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 11.83%/yr vs 0.00%/yr for USD=X.
Performance
SPYV vs. USD=X - Performance Comparison
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Returns By Period
SPYV
- 1D
- -0.23%
- 1M
- 0.75%
- YTD
- 6.98%
- 6M
- 7.88%
- 1Y
- 20.07%
- 3Y*
- 15.23%
- 5Y*
- 10.75%
- 10Y*
- 11.83%
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%
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 | 6.98% | 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
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.
| SPYV | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | — | — |
| Martin ratioReturn relative to average drawdown | 12.39 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYV | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | — | — |
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 | -1.35% | 0.00% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -8.71% | 0.00% | -8.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 0.00% | +1.62% |
Volatility
SPYV vs. USD=X - Volatility Comparison
SPDR Portfolio S&P 500 Value ETF (SPYV) has a higher volatility of 2.28% 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 | 2.28% | 0.00% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.18% | 0.00% | +7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.91% | 0.00% | +9.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 0.00% | +14.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 0.00% | +16.95% |
Frequently Asked Questions
SPYV has higher volatility (2.28%) 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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