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 6.81%/yr vs 1.94%/yr for CHFUSD=X. At a 0.13 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 25.85% return, which is significantly higher than CHFUSD=X's -0.51% return. Over the past 10 years, ALUM.L has outperformed CHFUSD=X with an annualized return of 6.81%, while CHFUSD=X has yielded a comparatively lower 1.94% annualized return.
ALUM.L
- 1D
- -0.93%
- 1M
- 4.71%
- YTD
- 25.85%
- 6M
- 29.40%
- 1Y
- 52.37%
- 3Y*
- 17.40%
- 5Y*
- 7.40%
- 10Y*
- 6.81%
CHFUSD=X
- 1D
- -0.92%
- 1M
- -2.25%
- YTD
- -0.51%
- 6M
- 1.01%
- 1Y
- 3.07%
- 3Y*
- 4.46%
- 5Y*
- 2.45%
- 10Y*
- 1.94%
ALUM.L vs. CHFUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALUM.L WisdomTree Aluminium | 25.85% | 17.98% | 4.62% | -4.48% | -15.92% | 38.11% | 1.95% | -3.12% | -18.30% | 29.16% |
CHFUSD=X USD/CHF | -0.51% | 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 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2007 | 0.13 |
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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.
| ALUM.L | CHFUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.50 | ||
| Sortino ratioReturn per unit of downside risk | +3.30 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.07 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 5.84 | 0.50 | +5.35 |
| Martin ratioReturn relative to average drawdown | 20.87 | 1.18 | +19.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALUM.L | CHFUSD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.85 | 0.35 | +2.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.28 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.25 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.20 | -0.31 |
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 | -8.86% | -4.95% | -3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -20.63% | -8.69% | -11.94% |
Max Drawdown (5Y)Largest decline over 5 years | -47.34% | -11.70% | -35.64% |
Max Drawdown (10Y)Largest decline over 10 years | -47.34% | -13.35% | -33.99% |
Current DrawdownCurrent decline from peak | -49.28% | -9.45% | -39.83% |
Average DrawdownAverage peak-to-trough decline | -58.59% | -18.63% | -39.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.23% | +0.25% |
Volatility
ALUM.L vs. CHFUSD=X - Volatility Comparison
WisdomTree Aluminium (ALUM.L) has a higher volatility of 6.12% compared to USD/CHF (CHFUSD=X) at 1.71%. 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 | 6.12% | 1.71% | +4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 15.69% | 5.68% | +10.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 7.04% | +11.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.79% | 7.93% | +14.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.01% | 7.36% | +12.65% |
Frequently Asked Questions
ALUM.L and CHFUSD=X have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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