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Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in USD/GBP, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
GBP=X is traded in GBP, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBP using the latest available exchange rates.
Returns By Period
USD/GBP (GBP=X) has returned 1.65% so far this year and -2.51% over the past 12 months. Over the last ten years, GBP=X has returned 0.71% per year, falling short of the S&P 500 Index benchmark, which averaged 13.04% annually.
USD/GBP
- 1D
- -0.23%
- 1M
- 1.13%
- YTD
- 1.65%
- 6M
- 1.69%
- 1Y
- -2.51%
- 3Y*
- -2.37%
- 5Y*
- 0.86%
- 10Y*
- 0.71%
Benchmark (S&P 500 Index)
- 1D
- 0.49%
- 1M
- -3.37%
- YTD
- -2.36%
- 6M
- -0.37%
- 1Y
- 13.80%
- 3Y*
- 14.19%
- 5Y*
- 11.28%
- 10Y*
- 13.04%
Monthly Returns
Based on dividend-adjusted daily data since Apr 16, 2007, GBP=X's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, your investment would double in approximately 27.5 years.
Historically, 52% of months were positive and 48% were negative. The best month was Oct 2008 with a return of +11.1%, while the worst month was May 2009 at -8.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GBP=X closed higher 50% of trading days. The best single day was Jun 24, 2016 with a return of +9.7%, while the worst single day was Dec 25, 2008 at -3.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.54% | 1.50% | 1.96% | -0.23% | 1.65% | ||||||||
| 2025 | 0.98% | -1.47% | -2.65% | -3.03% | -0.98% | -2.00% | 3.98% | -2.37% | 0.55% | 2.60% | -0.99% | -1.74% | -7.12% |
| 2024 | 0.36% | 0.50% | -0.02% | 1.05% | -1.93% | 0.78% | -1.67% | -2.05% | -1.87% | 3.73% | 1.25% | 1.78% | 1.75% |
| 2023 | -1.79% | 2.44% | -2.53% | -1.84% | 1.03% | -2.05% | -1.09% | 1.33% | 3.87% | 0.41% | -3.76% | -0.85% | -5.00% |
| 2022 | 0.67% | 0.19% | 2.14% | 4.50% | -0.22% | 3.49% | -0.03% | 4.84% | 4.03% | -2.63% | -4.89% | -0.31% | 11.89% |
| 2021 | -0.27% | -1.58% | 1.01% | -0.25% | -2.74% | 2.72% | -0.55% | 1.10% | 2.06% | -1.64% | 3.00% | -1.71% | 0.95% |
Benchmark Metrics
USD/GBP has an annualized alpha of 1.14%, beta of 0.10, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since April 17, 2007.
- This currency participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (7.09%) than losses (2.07%) — typical of diversified or defensive assets.
- Beta of 0.10 may look defensive, but with R² of 0.04 this currency is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this currency's risk.
- R² of 0.04 means this currency moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.14%
- Beta
- 0.10
- R²
- 0.04
- Upside Capture
- 7.09%
- Downside Capture
- 2.07%
Return for Risk
Risk / Return Rank
GBP=X ranks 52 for risk / return — on par with similar currencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for USD/GBP (GBP=X) and compare them to a chosen benchmark (S&P 500 Index).
| GBP=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.30 | 0.74 | -1.04 |
Sortino ratioReturn per unit of downside risk | -0.38 | 1.15 | -1.53 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.18 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.22 | -0.85 |
Martin ratioReturn relative to average drawdown | 0.90 | 4.79 | -3.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GBP=X risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 22.85%, occurring on Jan 27, 2026. The portfolio has not yet recovered.
The current USD/GBP drawdown is 19.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.85% | Sep 27, 2022 | 915 | Jan 27, 2026 | — | — | — |
| -19.91% | Mar 11, 2009 | 1385 | Jul 2, 2014 | 517 | Jun 24, 2016 | 1902 |
| -19.3% | Mar 20, 2020 | 312 | May 31, 2021 | 339 | Sep 16, 2022 | 651 |
| -15.95% | Jan 17, 2017 | 325 | Apr 16, 2018 | 344 | Aug 9, 2019 | 669 |
| -9.76% | Aug 12, 2019 | 90 | Dec 13, 2019 | 68 | Mar 18, 2020 | 158 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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