EUR=X vs. ^STOXX

In the year-to-date period, EUR=X achieves a -7.84% return, which is significantly lower than ^STOXX's 5.98% return. Over the past 10 years, EUR=X has underperformed ^STOXX with an annualized return of 0.15%, while ^STOXX has yielded a comparatively higher 3.01% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for USD/EUR (EUR=X) and STOXX Europe 600 Index (^STOXX). 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 EUR=X Sharpe Ratio is -0.52, which is lower than the ^STOXX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of EUR=X and ^STOXX, 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 EUR=X drawdown since its inception was -59.71%, roughly equal to the maximum ^STOXX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for EUR=X and ^STOXX. For additional features, visit the drawdowns tool.

The current volatility for USD/EUR (EUR=X) is 2.63%, while STOXX Europe 600 Index (^STOXX) has a volatility of 6.35%. This indicates that EUR=X experiences smaller price fluctuations and is considered to be less risky than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.