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

USD=X vs. SPYV

Last updated Jul 21, 2026
Documentation

USD=X (USD Cash) is a currency, while SPYV (SPDR Portfolio S&P 500 Value ETF) is S&P 500 fund tracking the S&P 500 Value Index. Over the past 10 years, USD=X returned 0.00%/yr vs 11.63%/yr for SPYV.

Performance

USD=X vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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%
6M
0.00%
YTD
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
ALL TIME*
0.00%

SPYV

1D
-0.65%
1M
1.51%
6M
6.61%
YTD
9.18%
1Y
18.51%
3Y*
13.76%
5Y*
11.49%
10Y*
11.63%
ALL TIME*
7.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. SPYV - 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%
SPYV
SPDR Portfolio S&P 500 Value ETF		9.18%13.18%12.24%22.20%-5.28%24.91%1.38%31.70%-9.01%15.40%

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USD Cash

SPDR Portfolio S&P 500 Value ETF

Often compared with USD=X:
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Often compared with SPYV:
SPYV vs. SPYGSPYV vs. VTVSPYV vs. SPYSPYV vs. SCHDSPYV vs. BRK-BSPYV vs. SPHQSPYV vs. SPYD

Return for Risk

USD=X vs. SPYV — Risk / Return Rank

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SPYV
SPYV Risk / Return Rank: 7979
Overall Rank
SPYV Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SPYV Sortino Ratio Rank: 7979
Sortino Ratio Rank
SPYV Omega Ratio Rank: 7777
Omega Ratio Rank
SPYV Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPYV 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. SPYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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=XSPYVDifference
Sharpe ratioReturn per unit of total volatility

—

1.88

—

Sortino ratioReturn per unit of downside risk

—

2.65

—

Omega ratioGain probability vs. loss probability

—

1.34

—

Calmar ratioReturn relative to maximum drawdown

—

2.99

—

Martin ratioReturn relative to average drawdown

—

11.36

—

USD=X vs. SPYV - Sharpe Ratio Comparison

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Drawdowns

USD=X vs. SPYV - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for USD=X and SPYV.

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Drawdown Indicators

USD=XSPYVDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-58.45%

+58.45%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-6.22%

+6.22%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-17.54%

+17.54%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-17.89%

+17.89%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-36.89%

+36.89%

Current Drawdown

Current decline from peak

0.00%

-1.16%

+1.16%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.68%

+8.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.63%

-1.63%

Volatility

USD=X vs. SPYV - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while SPDR Portfolio S&P 500 Value ETF (SPYV) has a volatility of 2.10%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XSPYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.10%

-2.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

7.28%

-7.28%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

9.93%

-9.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

14.30%

-14.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

16.88%

-16.88%

Frequently Asked Questions

SPYV has higher volatility (2.10%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs SPYV's -58.45%.

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