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USD=X vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility

USD=X vs. SCHD

Last updated Jun 9, 2026

USD=X (USD Cash) is a currency, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, USD=X returned 0.00%/yr vs 12.65%/yr for SCHD.

Performance

USD=X vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Schwab U.S. Dividend Equity ETF (SCHD). 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%

SCHD

1D
-0.03%
1M
2.12%
YTD
18.71%
6M
19.28%
1Y
26.37%
3Y*
14.73%
5Y*
8.49%
10Y*
12.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. SCHD - 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%
SCHD
Schwab U.S. Dividend Equity ETF		18.71%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

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USD Cash

Schwab U.S. Dividend Equity ETF

Often compared with USD=X:
USD=X vs. UUPUSD=X vs. EUR=XUSD=X vs. XRP-USDUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

USD=X vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
SCHD
SCHD Risk / Return Rank: 8585
Overall Rank
SCHD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8989
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8181
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9292
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8080
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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Schwab U.S. Dividend Equity ETF (SCHD). 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. SCHD - Sharpe Ratio Comparison

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Sharpe Ratios by Period

USD=XSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.43

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.59

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.76

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.86

—

Drawdowns

USD=X vs. SCHD - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for USD=X and SCHD.

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Drawdown Indicators

USD=XSCHDDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-33.37%

+33.37%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-4.61%

+4.61%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-16.13%

+16.13%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-16.85%

+16.85%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-33.37%

+33.37%

Current Drawdown

Current decline from peak

0.00%

-1.64%

+1.64%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.32%

+3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.88%

-1.88%

Volatility

USD=X vs. SCHD - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.83%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.83%

-2.83%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

7.60%

-7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

10.94%

-10.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

14.38%

-14.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

16.72%

-16.72%

Frequently Asked Questions

SCHD has higher volatility (2.83%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs SCHD's -33.37%.

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