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

Performance

USD=X vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard Total International Stock ETF (VXUS). 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%

VXUS

1D
-3.73%
1M
-3.02%
YTD
10.17%
6M
12.29%
1Y
26.30%
3Y*
17.71%
5Y*
7.67%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VXUS - 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%
VXUS
Vanguard Total International Stock ETF
10.17%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

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Return for Risk

USD=X vs. VXUS — Risk / Return Rank

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

USD=X

VXUS
VXUS Risk / Return Rank: 5050
Overall Rank
VXUS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 4747
Sortino Ratio Rank
VXUS Omega Ratio Rank: 5151
Omega Ratio Rank
VXUS Calmar Ratio Rank: 4848
Calmar Ratio Rank
VXUS Martin Ratio Rank: 5454
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. VXUS - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


USD=XVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

Drawdowns

USD=X vs. VXUS - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for USD=X and VXUS.


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Drawdown Indicators


USD=XVXUSDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-35.97%

+35.97%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-11.27%

+11.27%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-13.58%

+13.58%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-29.44%

+29.44%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-35.97%

+35.97%

Current Drawdown

Current decline from peak

0.00%

-4.52%

+4.52%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.21%

+8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.89%

-2.89%

Volatility

USD=X vs. VXUS - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.16%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

6.16%

-6.16%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

13.58%

-13.58%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

15.67%

-15.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.12%

-16.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.19%

-17.19%

Frequently Asked Questions


VXUS has higher volatility (6.16%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VXUS's -35.97%.

Portfolio Optimizer

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