USD=X vs. IJH
USD=X (USD Cash) is a currency, while IJH (iShares Core S&P Mid-Cap ETF) is Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index. Over the past 10 years, USD=X returned 0.00%/yr vs 11.43%/yr for IJH.
Performance
USD=X vs. IJH - 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%
IJH
- 1D
- 1.07%
- 1M
- 4.21%
- YTD
- 15.37%
- 6M
- 13.91%
- 1Y
- 27.04%
- 3Y*
- 15.37%
- 5Y*
- 9.37%
- 10Y*
- 11.43%
USD=X vs. IJH - 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% |
IJH iShares Core S&P Mid-Cap ETF | 15.37% | 7.42% | 13.92% | 16.40% | -13.11% | 24.72% | 13.60% | 26.10% | -11.19% | 16.26% |
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Return for Risk
USD=X vs. IJH — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IJH
USD=X vs. IJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and iShares Core S&P Mid-Cap ETF (IJH). 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 | IJH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.07 | — |
| Martin ratioReturn relative to average drawdown | — | 11.23 | — |
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Drawdowns
USD=X vs. IJH - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum IJH drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for USD=X and IJH.
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Drawdown Indicators
| USD=X | IJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -55.07% | +55.07% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -8.83% | +8.83% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -24.10% | +24.10% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -24.10% | +24.10% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -42.18% | +42.18% |
Current DrawdownCurrent decline from peak | 0.00% | -0.50% | +0.50% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -7.56% | +7.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 2.41% | -2.41% |
Volatility
USD=X vs. IJH - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while iShares Core S&P Mid-Cap ETF (IJH) has a volatility of 4.87%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than IJH 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 | IJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.87% | -4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 11.71% | -11.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 15.84% | -15.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 19.77% | -19.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 21.20% | -21.20% |
Frequently Asked Questions
IJH has higher volatility (4.87%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs IJH's -55.07%.
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