DLR vs. USD=X
DLR (Digital Realty Trust, Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, DLR returned 9.89%/yr vs 0.00%/yr for USD=X.
Performance
DLR vs. USD=X - Performance Comparison
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Returns By Period
DLR
- 1D
- 0.74%
- 1M
- -2.29%
- YTD
- 19.87%
- 6M
- 21.68%
- 1Y
- 7.91%
- 3Y*
- 24.63%
- 5Y*
- 6.15%
- 10Y*
- 9.89%
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%
DLR vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLR Digital Realty Trust, Inc. | 19.87% | -10.07% | 35.90% | 39.95% | -41.00% | 30.66% | 20.37% | 16.52% | -3.00% | 19.80% |
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
DLR vs. USD=X — Risk / Return Rank
DLR
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DLR vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Digital Realty Trust, Inc. (DLR) 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.
| DLR | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.07 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | — | — |
| Martin ratioReturn relative to average drawdown | 1.09 | — | — |
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Drawdowns
DLR vs. USD=X - Drawdown Comparison
The maximum DLR drawdown since its inception was -56.80%, 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 DLR and USD=X.
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Drawdown Indicators
| DLR | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.80% | 0.00% | -56.80% |
Max Drawdown (1Y)Largest decline over 1 year | -16.83% | 0.00% | -16.83% |
Max Drawdown (3Y)Largest decline over 3 years | -29.40% | 0.00% | -29.40% |
Max Drawdown (5Y)Largest decline over 5 years | -48.52% | 0.00% | -48.52% |
Max Drawdown (10Y)Largest decline over 10 years | -48.52% | 0.00% | -48.52% |
Current DrawdownCurrent decline from peak | -9.67% | 0.00% | -9.67% |
Average DrawdownAverage peak-to-trough decline | -11.13% | 0.00% | -11.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.82% | 0.00% | +6.82% |
Volatility
DLR vs. USD=X - Volatility Comparison
Digital Realty Trust, Inc. (DLR) has a higher volatility of 7.62% compared to USD Cash (USD=X) at 0.00%. This indicates that DLR'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
| DLR | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.62% | 0.00% | +7.62% |
Volatility (6M)Calculated over the trailing 6-month period | 16.30% | 0.00% | +16.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.76% | 0.00% | +22.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.58% | 0.00% | +28.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.19% | 0.00% | +28.19% |
Frequently Asked Questions
DLR has higher volatility (7.62%) compared to USD=X (0.00%). In terms of maximum drawdown, DLR dropped -56.80% vs USD=X's 0.00%.
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