USD=X vs. MMAX
USD=X (USD Cash) is a currency, while MMAX (iShares Large Cap Max Buffer Mar ETF) is Defined Outcome fund actively managed by iShares. Over the past year, USD=X returned 0.00% vs 7.44% for MMAX.
Performance
USD=X vs. MMAX - 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%
MMAX
- 1D
- 0.07%
- 1M
- 0.24%
- YTD
- 3.03%
- 6M
- 3.60%
- 1Y
- 7.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USD=X vs. MMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USD=X USD Cash | 0.00% | 0.00% |
MMAX iShares Large Cap Max Buffer Mar ETF | 3.03% | 6.04% |
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Return for Risk
USD=X vs. MMAX — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MMAX
USD=X vs. MMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and iShares Large Cap Max Buffer Mar ETF (MMAX). 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 | MMAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 2.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 15.81 | — |
| Martin ratioReturn relative to average drawdown | — | 86.95 | — |
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Drawdowns
USD=X vs. MMAX - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum MMAX drawdown of -1.93%. Use the drawdown chart below to compare losses from any high point for USD=X and MMAX.
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Drawdown Indicators
| USD=X | MMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -1.93% | +1.93% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -0.46% | +0.46% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.18% | +0.18% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -0.10% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 0.08% | -0.08% |
Volatility
USD=X vs. MMAX - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while iShares Large Cap Max Buffer Mar ETF (MMAX) has a volatility of 0.45%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than MMAX 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 | MMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 0.45% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 1.04% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 1.42% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 2.49% | -2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 2.49% | -2.49% |
Frequently Asked Questions
MMAX has higher volatility (0.45%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs MMAX's -1.93%.
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