SPYV vs. USD=X
SPYV (SPDR Portfolio S&P 500 Value ETF) is S&P 500 fund tracking the S&P 500 Value Index, while USD=X (USD Cash) is a currency. Over the past 10 years, SPYV returned 11.63%/yr vs 0.00%/yr for USD=X.
Performance
SPYV vs. USD=X - Performance Comparison
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Returns By Period
SPYV
- 1D
- -0.65%
- 1M
- 1.51%
- 6M
- 6.61%
- YTD
- 9.18%
- 1Y
- 18.51%
- 3Y*
- 13.76%
- 5Y*
- 11.49%
- 10Y*
- 11.63%
- ALL TIME*
- 7.84%
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%
SPYV vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYV SPDR Portfolio S&P 500 Value ETF | 9.18% | 13.18% | 12.24% | 22.20% | -5.28% | 24.91% | 1.38% | 31.70% | -9.01% | 15.40% |
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
SPYV vs. USD=X — Risk / Return Rank
SPYV
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SPYV vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 Value ETF (SPYV) 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.
| SPYV | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.34 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | — | — |
| Martin ratioReturn relative to average drawdown | 11.36 | — | — |
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Drawdowns
SPYV vs. USD=X - Drawdown Comparison
The maximum SPYV drawdown since its inception was -58.45%, 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 SPYV and USD=X.
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Drawdown Indicators
| SPYV | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.45% | 0.00% | -58.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | 0.00% | -6.22% |
Max Drawdown (3Y)Largest decline over 3 years | -17.54% | 0.00% | -17.54% |
Max Drawdown (5Y)Largest decline over 5 years | -17.89% | 0.00% | -17.89% |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | 0.00% | -36.89% |
Current DrawdownCurrent decline from peak | -1.16% | 0.00% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -8.68% | 0.00% | -8.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 0.00% | +1.63% |
Volatility
SPYV vs. USD=X - Volatility Comparison
SPDR Portfolio S&P 500 Value ETF (SPYV) has a higher volatility of 2.10% compared to USD Cash (USD=X) at 0.00%. This indicates that SPYV'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
| SPYV | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 0.00% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 0.00% | +7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.93% | 0.00% | +9.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 0.00% | +14.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 0.00% | +16.88% |
Frequently Asked Questions
SPYV has higher volatility (2.10%) compared to USD=X (0.00%). In terms of maximum drawdown, SPYV dropped -58.45% vs USD=X's 0.00%.
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