CHF=X vs. GLD

In the year-to-date period, CHF=X achieves a -8.40% return, which is significantly lower than GLD's 26.73% return. Over the past 10 years, CHF=X has underperformed GLD with an annualized return of -0.92%, while GLD has yielded a comparatively higher 10.19% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHF=X) and SPDR Gold Trust (GLD). 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 -0.81, which is lower than the GLD Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of CHF=X and GLD, 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%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for CHF=X and GLD. For additional features, visit the drawdowns tool.

The current volatility for USD/CHF (CHF=X) is 3.37%, while SPDR Gold Trust (GLD) has a volatility of 8.54%. This indicates that CHF=X experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.