PortfoliosLab logoPortfoliosLab logo
USD=X vs. VPU
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. VPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard Utilities ETF (VPU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%

VPU

1D
-1.87%
1M
-2.65%
YTD
2.68%
6M
3.11%
1Y
10.68%
3Y*
12.74%
5Y*
8.91%
10Y*
8.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VPU - 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%
VPU
Vanguard Utilities ETF
2.68%16.46%23.04%-7.45%1.06%17.40%-0.74%24.89%4.38%12.44%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USD=X vs. VPU — Risk / Return Rank

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

USD=X

VPU
VPU Risk / Return Rank: 2323
Overall Rank
VPU Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VPU Sortino Ratio Rank: 2222
Sortino Ratio Rank
VPU Omega Ratio Rank: 2222
Omega Ratio Rank
VPU Calmar Ratio Rank: 2727
Calmar Ratio Rank
VPU Martin Ratio Rank: 2222
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. VPU - Risk-Adjusted Trends Comparison

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


Loading charts...

Sharpe Ratios by Period


USD=XVPUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

Drawdowns

USD=X vs. VPU - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VPU drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for USD=X and VPU.


Loading charts...

Drawdown Indicators


USD=XVPUDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-46.31%

+46.31%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-8.90%

+8.90%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-17.34%

+17.34%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-25.15%

+25.15%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-36.42%

+36.42%

Current Drawdown

Current decline from peak

0.00%

-7.71%

+7.71%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.78%

+7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.02%

-4.02%

Volatility

USD=X vs. VPU - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard Utilities ETF (VPU) has a volatility of 5.56%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USD=XVPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.56%

-5.56%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

11.53%

-11.53%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

14.38%

-14.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.07%

-17.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

19.14%

-19.14%

Frequently Asked Questions


VPU has higher volatility (5.56%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VPU's -46.31%.

Portfolio Optimizer

Find the right allocation for USD=X and VPU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer