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

Performance

FXF vs. CHFUSD=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 (CHFUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXF achieves a -3.06% return, which is significantly lower than CHFUSD=X's -2.65% return. Over the past 10 years, FXF has underperformed CHFUSD=X with an annualized return of 1.04%, while CHFUSD=X has yielded a comparatively higher 1.91% annualized return.


FXF

1D
-0.73%
1M
-2.28%
6M
-2.40%
YTD
-3.06%
1Y
-2.75%
3Y*
1.59%
5Y*
1.79%
10Y*
1.04%

CHFUSD=X

1D
-0.55%
1M
-2.09%
6M
-2.04%
YTD
-2.65%
1Y
-2.12%
3Y*
1.93%
5Y*
2.38%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXF vs. CHFUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXF
Invesco CurrencyShares® Swiss Franc Trust
-3.06%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%
CHFUSD=X
USD/CHF
-2.65%14.56%-7.30%9.83%-1.34%-2.97%9.43%1.71%-1.05%4.56%

Correlation

The correlation between FXF and CHFUSD=X is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.90

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

0.93

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

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2007

0.95

The correlation between FXF and CHFUSD=X has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

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Return for Risk

FXF vs. CHFUSD=X — Risk / Return Rank

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

FXF
FXF Risk / Return Rank: 55
Overall Rank
FXF Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 55
Sortino Ratio Rank
FXF Omega Ratio Rank: 55
Omega Ratio Rank
FXF Calmar Ratio Rank: 66
Calmar Ratio Rank
FXF Martin Ratio Rank: 55
Martin Ratio Rank

CHFUSD=X
CHFUSD=X Risk / Return Rank: 3636
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 3636
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 3737
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 3838
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 3333
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. CHFUSD=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 (CHFUSD=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.


FXFCHFUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

0.95

0.96

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.41

-0.26

-0.15

Martin ratioReturn relative to average drawdown

-1.00

-0.63

-0.37

FXF vs. CHFUSD=X - Sharpe Ratio Comparison

The current FXF Sharpe Ratio is -0.37, which is lower than the CHFUSD=X Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of FXF and CHFUSD=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. CHFUSD=X - Drawdown Comparison

The maximum FXF drawdown since its inception was -35.58%, which is greater than CHFUSD=X's maximum drawdown of -29.99%. Use the drawdown chart below to compare losses from any high point for FXF and CHFUSD=X.


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Drawdown Indicators


FXFCHFUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-35.58%

-29.99%

-5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-6.49%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-8.52%

-8.69%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-11.99%

-10.75%

-1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-15.04%

-13.35%

-1.69%

Current Drawdown

Current decline from peak

-20.86%

-11.40%

-9.46%

Average Drawdown

Average peak-to-trough decline

-20.83%

-18.69%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.84%

-0.09%

Volatility

FXF vs. CHFUSD=X - Volatility Comparison

Invesco CurrencyShares® Swiss Franc Trust (FXF) has a higher volatility of 1.88% compared to USD/CHF (CHFUSD=X) at 1.27%. This indicates that FXF's price experiences larger fluctuations and is considered to be riskier than CHFUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXFCHFUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

1.27%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

5.71%

4.60%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

7.40%

6.87%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

7.89%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.57%

7.34%

+0.23%

Frequently Asked Questions


FXF and CHFUSD=X have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXF has higher volatility (1.88%) compared to CHFUSD=X (1.27%). In terms of maximum drawdown, FXF dropped -35.58% vs CHFUSD=X's -29.99%.

CHFUSD=X currently has the higher Sharpe Ratio (-0.25 vs -0.37), 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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