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

Performance

ICSH vs. USD=X - Performance Comparison

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

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Returns By Period


ICSH

1D
0.02%
1M
0.18%
YTD
1.43%
6M
1.75%
1Y
4.30%
3Y*
5.15%
5Y*
3.67%
10Y*
2.77%

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)

ICSH vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICSH
iShares Ultra Short Duration Bond Active ETF
1.43%4.96%5.52%5.58%0.97%0.16%1.61%3.17%2.25%1.63%
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

ICSH vs. USD=X — Risk / Return Rank

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

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 100100
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH 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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Ultra Short Duration Bond Active ETF (ICSH) 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.


ICSHUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

6.56

Calmar ratioReturn relative to maximum drawdown

43.67

Martin ratioReturn relative to average drawdown

288.81

ICSH vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ICSHUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

7.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.93

Drawdowns

ICSH vs. USD=X - Drawdown Comparison

The maximum ICSH drawdown since its inception was -3.94%, 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 ICSH and USD=X.


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Drawdown Indicators


ICSHUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-3.94%

0.00%

-3.94%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

0.00%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-0.10%

0.00%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-0.73%

0.00%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-3.94%

0.00%

-3.94%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.08%

0.00%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.00%

+0.01%

Volatility

ICSH vs. USD=X - Volatility Comparison

iShares Ultra Short Duration Bond Active ETF (ICSH) has a higher volatility of 0.15% compared to USD Cash (USD=X) at 0.00%. This indicates that ICSH'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


ICSHUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.00%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

0.30%

0.00%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

0.39%

0.00%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.48%

0.00%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.06%

0.00%

+1.06%

Frequently Asked Questions


ICSH has higher volatility (0.15%) compared to USD=X (0.00%). In terms of maximum drawdown, ICSH dropped -3.94% vs USD=X's 0.00%.

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