USD=X vs. VYM
USD=X (USD Cash) is a currency, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, USD=X returned 0.00%/yr vs 11.70%/yr for VYM.
Performance
USD=X vs. VYM - 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%
VYM
- 1D
- -0.08%
- 1M
- 1.71%
- YTD
- 10.82%
- 6M
- 10.58%
- 1Y
- 24.30%
- 3Y*
- 17.89%
- 5Y*
- 11.33%
- 10Y*
- 11.70%
USD=X vs. VYM - 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% |
VYM Vanguard High Dividend Yield ETF | 10.82% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
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Return for Risk
USD=X vs. VYM — Risk / Return Rank
USD=X
VYM
USD=X vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Vanguard High Dividend Yield ETF (VYM). 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 | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.36 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.50 | — |
Drawdowns
USD=X vs. VYM - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for USD=X and VYM.
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Drawdown Indicators
| USD=X | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -56.98% | +56.98% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -6.69% | +6.69% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -14.46% | +14.46% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -15.84% | +15.84% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -35.21% | +35.21% |
Current DrawdownCurrent decline from peak | 0.00% | -1.89% | +1.89% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -7.19% | +7.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.79% | -1.79% |
Volatility
USD=X vs. VYM - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 2.82%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VYM 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 | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 2.82% | -2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 7.73% | -7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 10.35% | -10.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 13.98% | -13.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 16.35% | -16.35% |
Frequently Asked Questions
VYM has higher volatility (2.82%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VYM's -56.98%.
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