USD=X vs. IWM
USD=X (USD Cash) is a currency, while IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 10 years, USD=X returned 0.00%/yr vs 10.78%/yr for IWM.
Performance
USD=X vs. IWM - 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%
IWM
- 1D
- 0.87%
- 1M
- -0.02%
- YTD
- 15.62%
- 6M
- 13.83%
- 1Y
- 35.52%
- 3Y*
- 16.64%
- 5Y*
- 5.48%
- 10Y*
- 10.78%
USD=X vs. IWM - 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% |
IWM iShares Russell 2000 ETF | 15.62% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
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Return for Risk
USD=X vs. IWM — Risk / Return Rank
USD=X
IWM
USD=X vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and iShares Russell 2000 ETF (IWM). 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.
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Sharpe Ratios by Period
| USD=X | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.83 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.36 | — |
Drawdowns
USD=X vs. IWM - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for USD=X and IWM.
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Drawdown Indicators
| USD=X | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -59.05% | +59.05% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -11.03% | +11.03% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -27.50% | +27.50% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -31.91% | +31.91% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -41.13% | +41.13% |
Current DrawdownCurrent decline from peak | 0.00% | -2.71% | +2.71% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -10.76% | +10.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 3.11% | -3.11% |
Volatility
USD=X vs. IWM - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while iShares Russell 2000 ETF (IWM) has a volatility of 6.52%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than IWM 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 | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 6.52% | -6.52% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 14.00% | -14.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 19.53% | -19.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 22.58% | -22.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 23.07% | -23.07% |
Frequently Asked Questions
IWM has higher volatility (6.52%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs IWM's -59.05%.
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