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

USD=X vs. AGG

Last updated Jun 9, 2026

USD=X (USD Cash) is a currency, while AGG (iShares Core U.S. Aggregate Bond ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 10 years, USD=X returned 0.00%/yr vs 1.52%/yr for AGG.

Performance

USD=X vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

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%

AGG

1D
0.00%
1M
-0.69%
YTD
-0.08%
6M
0.26%
1Y
4.97%
3Y*
3.88%
5Y*
-0.03%
10Y*
1.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. AGG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF		-0.08%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

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USD Cash

iShares Core U.S. Aggregate Bond ETF

Often compared with USD=X:
USD=X vs. UUPUSD=X vs. EUR=XUSD=X vs. XRP-USDUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX
Often compared with AGG:
AGG vs. BNDAGG vs. TLTAGG vs. HYGAGG vs. FBNDAGG vs. PIMIXAGG vs. IUSBAGG vs. AGGH

Return for Risk

USD=X vs. AGG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
AGG
AGG Risk / Return Rank: 4040
Overall Rank
AGG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 4242
Sortino Ratio Rank
AGG Omega Ratio Rank: 3939
Omega Ratio Rank
AGG Calmar Ratio Rank: 4040
Calmar Ratio Rank
AGG Martin Ratio Rank: 3838
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. AGG - Sharpe Ratio Comparison

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Sharpe Ratios by Period

USD=XAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

1.32

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

-0.00

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.28

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.59

—

Drawdowns

USD=X vs. AGG - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for USD=X and AGG.

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Drawdown Indicators

USD=XAGGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-18.43%

+18.43%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-2.76%

+2.76%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-6.11%

+6.11%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-17.82%

+17.82%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-18.43%

+18.43%

Current Drawdown

Current decline from peak

0.00%

-2.47%

+2.47%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.71%

+2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.92%

-0.92%

Volatility

USD=X vs. AGG - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.29%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

1.29%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

2.77%

-2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.80%

-3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

6.09%

-6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

5.41%

-5.41%

Frequently Asked Questions

AGG has higher volatility (1.29%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs AGG's -18.43%.

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