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

USD=X vs. SPYV

Last updated Jun 9, 2026

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 11.83%/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%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

SPYV

1D
-0.23%
1M
0.75%
YTD
6.98%
6M
7.88%
1Y
20.07%
3Y*
15.23%
5Y*
10.75%
10Y*
11.83%
*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		6.98%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:
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 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
SPYV
SPYV Risk / Return Rank: 7070
Overall Rank
SPYV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPYV Sortino Ratio Rank: 7070
Sortino Ratio Rank
SPYV Omega Ratio Rank: 6868
Omega Ratio Rank
SPYV Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPYV Martin Ratio Rank: 7373
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.

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

USD=X vs. SPYV - Sharpe Ratio Comparison

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Sharpe Ratios by Period

USD=XSPYVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.04

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.75

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.70

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.42

—

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%

-1.35%

+1.35%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.71%

+8.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.62%

-1.62%

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 2.28%. 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%

2.28%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

7.18%

-7.18%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

9.91%

-9.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

14.41%

-14.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

16.95%

-16.95%

Frequently Asked Questions

SPYV has higher volatility (2.28%) 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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