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

Performance

USD=X vs. VBR - Performance Comparison

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

VBR

1D
0.16%
1M
0.48%
YTD
11.45%
6M
12.14%
1Y
24.85%
3Y*
15.60%
5Y*
7.78%
10Y*
10.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VBR - 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%
VBR
Vanguard Small-Cap Value ETF
11.45%9.09%12.40%16.00%-9.38%28.08%5.90%22.78%-12.28%11.81%

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Return for Risk

USD=X vs. VBR — Risk / Return Rank

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

USD=X

VBR
VBR Risk / Return Rank: 5757
Overall Rank
VBR Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VBR Sortino Ratio Rank: 5656
Sortino Ratio Rank
VBR Omega Ratio Rank: 5151
Omega Ratio Rank
VBR Calmar Ratio Rank: 6262
Calmar Ratio Rank
VBR 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. VBR - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


USD=XVBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

Drawdowns

USD=X vs. VBR - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for USD=X and VBR.


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Drawdown Indicators


USD=XVBRDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-61.98%

+61.98%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-8.85%

+8.85%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-24.19%

+24.19%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-24.19%

+24.19%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-45.28%

+45.28%

Current Drawdown

Current decline from peak

0.00%

-0.95%

+0.95%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.26%

+8.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.51%

-2.51%

Volatility

USD=X vs. VBR - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 3.67%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XVBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.67%

-3.67%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

10.49%

-10.49%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

15.16%

-15.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

19.77%

-19.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

21.74%

-21.74%

Frequently Asked Questions


VBR has higher volatility (3.67%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VBR's -61.98%.

Portfolio Optimizer

Find the right allocation for USD=X and VBR

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