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USD/GBP (GBP=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart


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Returns By Period

USD/GBP (GBP=X) returned -5.01% year-to-date (YTD) and -5.19% over the past 12 months. Over the past 10 years, GBP=X returned 1.71% annually, underperforming the S&P 500 benchmark at 10.62%.


GBP=X

YTD

-5.01%

1M

-1.65%

6M

-1.73%

1Y

-5.19%

5Y*

-1.32%

10Y*

1.71%

^GSPC (Benchmark)

YTD

-1.31%

1M

8.23%

6M

-3.18%

1Y

11.14%

5Y*

15.18%

10Y*

10.62%

*Annualized

Monthly Returns

The table below presents the monthly returns of GBP=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.00%-1.39%-2.62%-3.52%1.52%-5.01%
20240.31%0.25%0.29%0.53%-1.34%0.67%-1.49%-2.50%-1.62%3.27%2.07%1.18%1.48%
2023-2.40%2.42%-2.63%-0.88%0.69%-1.61%-1.85%1.12%4.16%0.32%-4.18%-0.29%-5.32%
20220.72%0.23%1.78%5.41%-1.45%4.25%-0.34%4.39%4.40%-3.67%-2.95%-0.91%11.96%
2021-0.68%-2.02%1.91%-1.48%-1.60%2.44%-0.87%1.48%2.49%-2.71%3.64%-1.36%0.98%
20200.18%1.56%4.18%-0.80%1.22%0.09%-6.16%-1.78%3.81%-0.50%-3.00%-2.20%-3.80%
2019-3.22%-1.51%2.00%0.95%2.56%-0.53%4.25%-0.21%-0.87%-4.72%-0.09%-1.52%-3.20%
2018-5.05%1.80%-0.88%1.88%3.66%1.59%-0.46%0.96%-0.52%2.90%-0.58%0.72%5.89%
2017-1.70%0.49%-0.31%-3.22%0.66%-1.55%-1.03%1.75%-3.80%1.65%-1.53%-0.17%-8.58%
20163.19%3.60%-3.56%-1.62%-0.16%8.68%2.32%0.54%0.98%6.12%-2.21%1.66%20.60%
20153.25%-2.20%4.12%-4.01%0.71%-2.63%0.83%1.20%1.71%-1.08%1.88%1.49%5.06%
2014-0.02%-1.15%0.28%-1.07%0.59%-1.81%0.73%1.93%2.14%1.51%1.74%1.01%5.96%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GBP=X is 20, meaning it’s performing worse than 80% of other currencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of GBP=X is 2020
Overall Rank
The Sharpe Ratio Rank of GBP=X is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of GBP=X is 2020
Sortino Ratio Rank
The Omega Ratio Rank of GBP=X is 2525
Omega Ratio Rank
The Calmar Ratio Rank of GBP=X is 1616
Calmar Ratio Rank
The Martin Ratio Rank of GBP=X is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for USD/GBP (GBP=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

USD/GBP Sharpe ratios as of May 12, 2025 (values are recalculated daily):

  • 1-Year: -0.68
  • 5-Year: -0.17
  • 10-Year: 0.18
  • All Time: 0.09

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of USD/GBP compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the USD/GBP. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the USD/GBP was 34.89%, occurring on Nov 8, 2007. Recovery took 2405 trading sessions.

The current USD/GBP drawdown is 18.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.89%Jun 12, 20011796Nov 8, 20072405Jun 27, 20164201
-20.16%Sep 29, 2022674Apr 29, 2025
-19.21%Mar 23, 2020312Jun 1, 2021329Sep 5, 2022641
-16.05%Jan 18, 2017325Apr 17, 2018344Aug 12, 2019669
-10.78%Aug 13, 201989Dec 13, 201969Mar 19, 2020158

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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