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

Performance

USD=X vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and iShares 0-1 Year Treasury Bond ETF (SHV). 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%

SHV

1D
0.01%
1M
0.26%
YTD
1.47%
6M
1.74%
1Y
3.90%
3Y*
4.63%
5Y*
3.33%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. SHV - 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%
SHV
iShares 0-1 Year Treasury Bond ETF
1.47%4.21%5.12%5.04%0.94%-0.10%0.81%2.36%1.72%0.67%

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Return for Risk

USD=X vs. SHV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USD=X

SHV
SHV Risk / Return Rank: 100100
Overall Rank
SHV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SHV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SHV Omega Ratio Rank: 100100
Omega Ratio Rank
SHV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SHV Martin Ratio Rank: 100100
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. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and iShares 0-1 Year Treasury Bond ETF (SHV). 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. SHV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

11.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.09

Sharpe Ratio (All Time)

Calculated using the full available price history

4.50

Drawdowns

USD=X vs. SHV - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum SHV drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for USD=X and SHV.


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Drawdown Indicators


USD=XSHVDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-0.45%

+0.45%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-0.01%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-0.03%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-0.39%

+0.39%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-0.45%

+0.45%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.03%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.00%

0.00%

Volatility

USD=X vs. SHV - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while iShares 0-1 Year Treasury Bond ETF (SHV) has a volatility of 0.05%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

0.05%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

0.12%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

0.20%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

0.29%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

0.28%

-0.28%

Frequently Asked Questions


SHV has higher volatility (0.05%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs SHV's -0.45%.

Portfolio Optimizer

Find the right allocation for USD=X and SHV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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