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

Performance

SLYG vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 600 Small Cap Growth ETF (SLYG) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


SLYG

1D
3.07%
1M
4.13%
YTD
19.06%
6M
14.09%
1Y
28.19%
3Y*
14.88%
5Y*
5.94%
10Y*
11.27%

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)

SLYG vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLYG
SPDR S&P 600 Small Cap Growth ETF
19.06%5.20%9.38%17.27%-21.26%22.42%19.48%20.97%-4.20%14.62%
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

SLYG vs. USD=X — Risk / Return Rank

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

SLYG
SLYG Risk / Return Rank: 6262
Overall Rank
SLYG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SLYG Sortino Ratio Rank: 5959
Sortino Ratio Rank
SLYG Omega Ratio Rank: 5353
Omega Ratio Rank
SLYG Calmar Ratio Rank: 7373
Calmar Ratio Rank
SLYG Martin Ratio Rank: 7171
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Growth ETF (SLYG) 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.


SLYGUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

3.11

Martin ratioReturn relative to average drawdown

10.92

SLYG vs. USD=X - Sharpe Ratio Comparison


Loading charts...

Drawdowns

SLYG vs. USD=X - Drawdown Comparison

The maximum SLYG drawdown since its inception was -62.92%, 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 SLYG and USD=X.


Loading charts...

Drawdown Indicators


SLYGUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-62.92%

0.00%

-62.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

0.00%

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-27.39%

0.00%

-27.39%

Max Drawdown (5Y)

Largest decline over 5 years

-29.18%

0.00%

-29.18%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

0.00%

-41.86%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-14.90%

0.00%

-14.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

0.00%

+2.59%

Volatility

SLYG vs. USD=X - Volatility Comparison

SPDR S&P 600 Small Cap Growth ETF (SLYG) has a higher volatility of 5.57% compared to USD Cash (USD=X) at 0.00%. This indicates that SLYG'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


SLYGUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

0.00%

+5.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

0.00%

+12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

0.00%

+17.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.57%

0.00%

+21.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.76%

0.00%

+22.76%

Frequently Asked Questions


SLYG has higher volatility (5.57%) compared to USD=X (0.00%). In terms of maximum drawdown, SLYG dropped -62.92% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for SLYG 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