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FXF vs. GLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FXF vs. GLD - Performance Comparison

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

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FXF vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXF
Invesco CurrencyShares® Swiss Franc Trust
-1.07%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%
GLD
SPDR Gold Shares
8.57%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Returns By Period

In the year-to-date period, FXF achieves a -1.07% return, which is significantly lower than GLD's 8.57% return. Over the past 10 years, FXF has underperformed GLD with an annualized return of 0.96%, while GLD has yielded a comparatively higher 13.92% annualized return.


FXF

1D
0.02%
1M
-3.89%
YTD
-1.07%
6M
-0.74%
1Y
9.99%
3Y*
4.29%
5Y*
2.75%
10Y*
0.96%

GLD

1D
3.79%
1M
-11.05%
YTD
8.57%
6M
21.05%
1Y
49.33%
3Y*
32.92%
5Y*
21.58%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FXF vs. GLD - Expense Ratio Comparison

Both FXF and GLD have an expense ratio of 0.40%.


Return for Risk

FXF vs. GLD — Risk / Return Rank

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

FXF
FXF Risk / Return Rank: 6363
Overall Rank
FXF Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 7171
Sortino Ratio Rank
FXF Omega Ratio Rank: 5656
Omega Ratio Rank
FXF Calmar Ratio Rank: 7777
Calmar Ratio Rank
FXF Martin Ratio Rank: 5353
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 8787
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLD Omega Ratio Rank: 8686
Omega Ratio Rank
GLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLD Martin Ratio Rank: 8787
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. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Swiss Franc Trust (FXF) and SPDR Gold Shares (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.


FXFGLDDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.79

-0.76

Sortino ratio

Return per unit of downside risk

1.73

2.21

-0.49

Omega ratio

Gain probability vs. loss probability

1.20

1.33

-0.13

Calmar ratio

Return relative to maximum drawdown

2.00

2.68

-0.68

Martin ratio

Return relative to average drawdown

5.00

9.90

-4.91

FXF vs. GLD - Sharpe Ratio Comparison

The current FXF Sharpe Ratio is 1.02, which is lower than the GLD Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of FXF 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.


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Sharpe Ratios by Period


FXFGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.79

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

1.22

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.88

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.62

-0.45

Correlation

The correlation between FXF and GLD is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FXF vs. GLD - Dividend Comparison

Neither FXF nor GLD has paid dividends to shareholders.


TTM202520242023
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%

Drawdowns

FXF vs. GLD - Drawdown Comparison

The maximum FXF drawdown since its inception was -35.58%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for FXF and GLD.


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Drawdown Indicators


FXFGLDDifference

Max Drawdown

Largest peak-to-trough decline

-35.58%

-45.56%

+9.98%

Max Drawdown (1Y)

Largest decline over 1 year

-4.82%

-19.21%

+14.39%

Max Drawdown (5Y)

Largest decline over 5 years

-13.03%

-21.03%

+8.00%

Max Drawdown (10Y)

Largest decline over 10 years

-15.04%

-22.00%

+6.96%

Current Drawdown

Current decline from peak

-19.24%

-13.23%

-6.01%

Average Drawdown

Average peak-to-trough decline

-20.87%

-16.17%

-4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

5.20%

-3.27%

Volatility

FXF vs. GLD - Volatility Comparison

The current volatility for Invesco CurrencyShares® Swiss Franc Trust (FXF) is 1.98%, while SPDR Gold Shares (GLD) has a volatility of 11.06%. This indicates that FXF 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.


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Volatility by Period


FXFGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

11.06%

-9.08%

Volatility (6M)

Calculated over the trailing 6-month period

5.42%

24.30%

-18.88%

Volatility (1Y)

Calculated over the trailing 1-year period

9.80%

27.80%

-18.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

17.74%

-9.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.59%

15.87%

-8.28%