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

USD=X vs. SWPPX

Last updated Jun 5, 2026

USD=X (USD Cash) is a currency, while SWPPX (Schwab S&P 500 Index Fund) is Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, USD=X returned 0.00%/yr vs 15.55%/yr for SWPPX.

Performance

USD=X vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Schwab S&P 500 Index Fund (SWPPX). 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%

SWPPX

1D
-0.77%
1M
4.12%
YTD
10.83%
6M
10.73%
1Y
27.97%
3Y*
22.42%
5Y*
13.88%
10Y*
15.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. SWPPX - 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%
SWPPX
Schwab S&P 500 Index Fund		10.83%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%21.81%

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USD Cash

Schwab S&P 500 Index Fund

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 SWPPX:
SWPPX vs. VOOSWPPX vs. SWTSXSWPPX vs. SCHXSWPPX vs. SCHDSWPPX vs. SWLGXSWPPX vs. SNXFXSWPPX vs. QQQ

Return for Risk

USD=X vs. SWPPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
SWPPX
SWPPX Risk / Return Rank: 6565
Overall Rank
SWPPX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 5858
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5959
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 7979
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. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Sharpe Ratio Comparison

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Sharpe Ratios by Period

USD=XSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.36

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.82

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.86

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.51

—

Drawdowns

USD=X vs. SWPPX - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for USD=X and SWPPX.

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Drawdown Indicators

USD=XSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-55.06%

+55.06%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-8.89%

+8.89%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-18.74%

+18.74%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-24.51%

+24.51%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-33.80%

+33.80%

Current Drawdown

Current decline from peak

0.00%

-0.77%

+0.77%

Average Drawdown

Average peak-to-trough decline

0.00%

-9.95%

+9.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.90%

-1.90%

Volatility

USD=X vs. SWPPX - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 2.94%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.94%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

9.00%

-9.00%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

11.90%

-11.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.93%

-16.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.23%

-18.23%

Frequently Asked Questions

SWPPX has higher volatility (2.94%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs SWPPX's -55.06%.

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