VBR vs. USD=X
VBR (Vanguard Small-Cap Value ETF) is Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index, while USD=X (USD Cash) is a currency. Over the past 10 years, VBR returned 10.50%/yr vs 0.00%/yr for USD=X.
Performance
VBR vs. USD=X - Performance Comparison
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Returns By Period
VBR
- 1D
- 0.16%
- 1M
- 0.48%
- YTD
- 11.45%
- 6M
- 12.14%
- 1Y
- 24.85%
- 3Y*
- 15.60%
- 5Y*
- 7.78%
- 10Y*
- 10.50%
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%
VBR vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 11.45% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
VBR vs. USD=X — Risk / Return Rank
VBR
USD=X
VBR vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) and USD Cash (USD=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.
| VBR | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.29 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | — | — |
| Martin ratioReturn relative to average drawdown | 9.94 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VBR | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | — | — |
Drawdowns
VBR vs. USD=X - Drawdown Comparison
The maximum VBR drawdown since its inception was -61.98%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VBR and USD=X.
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Drawdown Indicators
| VBR | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.98% | 0.00% | -61.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | 0.00% | -8.85% |
Max Drawdown (3Y)Largest decline over 3 years | -24.19% | 0.00% | -24.19% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | 0.00% | -24.19% |
Max Drawdown (10Y)Largest decline over 10 years | -45.28% | 0.00% | -45.28% |
Current DrawdownCurrent decline from peak | -0.95% | 0.00% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -8.26% | 0.00% | -8.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 0.00% | +2.51% |
Volatility
VBR vs. USD=X - Volatility Comparison
Vanguard Small-Cap Value ETF (VBR) has a higher volatility of 3.67% compared to USD Cash (USD=X) at 0.00%. This indicates that VBR's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VBR | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 0.00% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 0.00% | +10.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.16% | 0.00% | +15.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 0.00% | +19.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 0.00% | +21.74% |
Frequently Asked Questions
VBR has higher volatility (3.67%) compared to USD=X (0.00%). In terms of maximum drawdown, VBR dropped -61.98% vs USD=X's 0.00%.
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