CHF=X vs. USD

In the year-to-date period, CHF=X achieves a -7.53% return, which is significantly higher than USD's -13.59% return. Over the past 10 years, CHF=X has underperformed USD with an annualized return of -0.84%, while USD has yielded a comparatively higher 42.91% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHF=X) and ProShares Ultra Semiconductors (USD). 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 USD Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of CHF=X and USD, 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 USD drawdown of -87.94%. Use the drawdown chart below to compare losses from any high point for CHF=X and USD. For additional features, visit the drawdowns tool.

The current volatility for USD/CHF (CHF=X) is 3.30%, while ProShares Ultra Semiconductors (USD) has a volatility of 25.25%. This indicates that CHF=X experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.