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 10.81%/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%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- 0.00%
IWM
- 1D
- 1.45%
- 1M
- 0.32%
- 6M
- 13.40%
- YTD
- 20.97%
- 1Y
- 35.31%
- 3Y*
- 16.47%
- 5Y*
- 7.63%
- 10Y*
- 10.81%
- ALL TIME*
- 8.82%
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 | 20.97% | 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
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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 | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.22 | — |
| Martin ratioReturn relative to average drawdown | — | 11.33 | — |
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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% | -1.30% | +1.30% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -10.72% | +10.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 3.12% | -3.12% |
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 3.36%. 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% | 3.36% | -3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 14.23% | -14.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 19.38% | -19.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 22.49% | -22.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 23.01% | -23.01% |
Frequently Asked Questions
IWM has higher volatility (3.36%) 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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