USDX vs. VTG
USDX (SGI Enhanced Core ETF) and VTG (Vanguard Total Treasury ETF) are both Intermediate Core Bond funds. USDX is actively managed, while VTG is passively managed. At a correlation of -0.02, they often move in opposite directions. USDX charges 0.98%/yr vs 0.03%/yr for VTG.
Performance
USDX vs. VTG - Performance Comparison
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Returns By Period
In the year-to-date period, USDX achieves a 2.41% return, which is significantly higher than VTG's 0.63% return.
USDX
- 1D
- -0.12%
- 1M
- -0.01%
- YTD
- 2.41%
- 6M
- 2.45%
- 1Y
- 6.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VTG
- 1D
- 0.05%
- 1M
- 0.89%
- YTD
- 0.63%
- 6M
- 0.57%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USDX vs. VTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USDX SGI Enhanced Core ETF | 2.41% | 3.65% |
VTG Vanguard Total Treasury ETF | 0.63% | 3.07% |
Correlation
The correlation between USDX and VTG is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | -0.02 |
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Return for Risk
USDX vs. VTG — Risk / Return Rank
USDX
VTG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
USDX vs. VTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGI Enhanced Core ETF (USDX) and Vanguard Total Treasury ETF (VTG). 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.
| USDX | VTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.78 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 6.92 | — | — |
| Martin ratioReturn relative to average drawdown | 44.27 | — | — |
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Drawdowns
USDX vs. VTG - Drawdown Comparison
The maximum USDX drawdown since its inception was -0.94%, smaller than the maximum VTG drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for USDX and VTG.
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Drawdown Indicators
| USDX | VTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.94% | -2.89% | +1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -0.94% | — | — |
Current DrawdownCurrent decline from peak | -0.13% | -1.17% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -0.06% | -0.79% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.15% | — | — |
Volatility
USDX vs. VTG - Volatility Comparison
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Volatility by Period
| USDX | VTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 1.90% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.07% | 3.54% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.74% | 3.54% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.74% | 3.54% | -1.80% |
USDX vs. VTG - Expense Ratio Comparison
USDX has a 0.98% expense ratio, which is higher than VTG's 0.03% expense ratio.
Dividends
USDX vs. VTG - Dividend Comparison
USDX's dividend yield for the trailing twelve months is around 5.87%, more than VTG's 3.18% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
USDX SGI Enhanced Core ETF | 5.87% | 5.88% | 4.60% |
VTG Vanguard Total Treasury ETF | 3.18% | 1.65% | 0.00% |
Frequently Asked Questions
USDX and VTG have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VTG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTG is cheaper with a 0.03% expense ratio, compared with 0.98% for USDX.
USDX has the higher dividend yield at 5.87%, compared with 3.18% for VTG.
They also come from different issuers: Summit Global Investments and Vanguard. Their fees differ too: 0.98% for USDX and 0.03% for VTG.
Find the right allocation for USDX and VTG
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