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USDX vs. EUR=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between USDX and EUR=X is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

USDX vs. EUR=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Enhanced Core ETF (USDX) and USD/EUR (EUR=X). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
3.72%
-0.05%
USDX
EUR=X

Key characteristics

Daily Std Dev

USDX:

1.39%

EUR=X:

5.79%

Max Drawdown

USDX:

-0.24%

EUR=X:

-48.28%

Current Drawdown

USDX:

0.00%

EUR=X:

-20.86%

Returns By Period

In the year-to-date period, USDX achieves a 0.76% return, which is significantly higher than EUR=X's -0.94% return.


USDX

YTD

0.76%

1M

0.49%

6M

3.88%

1Y

N/A

5Y*

N/A

10Y*

N/A

EUR=X

YTD

-0.94%

1M

-1.73%

6M

6.49%

1Y

3.13%

5Y*

0.58%

10Y*

0.80%

*Annualized

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Risk-Adjusted Performance

USDX vs. EUR=X — Risk-Adjusted Performance Rank

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

USDX

EUR=X
The Risk-Adjusted Performance Rank of EUR=X is 7676
Overall Rank
The Sharpe Ratio Rank of EUR=X is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of EUR=X is 7878
Sortino Ratio Rank
The Omega Ratio Rank of EUR=X is 7676
Omega Ratio Rank
The Calmar Ratio Rank of EUR=X is 7070
Calmar Ratio Rank
The Martin Ratio Rank of EUR=X is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USDX vs. EUR=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Enhanced Core ETF (USDX) and USD/EUR (EUR=X). 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.


Sharpe ratio
The chart of Sharpe ratio for USDX, currently valued at 5.15, compared to the broader market0.002.004.005.15-0.23
The chart of Sortino ratio for USDX, currently valued at 9.51, compared to the broader market0.005.0010.009.51-0.32
The chart of Omega ratio for USDX, currently valued at 2.57, compared to the broader market0.501.001.502.002.503.002.570.95
The chart of Calmar ratio for USDX, currently valued at 28.60, compared to the broader market0.005.0010.0015.0020.0028.60-0.39
The chart of Martin ratio for USDX, currently valued at 107.84, compared to the broader market00.0020.0040.0060.0080.00100.00120.00107.84
USDX
EUR=X


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
5.15
-0.23
USDX
EUR=X

Drawdowns

USDX vs. EUR=X - Drawdown Comparison

The maximum USDX drawdown since its inception was -0.24%, smaller than the maximum EUR=X drawdown of -48.28%. Use the drawdown chart below to compare losses from any high point for USDX and EUR=X. For additional features, visit the drawdowns tool.


-0.20%-0.15%-0.10%-0.05%0.00%SeptemberOctoberNovemberDecember2025February0
-0.07%
USDX
EUR=X

Volatility

USDX vs. EUR=X - Volatility Comparison

The current volatility for SGI Enhanced Core ETF (USDX) is 0.12%, while USD/EUR (EUR=X) has a volatility of 0.14%. This indicates that USDX experiences smaller price fluctuations and is considered to be less risky than EUR=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.10%0.20%0.30%0.40%0.50%0.60%SeptemberOctoberNovemberDecember2025February
0.12%
0.14%
USDX
EUR=X
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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