EUR=X vs. GBP=X
Compare and contrast key facts about USD/EUR (EUR=X) and USD/GBP (GBP=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUR=X or GBP=X.
Key characteristics
| EUR=X | GBP=X | |
|---|---|---|
| YTD Return | -0.62% | -3.69% |
| 1Y Return | -3.83% | -6.33% |
| 3Y Return (Ann) | 1.66% | 1.00% |
| 5Y Return (Ann) | -0.15% | -0.92% |
| 10Y Return (Ann) | 1.38% | 1.77% |
| Sharpe Ratio | -0.29 | -0.84 |
| Daily Std Dev | 5.45% | 5.84% |
| Max Drawdown | -48.28% | -34.89% |
| Current Drawdown | -25.52% | -18.86% |
Correlation
The correlation between EUR=X and GBP=X is 0.01, 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.
Performance
EUR=X vs. GBP=X - Performance Comparison
In the year-to-date period, EUR=X achieves a -0.62% return, which is significantly higher than GBP=X's -3.69% return. Over the past 10 years, EUR=X has underperformed GBP=X with an annualized return of 1.38%, while GBP=X has yielded a comparatively higher 1.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EUR=X vs. GBP=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/EUR (EUR=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.
Drawdowns
EUR=X vs. GBP=X - Drawdown Comparison
The maximum EUR=X drawdown since its inception was -48.28%, which is greater than GBP=X's maximum drawdown of -34.89%. Use the drawdown chart below to compare losses from any high point for EUR=X and GBP=X. For additional features, visit the drawdowns tool.
Volatility
EUR=X vs. GBP=X - Volatility Comparison
The current volatility for USD/EUR (EUR=X) is 0.13%, while USD/GBP (GBP=X) has a volatility of 1.10%. This indicates that EUR=X experiences smaller price fluctuations and is considered to be less risky than GBP=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.