USD=X vs. VIG
USD=X (USD Cash) is a currency, while VIG (Vanguard Dividend Appreciation ETF) is Dividend fund tracking the S&P U.S. Dividend Growers Index. Over the past 10 years, USD=X returned 0.00%/yr vs 13.05%/yr for VIG.
Performance
USD=X vs. VIG - Performance Comparison
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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%
VIG
- 1D
- 0.03%
- 1M
- 2.32%
- YTD
- 6.58%
- 6M
- 6.47%
- 1Y
- 18.31%
- 3Y*
- 16.04%
- 5Y*
- 10.62%
- 10Y*
- 13.05%
USD=X vs. VIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 6.58% | 14.17% | 16.99% | 14.51% | -9.80% | 23.76% | 15.43% | 29.62% | -2.08% | 22.22% |
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Return for Risk
USD=X vs. VIG — Risk / Return Rank
USD=X
VIG
USD=X vs. VIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Vanguard Dividend Appreciation ETF (VIG). 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.
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Sharpe Ratios by Period
| USD=X | VIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.82 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.75 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.60 | — |
Drawdowns
USD=X vs. VIG - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for USD=X and VIG.
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Drawdown Indicators
| USD=X | VIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -46.81% | +46.81% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -7.91% | +7.91% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -14.95% | +14.95% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -20.39% | +20.39% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -31.72% | +31.72% |
Current DrawdownCurrent decline from peak | 0.00% | -1.34% | +1.34% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -5.51% | +5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.96% | -1.96% |
Volatility
USD=X vs. VIG - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 2.42%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD=X | VIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 2.42% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 7.68% | -7.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 10.10% | -10.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 14.24% | -14.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 16.06% | -16.06% |
Frequently Asked Questions
VIG has higher volatility (2.42%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VIG's -46.81%.
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