USD=X vs. QUAL
USD=X (USD Cash) is a currency, while QUAL (iShares MSCI USA Quality Factor ETF) is Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality Index. Over the past 10 years, USD=X returned 0.00%/yr vs 14.19%/yr for QUAL.
Performance
USD=X vs. QUAL - 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%
QUAL
- 1D
- 0.32%
- 1M
- 1.62%
- YTD
- 7.89%
- 6M
- 8.26%
- 1Y
- 19.70%
- 3Y*
- 19.43%
- 5Y*
- 11.82%
- 10Y*
- 14.19%
USD=X vs. QUAL - 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% |
QUAL iShares MSCI USA Quality Factor ETF | 7.89% | 12.65% | 22.29% | 30.88% | -20.50% | 26.94% | 17.04% | 33.89% | -5.70% | 22.26% |
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Return for Risk
USD=X vs. QUAL — Risk / Return Rank
USD=X
QUAL
USD=X vs. QUAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and iShares MSCI USA Quality Factor ETF (QUAL). 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 | QUAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.65 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.80 | — |
Drawdowns
USD=X vs. QUAL - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum QUAL drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for USD=X and QUAL.
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Drawdown Indicators
| USD=X | QUAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -34.06% | +34.06% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -9.03% | +9.03% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -18.00% | +18.00% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -28.23% | +28.23% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -34.06% | +34.06% |
Current DrawdownCurrent decline from peak | 0.00% | -1.61% | +1.61% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -4.10% | +4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.98% | -1.98% |
Volatility
USD=X vs. QUAL - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while iShares MSCI USA Quality Factor ETF (QUAL) has a volatility of 3.12%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than QUAL 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 | QUAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.12% | -3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 9.28% | -9.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 12.01% | -12.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 17.35% | -17.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 18.11% | -18.11% |
Frequently Asked Questions
QUAL has higher volatility (3.12%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs QUAL's -34.06%.
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