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EURUSD=X vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

EURUSD=X vs. USD=X

Last updated Jul 22, 2026
Documentation

EURUSD=X (Euro / U.S. Dollar) and USD=X (USD Cash) are both currencies. Over the past 10 years, EURUSD=X returned 0.39%/yr vs 0.00%/yr for USD=X.

Performance

EURUSD=X vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Euro / U.S. Dollar (EURUSD=X) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

EURUSD=X

1D
-0.08%
1M
-0.45%
6M
-2.75%
YTD
-2.90%
1Y
-2.49%
3Y*
0.83%
5Y*
-0.63%
10Y*
0.39%
ALL TIME*
-0.99%

USD=X

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
ALL TIME*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EURUSD=X vs. USD=X - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EURUSD=X
Euro / U.S. Dollar		-2.90%13.43%-6.18%3.16%-6.01%-6.81%8.85%-1.94%-4.66%14.14%
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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Euro / U.S. Dollar

USD Cash

Often compared with EURUSD=X:
EURUSD=X vs. BTC-USDEURUSD=X vs. GBPUSD=XEURUSD=X vs. FXEEURUSD=X vs. NZDUSD=XEURUSD=X vs. ^GDAXIEURUSD=X vs. USDEURUSD=X vs. AUDUSD=X
Often compared with USD=X:
USD=X vs. UUPUSD=X vs. XRP-USDUSD=X vs. EUR=XUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX

Return for Risk

EURUSD=X vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EURUSD=X
EURUSD=X Risk / Return Rank: 2828
Overall Rank
EURUSD=X Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EURUSD=X Sortino Ratio Rank: 3030
Sortino Ratio Rank
EURUSD=X Omega Ratio Rank: 3030
Omega Ratio Rank
EURUSD=X Calmar Ratio Rank: 2828
Calmar Ratio Rank
EURUSD=X Martin Ratio Rank: 2525
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.

EURUSD=X vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Euro / U.S. Dollar (EURUSD=X) 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.

EURUSD=XUSD=XDifference
Sharpe ratioReturn per unit of total volatility
-0.35

—

—

Sortino ratioReturn per unit of downside risk
-0.46

—

—

Omega ratioGain probability vs. loss probability

0.95

—

—

Calmar ratioReturn relative to maximum drawdown

-0.35

—

—

Martin ratioReturn relative to average drawdown

-0.72

—

—

EURUSD=X vs. USD=X - Sharpe Ratio Comparison

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Drawdowns

EURUSD=X vs. USD=X - Drawdown Comparison

The maximum EURUSD=X drawdown since its inception was -40.01%, 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 EURUSD=X and USD=X.

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Drawdown Indicators

EURUSD=XUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-40.01%

0.00%

-40.01%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

0.00%

-5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-8.48%

0.00%

-8.48%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

0.00%

-19.28%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

0.00%

-23.31%

Current Drawdown

Current decline from peak

-28.68%

0.00%

-28.68%

Average Drawdown

Average peak-to-trough decline

-23.63%

0.00%

-23.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

0.00%

+2.90%

Volatility

EURUSD=X vs. USD=X - Volatility Comparison

Euro / U.S. Dollar (EURUSD=X) has a higher volatility of 1.02% compared to USD Cash (USD=X) at 0.00%. This indicates that EURUSD=X'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

EURUSD=XUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

0.00%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.99%

0.00%

+3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

5.79%

0.00%

+5.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

0.00%

+7.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.08%

0.00%

+7.08%

Frequently Asked Questions

EURUSD=X has higher volatility (1.02%) compared to USD=X (0.00%). In terms of maximum drawdown, EURUSD=X dropped -40.01% vs USD=X's 0.00%.

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