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

Performance

USD=X vs. VB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard Small-Cap ETF (VB). 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%

VB

1D
0.40%
1M
0.41%
YTD
12.60%
6M
12.39%
1Y
25.97%
3Y*
15.91%
5Y*
6.58%
10Y*
11.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VB - 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%
VB
Vanguard Small-Cap ETF
12.60%8.87%14.17%18.22%-17.51%17.57%19.19%27.34%-9.34%16.26%

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Return for Risk

USD=X vs. VB — Risk / Return Rank

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

USD=X

VB
VB Risk / Return Rank: 5656
Overall Rank
VB Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VB Sortino Ratio Rank: 5252
Sortino Ratio Rank
VB Omega Ratio Rank: 4949
Omega Ratio Rank
VB Calmar Ratio Rank: 6464
Calmar Ratio Rank
VB Martin Ratio Rank: 6464
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. VB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Vanguard Small-Cap ETF (VB). 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. VB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Drawdowns

USD=X vs. VB - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for USD=X and VB.


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Drawdown Indicators


USD=XVBDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-59.56%

+59.56%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-8.98%

+8.98%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-25.36%

+25.36%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-28.15%

+28.15%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-42.05%

+42.05%

Current Drawdown

Current decline from peak

0.00%

-2.04%

+2.04%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.43%

+8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.44%

-2.44%

Volatility

USD=X vs. VB - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard Small-Cap ETF (VB) has a volatility of 4.62%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.62%

-4.62%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

11.97%

-11.97%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

16.45%

-16.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

20.77%

-20.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

21.44%

-21.44%

Frequently Asked Questions


VB has higher volatility (4.62%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VB's -59.56%.

Portfolio Optimizer

Find the right allocation for USD=X and VB

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