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

USD=X vs. XLF

Last updated Jun 9, 2026

USD=X (USD Cash) is a currency, while XLF (State Street Financial Select Sector SPDR ETF) is Financials Equities fund tracking the Financial Select Sector Index. Over the past 10 years, USD=X returned 0.00%/yr vs 12.79%/yr for XLF.

Performance

USD=X vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and State Street Financial Select Sector SPDR ETF (XLF). 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%

XLF

1D
-0.63%
1M
1.42%
YTD
-4.62%
6M
-1.98%
1Y
2.91%
3Y*
18.06%
5Y*
8.47%
10Y*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. XLF - 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%
XLF
State Street Financial Select Sector SPDR ETF		-4.62%14.90%30.56%12.03%-10.59%34.80%-1.74%31.88%-13.06%22.00%

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USD Cash

State Street Financial Select Sector SPDR ETF

Often compared with USD=X:
USD=X vs. UUPUSD=X vs. EUR=XUSD=X vs. XRP-USDUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX
Often compared with XLF:
XLF vs. SPYXLF vs. VFHXLF vs. KBWBXLF vs. XLVXLF vs. KREXLF vs. KBEXLF vs. JPM

Return for Risk

USD=X vs. XLF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
XLF
XLF Risk / Return Rank: 1212
Overall Rank
XLF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1212
Sortino Ratio Rank
XLF Omega Ratio Rank: 1212
Omega Ratio Rank
XLF Calmar Ratio Rank: 1212
Calmar Ratio Rank
XLF Martin Ratio Rank: 1212
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. XLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and State Street Financial Select Sector SPDR ETF (XLF). 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. XLF - Sharpe Ratio Comparison

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Sharpe Ratios by Period

USD=XXLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.20

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.46

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.58

—

Sharpe Ratio (All Time)

Calculated using the full available price history

—

0.21

—

Drawdowns

USD=X vs. XLF - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for USD=X and XLF.

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Drawdown Indicators

USD=XXLFDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-82.69%

+82.69%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-14.79%

+14.79%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-15.54%

+15.54%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-25.81%

+25.81%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-42.86%

+42.86%

Current Drawdown

Current decline from peak

0.00%

-7.38%

+7.38%

Average Drawdown

Average peak-to-trough decline

0.00%

-20.02%

+20.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

5.71%

-5.71%

Volatility

USD=X vs. XLF - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while State Street Financial Select Sector SPDR ETF (XLF) has a volatility of 4.20%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XXLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.20%

-4.20%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

11.18%

-11.18%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

14.61%

-14.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

18.66%

-18.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

22.18%

-22.18%

Frequently Asked Questions

XLF has higher volatility (4.20%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs XLF's -82.69%.

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