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

USD=X vs. VYM

Last updated Jul 22, 2026
Documentation

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 11.43%/yr for VYM.

Performance

USD=X vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard High Dividend Yield ETF (VYM). 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%
6M
0.00%
YTD
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
ALL TIME*
0.00%

VYM

1D
0.68%
1M
1.45%
6M
10.83%
YTD
13.19%
1Y
22.20%
3Y*
16.77%
5Y*
12.25%
10Y*
11.43%
ALL TIME*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VYM - 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%
VYM
Vanguard High Dividend Yield ETF		13.19%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%

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USD Cash

Vanguard High Dividend Yield ETF

Often compared with USD=X:
USD=X vs. UUPUSD=X vs. XRP-USDUSD=X vs. EUR=XUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX
Often compared with VYM:
VYM vs. SCHDVYM vs. VIGVYM vs. VYMIVYM vs. FDVVVYM vs. VOOVYM vs. VTIVYM vs. DGRO

Return for Risk

USD=X vs. VYM — Risk / Return Rank

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VYM
VYM Risk / Return Rank: 8686
Overall Rank
VYM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8989
Sortino Ratio Rank
VYM Omega Ratio Rank: 8787
Omega Ratio Rank
VYM Calmar Ratio Rank: 8484
Calmar Ratio Rank
VYM Martin Ratio Rank: 8484
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. 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

USD=XVYMDifference
Sharpe ratioReturn per unit of total volatility

—

2.18

—

Sortino ratioReturn per unit of downside risk

—

3.15

—

Omega ratioGain probability vs. loss probability

—

1.40

—

Calmar ratioReturn relative to maximum drawdown

—

3.33

—

Martin ratioReturn relative to average drawdown

—

12.37

—

USD=X vs. VYM - Sharpe Ratio Comparison

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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=XVYMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.35%

+0.35%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.15%

+7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.80%

-1.80%

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 1.89%. 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=XVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

1.89%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

7.52%

-7.52%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

10.22%

-10.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

13.86%

-13.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

16.29%

-16.29%

Frequently Asked Questions

VYM has higher volatility (1.89%) 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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