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

Performance

USD=X vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard Information Technology ETF (VGT). 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%

VGT

1D
1.71%
1M
4.28%
YTD
24.57%
6M
21.33%
1Y
50.38%
3Y*
31.24%
5Y*
20.82%
10Y*
25.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VGT - 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%
VGT
Vanguard Information Technology ETF
24.57%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

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Return for Risk

USD=X vs. VGT — Risk / Return Rank

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

USD=X

VGT
VGT Risk / Return Rank: 7171
Overall Rank
VGT Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 7171
Sortino Ratio Rank
VGT Omega Ratio Rank: 7373
Omega Ratio Rank
VGT Calmar Ratio Rank: 6868
Calmar Ratio Rank
VGT Martin Ratio Rank: 6060
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. VGT - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


USD=XVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

Drawdowns

USD=X vs. VGT - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for USD=X and VGT.


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Drawdown Indicators


USD=XVGTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-54.63%

+54.63%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-16.40%

+16.40%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-27.23%

+27.23%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-35.07%

+35.07%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-35.07%

+35.07%

Current Drawdown

Current decline from peak

0.00%

-6.77%

+6.77%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.95%

+7.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

5.17%

-5.17%

Volatility

USD=X vs. VGT - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard Information Technology ETF (VGT) has a volatility of 9.39%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

9.39%

-9.39%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

17.44%

-17.44%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

21.58%

-21.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

25.33%

-25.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

24.69%

-24.69%

Frequently Asked Questions


VGT has higher volatility (9.39%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VGT's -54.63%.

Portfolio Optimizer

Find the right allocation for USD=X and VGT

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