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USD=X vs. MLPD.L
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. MLPD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPD.L). 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%

MLPD.L

1D
-0.49%
1M
1.36%
YTD
18.82%
6M
14.62%
1Y
15.61%
3Y*
18.84%
5Y*
16.46%
10Y*
7.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. MLPD.L - 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%
MLPD.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)
18.82%2.34%22.53%19.70%31.82%36.90%-31.38%7.22%-14.92%-8.67%

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Return for Risk

USD=X vs. MLPD.L — Risk / Return Rank

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

USD=X

MLPD.L
MLPD.L Risk / Return Rank: 3434
Overall Rank
MLPD.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MLPD.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
MLPD.L Omega Ratio Rank: 3131
Omega Ratio Rank
MLPD.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
MLPD.L Martin Ratio Rank: 3434
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. MLPD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPD.L). 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.

USD=X vs. MLPD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XMLPD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

Drawdowns

USD=X vs. MLPD.L - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum MLPD.L drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for USD=X and MLPD.L.


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Drawdown Indicators


USD=XMLPD.LDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-82.22%

+82.22%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-8.48%

+8.48%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-17.24%

+17.24%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-21.78%

+21.78%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-75.74%

+75.74%

Current Drawdown

Current decline from peak

0.00%

-3.16%

+3.16%

Average Drawdown

Average peak-to-trough decline

0.00%

-28.08%

+28.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

3.33%

-3.33%

Volatility

USD=X vs. MLPD.L - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) (MLPD.L) has a volatility of 4.46%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than MLPD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XMLPD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.46%

-4.46%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

10.93%

-10.93%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

14.24%

-14.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

20.36%

-20.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

28.33%

-28.33%

Portfolio Optimizer

Find the right allocation for USD=X and MLPD.L

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