ALUM.L vs. CHFUSD=X
ALUM.L (WisdomTree Aluminium) is Metals fund tracking the Bloomberg Aluminum, while CHFUSD=X (USD/CHF) is a currency. Over the past 10 years, ALUM.L returned 5.04%/yr vs 1.90%/yr for CHFUSD=X. At a 0.16 correlation, their price movements are largely independent.
Performance
ALUM.L vs. CHFUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, ALUM.L achieves a 8.97% return, which is significantly higher than CHFUSD=X's -2.14% return. Over the past 10 years, ALUM.L has outperformed CHFUSD=X with an annualized return of 5.04%, while CHFUSD=X has yielded a comparatively lower 1.90% annualized return.
ALUM.L
- 1D
- 1.92%
- 1M
- -13.44%
- YTD
- 8.97%
- 6M
- 9.54%
- 1Y
- 27.25%
- 3Y*
- 13.59%
- 5Y*
- 3.98%
- 10Y*
- 5.04%
CHFUSD=X
- 1D
- 0.30%
- 1M
- -2.97%
- YTD
- -2.14%
- 6M
- -2.57%
- 1Y
- -0.41%
- 3Y*
- 3.46%
- 5Y*
- 2.52%
- 10Y*
- 1.90%
ALUM.L vs. CHFUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALUM.L WisdomTree Aluminium | 8.97% | 18.18% | 4.43% | -4.42% | -15.92% | 38.11% | 1.95% | -3.12% | -17.64% | 29.63% |
CHFUSD=X USD/CHF | -2.14% | 14.56% | -7.30% | 9.83% | -1.34% | -2.97% | 9.43% | 1.71% | -1.05% | 4.56% |
Correlation
The correlation between ALUM.L and CHFUSD=X is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.16 |
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Return for Risk
ALUM.L vs. CHFUSD=X — Risk / Return Rank
ALUM.L
CHFUSD=X
ALUM.L vs. CHFUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Aluminium (ALUM.L) and USD/CHF (CHFUSD=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.
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.
| ALUM.L | CHFUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.00 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | -0.05 | +1.64 |
| Martin ratioReturn relative to average drawdown | 7.79 | -0.14 | +7.92 |
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Drawdowns
ALUM.L vs. CHFUSD=X - Drawdown Comparison
The maximum ALUM.L drawdown since its inception was -77.63%, which is greater than CHFUSD=X's maximum drawdown of -29.99%. Use the drawdown chart below to compare losses from any high point for ALUM.L and CHFUSD=X.
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Drawdown Indicators
| ALUM.L | CHFUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.63% | -29.99% | -47.64% |
Max Drawdown (1Y)Largest decline over 1 year | -17.10% | -6.28% | -10.82% |
Max Drawdown (3Y)Largest decline over 3 years | -20.60% | -8.69% | -11.91% |
Max Drawdown (5Y)Largest decline over 5 years | -47.28% | -10.75% | -36.53% |
Max Drawdown (10Y)Largest decline over 10 years | -47.28% | -13.35% | -33.93% |
Current DrawdownCurrent decline from peak | -56.06% | -10.93% | -45.13% |
Average DrawdownAverage peak-to-trough decline | -59.88% | -18.66% | -41.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.59% | +0.90% |
Volatility
ALUM.L vs. CHFUSD=X - Volatility Comparison
WisdomTree Aluminium (ALUM.L) has a higher volatility of 8.58% compared to USD/CHF (CHFUSD=X) at 1.81%. This indicates that ALUM.L's price experiences larger fluctuations and is considered to be riskier than CHFUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALUM.L | CHFUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.58% | 1.81% | +6.77% |
Volatility (6M)Calculated over the trailing 6-month period | 17.74% | 4.96% | +12.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.90% | 6.94% | +12.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.12% | 7.91% | +15.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.15% | 7.35% | +14.80% |
Frequently Asked Questions
ALUM.L and CHFUSD=X have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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