PortfoliosLab logoPortfoliosLab logo
DLR vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

DLR vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Digital Realty Trust, Inc. (DLR) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLR vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DLR vs. USD=X — Risk / Return Rank

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

DLR
DLR Risk / Return Rank: 5151
Overall Rank
DLR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
DLR Sortino Ratio Rank: 4747
Sortino Ratio Rank
DLR Omega Ratio Rank: 4646
Omega Ratio Rank
DLR Calmar Ratio Rank: 5353
Calmar Ratio Rank
DLR Martin Ratio Rank: 5454
Martin Ratio Rank

USD=X

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

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.

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.


DLRUSD=XDifference
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

DLR vs. USD=X - Sharpe Ratio Comparison


Loading charts...

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.


Loading charts...

Drawdown Indicators


DLRUSD=XDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.67%

0.00%

-9.67%

Average Drawdown

Average peak-to-trough decline

-11.13%

0.00%

-11.13%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


DLRUSD=XDifference

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%.

Portfolio Optimizer

Find the right allocation for DLR and USD=X

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

Open Portfolio Optimizer