Highlights
- Avg. Volume (1M)
- 264K
- Avg. Volume Value (1M)
- $353.27K
Share Price Chart
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Performance
GBPUSD=X Performance Chart
GBP/USD (GBPUSD=X) is up 0.2% since the beginning of the year. GBPUSD=X is currently trading at $1 per share. Investors who bought $1,000 worth of GBPUSD=X shares 5 years ago would now be looking at an investment worth $969.
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Returns By Period
GBP/USD (GBPUSD=X) has returned 0.22% so far this year and 1.61% over the past 12 months. Over the last ten years, GBPUSD=X has returned 0.29% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
GBP/USD
- 1D
- 0.08%
- 1M
- 1.06%
- 6M
- -1.43%
- YTD
- 0.22%
- 1Y
- 1.61%
- 3Y*
- 2.00%
- 5Y*
- -0.62%
- 10Y*
- 0.29%
- ALL TIME*
- -2.14%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
GBPUSD=X Monthly Returns History
Based on dividend-adjusted daily data since Sep 10, 2007, GBPUSD=X's average daily return is -0.01%, while the average monthly return is -0.15%.
Historically, 46% of months were positive and 54% were negative. The best month was May 2009 with a return of +9.3%, while the worst month was Oct 2008 at -9.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 8 months.
On a daily basis, GBPUSD=X closed higher 50% of trading days. The best single day was Nov 10, 2022 with a return of +3.2%, while the worst single day was Jun 24, 2016 at -8.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.69% | -1.48% | -1.95% | 2.92% | -1.13% | -1.43% | 1.64% | 0.08% | 0.22% | ||||
| 2025 | -0.97% | 1.50% | 2.71% | 3.16% | 0.90% | 2.12% | -3.85% | 2.42% | -0.58% | -2.20% | 0.68% | 1.64% | 7.55% |
| 2024 | -0.28% | -0.50% | -0.05% | -1.00% | 1.99% | -0.77% | 1.69% | 2.08% | 1.91% | -3.55% | -1.32% | -1.70% | -1.67% |
| 2023 | 1.92% | -2.43% | 2.58% | 1.91% | -1.01% | 2.05% | 1.11% | -1.26% | -3.71% | -0.41% | 3.87% | 0.79% | 5.28% |
| 2022 | -0.66% | -0.21% | -2.09% | -4.31% | 0.25% | -3.37% | -0.04% | -4.51% | -4.01% | 2.73% | 5.20% | 0.25% | -10.69% |
| 2021 | 0.24% | 1.71% | -1.05% | 0.28% | 2.82% | -2.66% | 0.55% | -1.08% | -2.06% | 1.57% | -2.82% | 1.77% | -0.91% |
Benchmark Metrics
GBP/USD has an annualized alpha of -2.93%, beta of 0.14, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since September 10, 2007.
- This currency participated in 40.44% of S&P 500 Index downside but only 13.07% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.14 may look defensive, but with R2 of 0.08 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 0.08 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
- -2.93%
- Beta
- 0.14
- R²
- 0.08
- Upside Capture
- 13.07%
- Downside Capture
- 40.44%
Return for Risk
Risk / Return Rank
GBPUSD=X ranks 65 for risk / return — above 65% of currencies peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for GBP/USD (GBPUSD=X) and compare them to S&P 500 Index.
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.
| GBPUSD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.25 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 2.00 | -1.74 |
| Martin ratioReturn relative to average drawdown | 0.48 | 8.49 | -8.01 |
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 GBP/USD. 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 GBP/USD was 49.29%, occurring on Sep 26, 2022. The portfolio has not yet recovered.
The current GBP/USD drawdown is 36.01%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-49.29%Sep 2022 | 14y 10mo | — | 18y 9moNov 2007 - now | Bear market2022 |
-1.90%Sep 2007 | 5d | 11d | 16dSep 2007 - Sep 2007 | — |
-0.89%Oct 2007 | 1d | 4d | 4dOct 2007 - Oct 2007 | Financial crisis2007–2009 |
-0.71%Oct 2007 | 10d | 8d | 18dOct 2007 - Oct 2007 | Financial crisis2007–2009 |
-0.44%Nov 2007 | 1d | 2d | 2dNov 2007 - Nov 2007 | Financial crisis2007–2009 |
Drawdown Indicators
| GBPUSD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.29% | -56.78% | +7.49% |
Max Drawdown (1Y)Largest decline over 1 year | -4.89% | -9.10% | +4.21% |
Max Drawdown (3Y)Largest decline over 3 years | -9.34% | -18.90% | +9.56% |
Max Drawdown (5Y)Largest decline over 5 years | -23.27% | -25.43% | +2.16% |
Max Drawdown (10Y)Largest decline over 10 years | -25.46% | -33.92% | +8.46% |
Current DrawdownCurrent decline from peak | -36.01% | -1.58% | -34.43% |
Average DrawdownAverage peak-to-trough decline | -31.48% | -10.70% | -20.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.14% | +0.49% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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