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

USD=X vs. SCHG

Last updated Jun 9, 2026

USD=X (USD Cash) is a currency, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, USD=X returned 0.00%/yr vs 18.53%/yr for SCHG.

Performance

USD=X vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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%

SCHG

1D
0.15%
1M
-0.94%
YTD
3.75%
6M
2.93%
1Y
20.82%
3Y*
24.03%
5Y*
14.90%
10Y*
18.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. SCHG - 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%
SCHG
Schwab U.S. Large-Cap Growth ETF		3.75%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

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USD Cash

Schwab U.S. Large-Cap Growth 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 SCHG:
SCHG vs. SCHDSCHG vs. QQQMSCHG vs. VOOSCHG vs. VUGSCHG vs. QQQSCHG vs. SPMOSCHG vs. SPYG

Return for Risk

USD=X vs. SCHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
SCHG
SCHG Risk / Return Rank: 3636
Overall Rank
SCHG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4040
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2929
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3232
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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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. SCHG - Sharpe Ratio Comparison

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Sharpe Ratios by Period

USD=XSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

1.33

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.67

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.86

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.83

—

Drawdowns

USD=X vs. SCHG - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for USD=X and SCHG.

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Drawdown Indicators

USD=XSCHGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-34.59%

+34.59%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-16.41%

+16.41%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-23.39%

+23.39%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-34.59%

+34.59%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-34.59%

+34.59%

Current Drawdown

Current decline from peak

0.00%

-4.25%

+4.25%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.20%

+5.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.91%

-4.91%

Volatility

USD=X vs. SCHG - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.52%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.52%

-4.52%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

12.02%

-12.02%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

15.77%

-15.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

22.31%

-22.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

21.58%

-21.58%

Frequently Asked Questions

SCHG has higher volatility (4.52%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs SCHG's -34.59%.

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