USD=X vs. DGRO
USD=X (USD Cash) is a currency, while DGRO (iShares Core Dividend Growth ETF) is Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Over the past 10 years, USD=X returned 0.00%/yr vs 13.52%/yr for DGRO.
Performance
USD=X vs. DGRO - Performance Comparison
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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%
DGRO
- 1D
- 0.69%
- 1M
- 3.74%
- YTD
- 9.86%
- 6M
- 9.27%
- 1Y
- 22.26%
- 3Y*
- 16.74%
- 5Y*
- 10.82%
- 10Y*
- 13.52%
USD=X vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRO iShares Core Dividend Growth ETF | 9.86% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 23.00% |
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Return for Risk
USD=X vs. DGRO — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DGRO
USD=X vs. DGRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and iShares Core Dividend Growth ETF (DGRO). 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.
| USD=X | DGRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.46 | — |
| Martin ratioReturn relative to average drawdown | — | 13.36 | — |
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Drawdowns
USD=X vs. DGRO - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for USD=X and DGRO.
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Drawdown Indicators
| USD=X | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -35.10% | +35.10% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -6.47% | +6.47% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -14.03% | +14.03% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -19.31% | +19.31% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -35.10% | +35.10% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -3.44% | +3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.68% | -1.68% |
Volatility
USD=X vs. DGRO - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 2.64%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD=X | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 2.64% | -2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 6.96% | -6.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 9.59% | -9.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 13.83% | -13.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 16.62% | -16.62% |
Frequently Asked Questions
DGRO has higher volatility (2.64%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs DGRO's -35.10%.
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