USD=X vs. PULS
USD=X (USD Cash) is a currency, while PULS (PGIM Ultra Short Bond ETF) is Ultrashort Bond fund actively managed by PGIM. Over the past 5 years, USD=X returned 0.00%/yr vs 4.14%/yr for PULS.
Performance
USD=X vs. PULS - 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%
PULS
- 1D
- 0.04%
- 1M
- 0.38%
- YTD
- 1.88%
- 6M
- 2.10%
- 1Y
- 4.67%
- 3Y*
- 5.59%
- 5Y*
- 4.14%
- 10Y*
- —
USD=X vs. PULS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PULS PGIM Ultra Short Bond ETF | 1.88% | 4.97% | 6.12% | 6.26% | 1.52% | 0.48% | 1.47% | 2.97% | 1.71% |
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Return for Risk
USD=X vs. PULS — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PULS
USD=X vs. PULS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and PGIM Ultra Short Bond ETF (PULS). 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 | PULS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 7.59 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 52.47 | — |
| Martin ratioReturn relative to average drawdown | — | 317.38 | — |
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Drawdowns
USD=X vs. PULS - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum PULS drawdown of -5.85%. Use the drawdown chart below to compare losses from any high point for USD=X and PULS.
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Drawdown Indicators
| USD=X | PULS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -5.85% | +5.85% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -0.09% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -0.34% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -0.79% | +0.79% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -0.09% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 0.01% | -0.01% |
Volatility
USD=X vs. PULS - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while PGIM Ultra Short Bond ETF (PULS) has a volatility of 0.11%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than PULS 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 | PULS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 0.11% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 0.30% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 0.41% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 0.70% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 1.33% | -1.33% |
Frequently Asked Questions
PULS has higher volatility (0.11%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs PULS's -5.85%.
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