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

Performance

USD=X vs. IGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and iShares Global Infrastructure ETF (IGF). 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%

IGF

1D
1.21%
1M
-0.77%
YTD
8.95%
6M
9.24%
1Y
16.47%
3Y*
16.15%
5Y*
10.07%
10Y*
8.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. IGF - 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%
IGF
iShares Global Infrastructure ETF
8.95%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%

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Return for Risk

USD=X vs. IGF — 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.


IGF
IGF Risk / Return Rank: 5858
Overall Rank
IGF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 5656
Sortino Ratio Rank
IGF Omega Ratio Rank: 5454
Omega Ratio Rank
IGF Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGF Martin Ratio Rank: 5656
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. IGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and iShares Global Infrastructure ETF (IGF). 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=XIGFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.82

Martin ratioReturn relative to average drawdown

8.14

USD=X vs. IGF - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. IGF - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum IGF drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for USD=X and IGF.


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Drawdown Indicators


USD=XIGFDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-58.33%

+58.33%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-5.87%

+5.87%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-14.28%

+14.28%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-20.83%

+20.83%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-42.11%

+42.11%

Current Drawdown

Current decline from peak

0.00%

-3.63%

+3.63%

Average Drawdown

Average peak-to-trough decline

0.00%

-11.86%

+11.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.03%

-2.03%

Volatility

USD=X vs. IGF - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while iShares Global Infrastructure ETF (IGF) has a volatility of 3.81%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than IGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XIGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.81%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

8.71%

-8.71%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

10.57%

-10.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

14.00%

-14.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

16.83%

-16.83%

Frequently Asked Questions


IGF has higher volatility (3.81%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs IGF's -58.33%.

Portfolio Optimizer

Find the right allocation for USD=X and IGF

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