VTV vs. USD=X
VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index, while USD=X (USD Cash) is a currency. Over the past 10 years, VTV returned 12.42%/yr vs 0.00%/yr for USD=X.
Performance
VTV vs. USD=X - Performance Comparison
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Returns By Period
VTV
- 1D
- 0.25%
- 1M
- 2.67%
- YTD
- 11.91%
- 6M
- 13.41%
- 1Y
- 25.49%
- 3Y*
- 17.72%
- 5Y*
- 11.30%
- 10Y*
- 12.42%
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%
VTV vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTV Vanguard Value ETF | 11.91% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
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
VTV vs. USD=X — Risk / Return Rank
VTV
USD=X
VTV vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) 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.
| VTV | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.45 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | — | — |
| Martin ratioReturn relative to average drawdown | 15.20 | — | — |
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
| VTV | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | — | — |
Drawdowns
VTV vs. USD=X - Drawdown Comparison
The maximum VTV drawdown since its inception was -59.27%, 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 VTV and USD=X.
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Drawdown Indicators
| VTV | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.27% | 0.00% | -59.27% |
Max Drawdown (1Y)Largest decline over 1 year | -6.35% | 0.00% | -6.35% |
Max Drawdown (3Y)Largest decline over 3 years | -14.52% | 0.00% | -14.52% |
Max Drawdown (5Y)Largest decline over 5 years | -17.04% | 0.00% | -17.04% |
Max Drawdown (10Y)Largest decline over 10 years | -36.78% | 0.00% | -36.78% |
Current DrawdownCurrent decline from peak | -1.11% | 0.00% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -7.87% | 0.00% | -7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 0.00% | +1.68% |
Volatility
VTV vs. USD=X - Volatility Comparison
Vanguard Value ETF (VTV) has a higher volatility of 2.65% compared to USD Cash (USD=X) at 0.00%. This indicates that VTV'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
| VTV | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 0.00% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 0.00% | +7.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.18% | 0.00% | +10.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.89% | 0.00% | +13.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 0.00% | +16.68% |
Frequently Asked Questions
VTV has higher volatility (2.65%) compared to USD=X (0.00%). In terms of maximum drawdown, VTV dropped -59.27% vs USD=X's 0.00%.
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