GBP=X vs. CHFUSD=X
Compare and contrast key facts about USD/GBP (GBP=X) and USD/CHF (CHFUSD=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBP=X or CHFUSD=X.
Key characteristics
| GBP=X | CHFUSD=X | |
|---|---|---|
| YTD Return | -3.69% | -0.84% |
| 1Y Return | -6.33% | 5.75% |
| 3Y Return (Ann) | 1.00% | 2.98% |
| 5Y Return (Ann) | -0.92% | 2.98% |
| 10Y Return (Ann) | 1.77% | 0.99% |
| Sharpe Ratio | -0.84 | 0.90 |
| Daily Std Dev | 5.84% | 6.66% |
| Max Drawdown | -34.89% | -38.65% |
| Current Drawdown | -18.86% | -14.85% |
Correlation
The correlation between GBP=X and CHFUSD=X is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GBP=X vs. CHFUSD=X - Performance Comparison
In the year-to-date period, GBP=X achieves a -3.69% return, which is significantly lower than CHFUSD=X's -0.84% return. Over the past 10 years, GBP=X has outperformed CHFUSD=X with an annualized return of 1.77%, while CHFUSD=X has yielded a comparatively lower 0.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GBP=X vs. CHFUSD=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/GBP (GBP=X) 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.
Drawdowns
GBP=X vs. CHFUSD=X - Drawdown Comparison
The maximum GBP=X drawdown since its inception was -34.89%, smaller than the maximum CHFUSD=X drawdown of -38.65%. Use the drawdown chart below to compare losses from any high point for GBP=X and CHFUSD=X. For additional features, visit the drawdowns tool.
Volatility
GBP=X vs. CHFUSD=X - Volatility Comparison
The current volatility for USD/GBP (GBP=X) is 1.10%, while USD/CHF (CHFUSD=X) has a volatility of 1.49%. This indicates that GBP=X experiences smaller price fluctuations and is considered to be less risky than CHFUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.