SWPPX vs. USD=X
SWPPX (Schwab S&P 500 Index Fund) is Large Cap Blend Equities fund tracking the S&P 500 Index, while USD=X (USD Cash) is a currency. Over the past 10 years, SWPPX returned 15.55%/yr vs 0.00%/yr for USD=X.
Performance
SWPPX vs. USD=X - Performance Comparison
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Returns By Period
SWPPX
- 1D
- -0.77%
- 1M
- 4.12%
- YTD
- 10.83%
- 6M
- 10.73%
- 1Y
- 27.97%
- 3Y*
- 22.42%
- 5Y*
- 13.88%
- 10Y*
- 15.55%
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%
SWPPX vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 10.83% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
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
SWPPX vs. USD=X — Risk / Return Rank
SWPPX
USD=X
SWPPX vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) 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.
| SWPPX | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.43 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | — | — |
| Martin ratioReturn relative to average drawdown | 14.75 | — | — |
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
| SWPPX | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | — | — |
Drawdowns
SWPPX vs. USD=X - Drawdown Comparison
The maximum SWPPX drawdown since its inception was -55.06%, 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 SWPPX and USD=X.
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Drawdown Indicators
| SWPPX | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.06% | 0.00% | -55.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | 0.00% | -8.89% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | 0.00% | -18.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | 0.00% | -24.51% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | 0.00% | -33.80% |
Current DrawdownCurrent decline from peak | -0.77% | 0.00% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -9.95% | 0.00% | -9.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 0.00% | +1.90% |
Volatility
SWPPX vs. USD=X - Volatility Comparison
Schwab S&P 500 Index Fund (SWPPX) has a higher volatility of 2.94% compared to USD Cash (USD=X) at 0.00%. This indicates that SWPPX'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
| SWPPX | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 0.00% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.00% | 0.00% | +9.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 0.00% | +11.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 0.00% | +16.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 0.00% | +18.23% |
Frequently Asked Questions
SWPPX has higher volatility (2.94%) compared to USD=X (0.00%). In terms of maximum drawdown, SWPPX dropped -55.06% vs USD=X's 0.00%.
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