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CHFUSD=X vs. SEML.L
Performance
Return for Risk
Drawdowns
Volatility

Performance

CHFUSD=X vs. SEML.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/CHF (CHFUSD=X) and iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CHFUSD=X is traded in USD, while SEML.L is traded in GBP. To make them comparable, the SEML.L 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 -0.58% return, which is significantly lower than SEML.L's 1.13% return. Over the past 10 years, CHFUSD=X has underperformed SEML.L with an annualized return of 1.92%, while SEML.L has yielded a comparatively higher 2.60% annualized return.


CHFUSD=X

1D
-0.30%
1M
-1.92%
YTD
-0.58%
6M
-0.14%
1Y
1.67%
3Y*
4.36%
5Y*
2.41%
10Y*
1.92%

SEML.L

1D
0.71%
1M
0.39%
YTD
1.13%
6M
2.26%
1Y
8.15%
3Y*
6.73%
5Y*
1.15%
10Y*
2.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHFUSD=X vs. SEML.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHFUSD=X
USD/CHF
-0.58%14.56%-7.30%9.83%-1.34%-2.97%9.43%1.71%-1.05%4.56%
SEML.L
iShares J.P. Morgan EM Local Government Bond UCITS ETF
1.13%18.63%-2.84%10.98%-10.90%-10.30%1.47%12.55%-5.63%14.90%

Correlation

The correlation between CHFUSD=X and SEML.L is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2011

0.36

The correlation between CHFUSD=X and SEML.L shifts across timeframes, from 0.36 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CHFUSD=X vs. SEML.L — 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: 6464
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 6363
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 6363
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 6464
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 6464
Martin Ratio Rank

SEML.L
SEML.L Risk / Return Rank: 5454
Overall Rank
SEML.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SEML.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
SEML.L Omega Ratio Rank: 5959
Omega Ratio Rank
SEML.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
SEML.L Martin Ratio Rank: 4141
Martin Ratio Rank
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. SEML.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHFUSD=X) and iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CHFUSD=XSEML.LDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.04

1.20

-0.17

Calmar ratioReturn relative to maximum drawdown

0.27

1.27

-1.00

Martin ratioReturn relative to average drawdown

0.61

4.14

-3.53

CHFUSD=X vs. SEML.L - Sharpe Ratio Comparison

The current CHFUSD=X Sharpe Ratio is 0.19, which is lower than the SEML.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of CHFUSD=X and SEML.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CHFUSD=X vs. SEML.L - Drawdown Comparison

The maximum CHFUSD=X drawdown since its inception was -29.99%, smaller than the maximum SEML.L drawdown of -50.31%. Use the drawdown chart below to compare losses from any high point for CHFUSD=X and SEML.L.


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Drawdown Indicators


CHFUSD=XSEML.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.99%

-50.31%

+20.32%

Max Drawdown (1Y)

Largest decline over 1 year

-4.95%

-6.39%

+1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-8.69%

-9.04%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-11.35%

-26.25%

+14.90%

Max Drawdown (10Y)

Largest decline over 10 years

-13.35%

-28.35%

+15.00%

Current Drawdown

Current decline from peak

-9.51%

-27.27%

+17.76%

Average Drawdown

Average peak-to-trough decline

-18.64%

-37.98%

+19.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

1.96%

+0.38%

Volatility

CHFUSD=X vs. SEML.L - Volatility Comparison

The current volatility for USD/CHF (CHFUSD=X) is 1.68%, while iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L) has a volatility of 2.72%. This indicates that CHFUSD=X experiences smaller price fluctuations and is considered to be less risky than SEML.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHFUSD=XSEML.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

2.72%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

6.29%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

7.06%

7.42%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.93%

9.49%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.35%

10.26%

-2.91%

Frequently Asked Questions


CHFUSD=X and SEML.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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