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XLV vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

XLV vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Health Care Select Sector SPDR ETF (XLV) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XLV

1D
-0.24%
1M
6.38%
YTD
-0.98%
6M
1.65%
1Y
15.62%
3Y*
7.16%
5Y*
6.05%
10Y*
9.65%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLV vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLV
State Street Health Care Select Sector SPDR ETF
-0.98%14.50%2.47%2.07%-2.08%26.04%13.30%20.45%6.28%21.77%
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

XLV vs. USD=X — Risk / Return Rank

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

XLV
XLV Risk / Return Rank: 3232
Overall Rank
XLV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
XLV Sortino Ratio Rank: 3434
Sortino Ratio Rank
XLV Omega Ratio Rank: 3131
Omega Ratio Rank
XLV Calmar Ratio Rank: 3333
Calmar Ratio Rank
XLV Martin Ratio Rank: 2828
Martin Ratio Rank

USD=X
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XLV vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Health Care Select Sector SPDR ETF (XLV) 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.


XLVUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.50

Martin ratioReturn relative to average drawdown

3.60

XLV vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XLVUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

Drawdowns

XLV vs. USD=X - Drawdown Comparison

The maximum XLV drawdown since its inception was -39.17%, 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 XLV and USD=X.


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Drawdown Indicators


XLVUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-39.17%

0.00%

-39.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

0.00%

-10.47%

Max Drawdown (3Y)

Largest decline over 3 years

-17.11%

0.00%

-17.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

0.00%

-17.11%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

0.00%

-28.40%

Current Drawdown

Current decline from peak

-4.32%

0.00%

-4.32%

Average Drawdown

Average peak-to-trough decline

-7.12%

0.00%

-7.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

0.00%

+4.35%

Volatility

XLV vs. USD=X - Volatility Comparison

State Street Health Care Select Sector SPDR ETF (XLV) has a higher volatility of 5.02% compared to USD Cash (USD=X) at 0.00%. This indicates that XLV'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


XLVUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

0.00%

+5.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

0.00%

+10.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.99%

0.00%

+14.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.76%

0.00%

+14.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

0.00%

+16.58%

Frequently Asked Questions


XLV has higher volatility (5.02%) compared to USD=X (0.00%). In terms of maximum drawdown, XLV dropped -39.17% vs USD=X's 0.00%.

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