USD=X vs. SCHR
USD=X (USD Cash) is a currency, while SCHR (Schwab Intermediate-Term U.S. Treasury ETF) is Government Bonds fund tracking the Bloomberg US Treasury 3-10 Year Index. Over the past 10 years, USD=X returned 0.00%/yr vs 1.19%/yr for SCHR.
Performance
USD=X vs. SCHR - 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%
SCHR
- 1D
- 0.12%
- 1M
- 0.78%
- YTD
- -0.15%
- 6M
- 0.05%
- 1Y
- 3.55%
- 3Y*
- 3.66%
- 5Y*
- 0.18%
- 10Y*
- 1.19%
USD=X vs. SCHR - 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% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | -0.15% | 7.33% | 1.42% | 4.27% | -10.58% | -2.62% | 7.72% | 6.18% | 1.46% | 1.59% |
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Return for Risk
USD=X vs. SCHR — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHR
USD=X vs. SCHR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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 | SCHR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.18 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.27 | — |
| Martin ratioReturn relative to average drawdown | — | 3.56 | — |
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Drawdowns
USD=X vs. SCHR - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum SCHR drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for USD=X and SCHR.
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Drawdown Indicators
| USD=X | SCHR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -16.11% | +16.11% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -2.79% | +2.79% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -4.35% | +4.35% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -15.07% | +15.07% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -16.11% | +16.11% |
Current DrawdownCurrent decline from peak | 0.00% | -2.09% | +2.09% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -3.64% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.00% | -1.00% |
Volatility
USD=X vs. SCHR - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Schwab Intermediate-Term U.S. Treasury ETF (SCHR) has a volatility of 1.11%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than SCHR 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 | SCHR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 1.11% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 2.41% | -2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 3.38% | -3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 5.38% | -5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 4.47% | -4.47% |
Frequently Asked Questions
SCHR has higher volatility (1.11%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs SCHR's -16.11%.
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