USD=X vs. XLF
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 13.37%/yr for XLF.
Performance
USD=X vs. XLF - Performance Comparison
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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%
XLF
- 1D
- -0.39%
- 1M
- 4.98%
- 6M
- 3.83%
- YTD
- 3.21%
- 1Y
- 8.32%
- 3Y*
- 18.56%
- 5Y*
- 10.80%
- 10Y*
- 13.37%
- ALL TIME*
- 6.03%
USD=X vs. XLF - 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% |
XLF State Street Financial Select Sector SPDR ETF | 3.21% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
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Return for Risk
USD=X vs. XLF — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XLF
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.
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=X | XLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.11 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.56 | — |
| Martin ratioReturn relative to average drawdown | — | 1.43 | — |
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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=X | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -1.25% | +1.25% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -19.95% | +19.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 5.81% | -5.81% |
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 4.07%. 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=X | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.07% | -4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 11.28% | -11.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 14.66% | -14.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 18.45% | -18.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 22.07% | -22.07% |
Frequently Asked Questions
XLF has higher volatility (4.07%) 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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