DGRO vs. USD=X
DGRO (iShares Core Dividend Growth ETF) is Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index, while USD=X (USD Cash) is a currency. Over the past 10 years, DGRO returned 13.52%/yr vs 0.00%/yr for USD=X.
Performance
DGRO vs. USD=X - Performance Comparison
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Returns By Period
DGRO
- 1D
- 0.69%
- 1M
- 3.74%
- YTD
- 9.86%
- 6M
- 9.27%
- 1Y
- 22.26%
- 3Y*
- 16.74%
- 5Y*
- 10.82%
- 10Y*
- 13.52%
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%
DGRO vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 9.86% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 23.00% |
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
DGRO vs. USD=X — Risk / Return Rank
DGRO
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DGRO vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend Growth ETF (DGRO) 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.
| DGRO | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.42 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | — | — |
| Martin ratioReturn relative to average drawdown | 13.36 | — | — |
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Drawdowns
DGRO vs. USD=X - Drawdown Comparison
The maximum DGRO drawdown since its inception was -35.10%, 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 DGRO and USD=X.
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Drawdown Indicators
| DGRO | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | 0.00% | -35.10% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | 0.00% | -6.47% |
Max Drawdown (3Y)Largest decline over 3 years | -14.03% | 0.00% | -14.03% |
Max Drawdown (5Y)Largest decline over 5 years | -19.31% | 0.00% | -19.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | 0.00% | -35.10% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.44% | 0.00% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 0.00% | +1.68% |
Volatility
DGRO vs. USD=X - Volatility Comparison
iShares Core Dividend Growth ETF (DGRO) has a higher volatility of 2.64% compared to USD Cash (USD=X) at 0.00%. This indicates that DGRO'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
| DGRO | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 0.00% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 6.96% | 0.00% | +6.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.59% | 0.00% | +9.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.83% | 0.00% | +13.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 0.00% | +16.62% |
Frequently Asked Questions
DGRO has higher volatility (2.64%) compared to USD=X (0.00%). In terms of maximum drawdown, DGRO dropped -35.10% vs USD=X's 0.00%.
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