VEA vs. USD=X
VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index, while USD=X (USD Cash) is a currency. Over the past 10 years, VEA returned 10.72%/yr vs 0.00%/yr for USD=X.
Performance
VEA vs. USD=X - Performance Comparison
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Returns By Period
VEA
- 1D
- 0.34%
- 1M
- 1.30%
- YTD
- 14.73%
- 6M
- 16.65%
- 1Y
- 29.82%
- 3Y*
- 19.03%
- 5Y*
- 9.51%
- 10Y*
- 10.72%
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%
VEA vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | 14.73% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
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
VEA vs. USD=X — Risk / Return Rank
VEA
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VEA vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) 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.
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.
| VEA | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | — | — |
| Martin ratioReturn relative to average drawdown | 9.92 | — | — |
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Drawdowns
VEA vs. USD=X - Drawdown Comparison
The maximum VEA drawdown since its inception was -60.68%, 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 VEA and USD=X.
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Drawdown Indicators
| VEA | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.68% | 0.00% | -60.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | 0.00% | -11.63% |
Max Drawdown (3Y)Largest decline over 3 years | -13.45% | 0.00% | -13.45% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | 0.00% | -29.71% |
Max Drawdown (10Y)Largest decline over 10 years | -35.73% | 0.00% | -35.73% |
Current DrawdownCurrent decline from peak | -1.06% | 0.00% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -13.28% | 0.00% | -13.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 0.00% | +3.02% |
Volatility
VEA vs. USD=X - Volatility Comparison
Vanguard FTSE Developed Markets ETF (VEA) has a higher volatility of 6.84% compared to USD Cash (USD=X) at 0.00%. This indicates that VEA'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
| VEA | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 0.00% | +6.84% |
Volatility (6M)Calculated over the trailing 6-month period | 14.38% | 0.00% | +14.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.58% | 0.00% | +16.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 0.00% | +16.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 0.00% | +17.40% |
Frequently Asked Questions
VEA has higher volatility (6.84%) compared to USD=X (0.00%). In terms of maximum drawdown, VEA dropped -60.68% vs USD=X's 0.00%.
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