CHF=X vs. FEZ

In the year-to-date period, CHF=X achieves a -7.53% return, which is significantly lower than FEZ's 21.81% return. Over the past 10 years, CHF=X has underperformed FEZ with an annualized return of -0.84%, while FEZ has yielded a comparatively higher 6.77% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHF=X) and SPDR EURO STOXX 50 ETF (FEZ). 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.

The current CHF=X Sharpe Ratio is -0.79, which is lower than the FEZ Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of CHF=X and FEZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum CHF=X drawdown since its inception was -60.32%, smaller than the maximum FEZ drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for CHF=X and FEZ. For additional features, visit the drawdowns tool.

The current volatility for USD/CHF (CHF=X) is 3.30%, while SPDR EURO STOXX 50 ETF (FEZ) has a volatility of 4.05%. This indicates that CHF=X experiences smaller price fluctuations and is considered to be less risky than FEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.