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

USD=X vs. IBKR

Last updated Jun 15, 2026

USD=X (USD Cash) is a currency, while IBKR (Interactive Brokers Group, Inc.) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 26.54%/yr for IBKR.

Performance

USD=X vs. IBKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Interactive Brokers Group, Inc. (IBKR). 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%

IBKR

1D
2.23%
1M
4.48%
YTD
41.50%
6M
41.85%
1Y
80.51%
3Y*
67.33%
5Y*
41.64%
10Y*
26.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. IBKR - 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%
IBKR
Interactive Brokers Group, Inc.		41.50%46.37%114.43%15.14%-8.35%31.12%31.71%-14.01%-7.13%63.75%

Compare stocks, funds, or ETFs

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USD Cash

Interactive Brokers Group, Inc.

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 IBKR:
IBKR vs. VOOIBKR vs. SCHWIBKR vs. BRK-BIBKR vs. SPYIBKR vs. QQQIBKR vs. SCHDIBKR vs. QQQM

Return for Risk

USD=X vs. IBKR — Risk / Return Rank

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

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

IBKR
IBKR Risk / Return Rank: 8888
Overall Rank
IBKR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IBKR Sortino Ratio Rank: 8686
Sortino Ratio Rank
IBKR Omega Ratio Rank: 8484
Omega Ratio Rank
IBKR Calmar Ratio Rank: 9090
Calmar Ratio Rank
IBKR Martin Ratio Rank: 8989
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. IBKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Interactive Brokers Group, Inc. (IBKR). 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=XIBKRDifference
Sharpe ratioReturn per unit of total volatility

—

2.08

—

Sortino ratioReturn per unit of downside risk

—

2.67

—

Omega ratioGain probability vs. loss probability

—

1.33

—

Calmar ratioReturn relative to maximum drawdown

—

4.20

—

Martin ratioReturn relative to average drawdown

—

10.65

—

USD=X vs. IBKR - Sharpe Ratio Comparison

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Drawdowns

USD=X vs. IBKR - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum IBKR drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for USD=X and IBKR.

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Drawdown Indicators

USD=XIBKRDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-63.66%

+63.66%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-18.70%

+18.70%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-38.66%

+38.66%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-38.66%

+38.66%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-55.09%

+55.09%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-24.85%

+24.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

7.35%

-7.35%

Volatility

USD=X vs. IBKR - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Interactive Brokers Group, Inc. (IBKR) has a volatility of 11.31%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than IBKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XIBKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

11.31%

-11.31%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

27.82%

-27.82%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

37.67%

-37.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

34.50%

-34.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

33.37%

-33.37%

Frequently Asked Questions

IBKR has higher volatility (11.31%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs IBKR's -63.66%.

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