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

Performance

USD=X vs. BLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard Long-Term Bond ETF (BLV). 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%

BLV

1D
-0.38%
1M
-1.02%
YTD
-0.54%
6M
-0.73%
1Y
5.53%
3Y*
1.83%
5Y*
-3.70%
10Y*
0.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. BLV - 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%
BLV
Vanguard Long-Term Bond ETF
-0.54%6.44%-3.65%7.35%-26.95%-2.89%16.13%18.99%-4.17%10.74%

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Return for Risk

USD=X vs. BLV — Risk / Return Rank

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

USD=X

BLV
BLV Risk / Return Rank: 2121
Overall Rank
BLV Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BLV Sortino Ratio Rank: 2121
Sortino Ratio Rank
BLV Omega Ratio Rank: 2020
Omega Ratio Rank
BLV Calmar Ratio Rank: 2323
Calmar Ratio Rank
BLV Martin Ratio Rank: 2121
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. BLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Vanguard Long-Term Bond ETF (BLV). 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. BLV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XBLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

Drawdowns

USD=X vs. BLV - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for USD=X and BLV.


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Drawdown Indicators


USD=XBLVDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-38.29%

+38.29%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-5.73%

+5.73%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-15.16%

+15.16%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-36.27%

+36.27%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-38.29%

+38.29%

Current Drawdown

Current decline from peak

0.00%

-24.76%

+24.76%

Average Drawdown

Average peak-to-trough decline

0.00%

-9.52%

+9.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.29%

-2.29%

Volatility

USD=X vs. BLV - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard Long-Term Bond ETF (BLV) has a volatility of 2.39%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XBLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.39%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

5.65%

-5.65%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

8.04%

-8.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

12.96%

-12.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

11.99%

-11.99%

Frequently Asked Questions


BLV has higher volatility (2.39%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs BLV's -38.29%.

Portfolio Optimizer

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