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

Performance

FLOT vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Floating Rate Bond ETF (FLOT) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FLOT

1D
0.00%
1M
0.41%
YTD
1.87%
6M
2.15%
1Y
4.85%
3Y*
5.60%
5Y*
4.20%
10Y*
3.03%

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)

FLOT vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLOT
iShares Floating Rate Bond ETF
1.87%4.91%6.53%6.43%1.28%0.45%0.87%3.97%1.48%1.65%
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

FLOT vs. USD=X — Risk / Return Rank

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

FLOT
FLOT Risk / Return Rank: 9999
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
Martin Ratio Rank

USD=X
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Floating Rate Bond ETF (FLOT) 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.


FLOTUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.22

Calmar ratioReturn relative to maximum drawdown

11.27

Martin ratioReturn relative to average drawdown

104.83

FLOT vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLOTUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

Drawdowns

FLOT vs. USD=X - Drawdown Comparison

The maximum FLOT drawdown since its inception was -13.54%, 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 FLOT and USD=X.


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Drawdown Indicators


FLOTUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-13.54%

0.00%

-13.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

0.00%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-1.57%

0.00%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-2.36%

0.00%

-2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-13.54%

0.00%

-13.54%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.21%

0.00%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.00%

+0.05%

Volatility

FLOT vs. USD=X - Volatility Comparison

iShares Floating Rate Bond ETF (FLOT) has a higher volatility of 0.20% compared to USD Cash (USD=X) at 0.00%. This indicates that FLOT'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


FLOTUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

0.00%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

0.62%

0.00%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

0.75%

0.00%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.77%

0.00%

+1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.15%

0.00%

+4.15%

Frequently Asked Questions


FLOT has higher volatility (0.20%) compared to USD=X (0.00%). In terms of maximum drawdown, FLOT dropped -13.54% vs USD=X's 0.00%.

Portfolio Optimizer

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