2026

0.05

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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

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


USDX
USDX Risk / Return Rank: 9696
Overall Rank
USDX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
USDX Sortino Ratio Rank: 9696
Sortino Ratio Rank
USDX Omega Ratio Rank: 9696
Omega Ratio Rank
USDX Calmar Ratio Rank: 9696
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.

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.


CRUXUSDXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.71

Calmar ratioReturn relative to maximum drawdown

6.49

Martin ratioReturn relative to average drawdown

40.72

CRUX vs. USDX - Sharpe Ratio Comparison


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Drawdowns

CRUX vs. USDX - Drawdown Comparison

The maximum CRUX drawdown since its inception was -1.85%, 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

-1.85%

-0.94%

-0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-0.94%

Current Drawdown

Current decline from peak

-0.80%

-0.30%

-0.50%

Average Drawdown

Average peak-to-trough decline

-0.60%

-0.07%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.15%

Volatility

CRUX vs. USDX - Volatility Comparison


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Volatility by Period


CRUXUSDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

Volatility (6M)

Calculated over the trailing 6-month period

1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

2.07%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.98%

1.75%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.98%

1.75%

+2.23%

CRUX vs. USDX - Expense Ratio Comparison

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


Dividends

CRUX vs. USDX - Dividend Comparison

CRUX's dividend yield for the trailing twelve months is around 1.40%, less than USDX's 6.88% yield.


PositionTTM20252024
CRUX
Columbia Core Bond ETF
1.40%0.00%0.00%
USDX
SGI Enhanced Core ETF
6.88%5.88%4.60%

Frequently Asked Questions


CRUX and USDX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRUX is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRUX is cheaper with a 0.32% expense ratio, compared with 0.98% for USDX.

USDX has the higher dividend yield at 6.88%, compared with 1.40% for CRUX.

They also come from different issuers: Columbia Threadneedle and Summit Global Investments. Their fees differ too: 0.32% for CRUX and 0.98% for USDX.

Portfolio Optimizer

Find the right allocation for CRUX and USDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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