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FXF vs. CHF=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

FXF vs. CHF=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Swiss Franc Trust (FXF) and USD/CHF (CHF=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, FXF achieves a -2.44% return, which is significantly lower than CHF=X's -0.05% return. Over the past 10 years, FXF has outperformed CHF=X with an annualized return of 0.98%, while CHF=X has yielded a comparatively lower 0.01% annualized return.


FXF

1D
-0.13%
1M
-3.13%
YTD
-2.44%
6M
-2.94%
1Y
-0.35%
3Y*
3.15%
5Y*
2.00%
10Y*
0.98%

CHF=X

1D
0.07%
1M
0.02%
YTD
-0.05%
6M
0.05%
1Y
0.30%
3Y*
0.01%
5Y*
0.02%
10Y*
0.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXF vs. CHF=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXF
Invesco CurrencyShares® Swiss Franc Trust
-2.44%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%
CHF=X
USD/CHF
-0.05%0.10%0.01%0.00%0.01%-0.11%0.20%0.02%-0.13%0.12%

Correlation

The correlation between FXF and CHF=X is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

-0.06

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

-0.04

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2007

-0.04

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Return for Risk

FXF vs. CHF=X — Risk / Return Rank

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

FXF
FXF Risk / Return Rank: 88
Overall Rank
FXF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 77
Sortino Ratio Rank
FXF Omega Ratio Rank: 77
Omega Ratio Rank
FXF Calmar Ratio Rank: 88
Calmar Ratio Rank
FXF Martin Ratio Rank: 88
Martin Ratio Rank

CHF=X
CHF=X Risk / Return Rank: 5050
Overall Rank
CHF=X Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CHF=X Sortino Ratio Rank: 5050
Sortino Ratio Rank
CHF=X Omega Ratio Rank: 5050
Omega Ratio Rank
CHF=X Calmar Ratio Rank: 5151
Calmar Ratio Rank
CHF=X Martin Ratio Rank: 5050
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.

FXF vs. CHF=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Swiss Franc Trust (FXF) and USD/CHF (CHF=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.

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.


FXFCHF=XDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.00

1.03

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.06

0.54

-0.59

Martin ratioReturn relative to average drawdown

-0.14

1.79

-1.93

FXF vs. CHF=X - Sharpe Ratio Comparison

The current FXF Sharpe Ratio is -0.05, which is lower than the CHF=X Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of FXF and CHF=X, 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

FXF vs. CHF=X - Drawdown Comparison

The maximum FXF drawdown since its inception was -35.58%, which is greater than CHF=X's maximum drawdown of -2.14%. Use the drawdown chart below to compare losses from any high point for FXF and CHF=X.


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Drawdown Indicators


FXFCHF=XDifference

Max Drawdown

Largest peak-to-trough decline

-35.58%

-2.14%

-33.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.12%

-0.45%

-5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-8.52%

-1.13%

-7.39%

Max Drawdown (5Y)

Largest decline over 5 years

-11.99%

-1.13%

-10.86%

Max Drawdown (10Y)

Largest decline over 10 years

-15.04%

-2.14%

-12.90%

Current Drawdown

Current decline from peak

-20.36%

-1.43%

-18.93%

Average Drawdown

Average peak-to-trough decline

-20.83%

-1.06%

-19.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

0.13%

+2.28%

Volatility

FXF vs. CHF=X - Volatility Comparison

Invesco CurrencyShares® Swiss Franc Trust (FXF) has a higher volatility of 1.97% compared to USD/CHF (CHF=X) at 0.45%. This indicates that FXF's price experiences larger fluctuations and is considered to be riskier than CHF=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXFCHF=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

0.45%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

5.65%

1.01%

+4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

7.48%

1.54%

+5.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.32%

1.60%

+6.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.57%

1.60%

+5.97%

Frequently Asked Questions


FXF and CHF=X have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXF has higher volatility (1.97%) compared to CHF=X (0.45%). In terms of maximum drawdown, FXF dropped -35.58% vs CHF=X's -2.14%.

CHF=X currently has the higher Sharpe Ratio (0.16 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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