FXF vs. GLD

In the year-to-date period, FXF achieves a 8.66% return, which is significantly lower than GLD's 23.09% return. Over the past 10 years, FXF has underperformed GLD with an annualized return of 0.32%, while GLD has yielded a comparatively higher 9.93% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Swiss Franc Trust (FXF) 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 FXF Sharpe Ratio is 0.90, which is lower than the GLD Sharpe Ratio of 1.88. 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.

Neither FXF nor GLD has paid dividends to shareholders.

The maximum FXF drawdown since its inception was -35.49%, 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. For additional features, visit the drawdowns tool.

The current volatility for Invesco CurrencyShares® Swiss Franc Trust (FXF) is 3.76%, while SPDR Gold Trust (GLD) has a volatility of 8.55%. 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.