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

Performance

USD=X vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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USD=X vs. SPY - 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%
SPY
State Street SPDR S&P 500 ETF
-3.56%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

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%

SPY

1D
0.09%
1M
-3.34%
YTD
-3.56%
6M
-1.44%
1Y
17.51%
3Y*
18.37%
5Y*
11.88%
10Y*
14.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

USD=X vs. SPY — Risk / Return Rank

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

USD=X

SPY
SPY Risk / Return Rank: 5353
Overall Rank
SPY Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 5151
Sortino Ratio Rank
SPY Omega Ratio Rank: 5656
Omega Ratio Rank
SPY Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPY Martin Ratio Rank: 6161
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and State Street SPDR S&P 500 ETF (SPY). 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. SPY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

Drawdowns

USD=X vs. SPY - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for USD=X and SPY.


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Drawdown Indicators


USD=XSPYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-55.19%

+55.19%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-8.88%

+8.88%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-24.50%

+24.50%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-33.72%

+33.72%

Current Drawdown

Current decline from peak

0.00%

-5.44%

+5.44%

Average Drawdown

Average peak-to-trough decline

0.00%

-9.09%

+9.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.57%

-2.57%

Volatility

USD=X vs. SPY - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.28%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.28%

-5.28%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

9.49%

-9.49%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

19.06%

-19.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.05%

-17.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.92%

-17.92%