CHFUSD=X vs. GBP=X

Last updated Apr 2, 2026

Compare and contrast key facts about USD/CHF (CHFUSD=X) and USD/GBP (GBP=X).

Performance

CHFUSD=X vs. GBP=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/CHF (CHFUSD=X) and USD/GBP (GBP=X). The values are adjusted to include any dividend payments, if applicable.

CHFUSD=X vs. GBP=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CHFUSD=X USD/CHF	-0.31%	14.56%	-7.30%	9.83%	-1.34%	-2.97%	9.43%	1.71%	-1.05%	4.56%
GBP=X USD/GBP	0.46%	-0.12%	0.05%	0.01%	-0.07%	0.03%	0.04%	0.06%	-0.07%	0.05%

Different Trading Currencies

CHFUSD=X is traded in USD, while GBP=X is traded in GBP. To make them comparable, the GBP=X values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHFUSD=X achieves a -0.31% return, which is significantly lower than GBP=X's 0.51% return. Over the past 10 years, CHFUSD=X has outperformed GBP=X with an annualized return of 1.89%, while GBP=X has yielded a comparatively lower 0.04% annualized return.

CHFUSD=X

• 1D: 0.49%
• 1M: -1.96%
• YTD: -0.31%
• 6M: 0.23%
• 1Y: 11.13%
• 3Y*: 4.80%
• 5Y*: 3.47%
• 10Y*: 1.89%

GBP=X

• 1D: 0.43%
• 1M: 0.38%
• YTD: 0.51%
• 6M: 0.39%
• 1Y: 0.37%
• 3Y*: 0.14%
• 5Y*: 0.10%
• 10Y*: 0.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CHFUSD=X vs. GBP=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHFUSD=X

CHFUSD=X Risk / Return Rank: 79
CHFUSD=X Sharpe Ratio Rank: 83
CHFUSD=X Sortino Ratio Rank: 84
CHFUSD=X Omega Ratio Rank: 83
CHFUSD=X Calmar Ratio Rank: 74
CHFUSD=X Martin Ratio Rank: 74

GBP=X

GBP=X Risk / Return Rank: 51
GBP=X Sharpe Ratio Rank: 40
GBP=X Sortino Ratio Rank: 39
GBP=X Omega Ratio Rank: 42
GBP=X Calmar Ratio Rank: 67
GBP=X Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHFUSD=X vs. GBP=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHFUSD=X) and USD/GBP (GBP=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.

	CHFUSD=X	GBP=X	Difference
Sharpe ratio Return per unit of total volatility	0.97	0.22	+0.75
Sortino ratio Return per unit of downside risk	1.61	0.34	+1.28
Omega ratio Gain probability vs. loss probability	1.20	1.05	+0.15
Calmar ratio Return relative to maximum drawdown	0.71	0.86	-0.16
Martin ratio Return relative to average drawdown	1.91	1.93	-0.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHFUSD=X vs. GBP=X - Sharpe Ratio Comparison

The current CHFUSD=X Sharpe Ratio is 0.97, which is higher than the GBP=X Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of CHFUSD=X and GBP=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CHFUSD=X	GBP=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	0.22	+0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.11	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.24	0.03	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.01	+0.20

Correlation

The correlation between CHFUSD=X and GBP=X is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

CHFUSD=X vs. GBP=X - Drawdown Comparison

The maximum CHFUSD=X drawdown since its inception was -29.99%, which is greater than GBP=X's maximum drawdown of -3.56%. Use the drawdown chart below to compare losses from any high point for CHFUSD=X and GBP=X.

Drawdown Indicators

	CHFUSD=X	GBP=X	Difference
Max Drawdown Largest peak-to-trough decline	-29.99%	-22.85%	-7.14%
Max Drawdown (1Y) Largest decline over 1 year	-4.79%	-8.11%	+3.32%
Max Drawdown (5Y) Largest decline over 5 years	-11.70%	-22.85%	+11.15%
Max Drawdown (10Y) Largest decline over 10 years	-13.35%	-22.85%	+9.50%
Current Drawdown Current decline from peak	-9.27%	-19.40%	+10.13%
Average Drawdown Average peak-to-trough decline	-18.55%	-10.98%	-7.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	2.48%	-0.70%

Volatility

CHFUSD=X vs. GBP=X - Volatility Comparison

USD/CHF (CHFUSD=X) has a higher volatility of 1.95% compared to USD/GBP (GBP=X) at 0.51%. This indicates that CHFUSD=X's price experiences larger fluctuations and is considered to be riskier than GBP=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHFUSD=X	GBP=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.95%	0.51%	+1.44%
Volatility (6M) Calculated over the trailing 6-month period	5.26%	0.77%	+4.49%
Volatility (1Y) Calculated over the trailing 1-year period	9.10%	1.35%	+7.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.92%	0.86%	+7.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.38%	1.38%	+6.00%