EUR=X vs. GLD

In the year-to-date period, EUR=X achieves a -7.84% return, which is significantly lower than GLD's 26.73% return. Over the past 10 years, EUR=X has underperformed GLD with an annualized return of 0.15%, while GLD has yielded a comparatively higher 10.14% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for USD/EUR (EUR=X) and SPDR Gold Trust (GLD). 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 GLD Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of EUR=X and GLD, 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%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for EUR=X and GLD. For additional features, visit the drawdowns tool.

The current volatility for USD/EUR (EUR=X) is 2.63%, while SPDR Gold Trust (GLD) has a volatility of 8.54%. This indicates that EUR=X experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.