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

Performance

GBP=X vs. CHFUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in USD/GBP (GBP=X) and USD/CHF (CHFUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GBP=X achieves a -0.41% return, which is significantly higher than CHFUSD=X's -1.92% return. Over the past 10 years, GBP=X has underperformed CHFUSD=X with an annualized return of -0.26%, while CHFUSD=X has yielded a comparatively higher 1.76% annualized return.


GBP=X

1D
-1.04%
1M
-0.88%
6M
-0.61%
YTD
-0.41%
1Y
-1.06%
3Y*
-1.09%
5Y*
0.35%
10Y*
-0.26%

CHFUSD=X

1D
-0.50%
1M
-2.15%
6M
-1.20%
YTD
-1.92%
1Y
-1.32%
3Y*
1.21%
5Y*
3.07%
10Y*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBP=X vs. CHFUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBP=X
USD/GBP
-0.41%-7.12%1.75%-5.00%11.89%0.95%-2.94%-3.80%5.93%-8.65%
CHFUSD=X
USD/CHF
-1.92%6.40%-5.68%4.34%10.39%-2.05%6.21%-2.60%5.29%-4.49%

Correlation

The correlation between GBP=X and CHFUSD=X is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.31

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

0.40

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

0.52

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2007

0.45

Over the past year, the correlation between GBP=X and CHFUSD=X has dropped to 0.18 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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Return for Risk

GBP=X vs. CHFUSD=X — Risk / Return Rank

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

GBP=X
GBP=X Risk / Return Rank: 4040
Overall Rank
GBP=X Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GBP=X Sortino Ratio Rank: 4040
Sortino Ratio Rank
GBP=X Omega Ratio Rank: 4040
Omega Ratio Rank
GBP=X Calmar Ratio Rank: 3939
Calmar Ratio Rank
GBP=X Martin Ratio Rank: 3939
Martin Ratio Rank

CHFUSD=X
CHFUSD=X Risk / Return Rank: 4444
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 4444
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 4444
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 4444
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 4444
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.

GBP=X vs. CHFUSD=X - Risk-Adjusted Trends 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.

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.


GBP=XCHFUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

0.98

0.97

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.14

-0.21

+0.06

Martin ratioReturn relative to average drawdown

-0.31

-0.52

+0.21

GBP=X vs. CHFUSD=X - Sharpe Ratio Comparison

The current GBP=X Sharpe Ratio is -0.14, which is higher than the CHFUSD=X Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of GBP=X 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

GBP=X vs. CHFUSD=X - Drawdown Comparison

The maximum GBP=X drawdown since its inception was -22.85%, smaller than the maximum CHFUSD=X drawdown of -24.45%. Use the drawdown chart below to compare losses from any high point for GBP=X and CHFUSD=X.


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Drawdown Indicators


GBP=XCHFUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-22.85%

-24.45%

+1.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.98%

-5.17%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-12.79%

-8.50%

-4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.85%

-9.07%

-13.78%

Max Drawdown (10Y)

Largest decline over 10 years

-22.85%

-14.04%

-8.81%

Current Drawdown

Current decline from peak

-21.03%

-5.17%

-15.86%

Average Drawdown

Average peak-to-trough decline

-11.31%

-9.62%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.18%

+0.67%

Volatility

GBP=X vs. CHFUSD=X - Volatility Comparison

USD/GBP (GBP=X) has a higher volatility of 1.50% compared to USD/CHF (CHFUSD=X) at 1.02%. This indicates that GBP=X'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


GBP=XCHFUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.02%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

4.72%

3.12%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

6.21%

4.71%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.21%

6.94%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.57%

7.64%

+0.93%

Frequently Asked Questions


GBP=X and CHFUSD=X have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBP=X has higher volatility (1.50%) compared to CHFUSD=X (1.02%). In terms of maximum drawdown, GBP=X dropped -22.85% vs CHFUSD=X's -24.45%.

GBP=X currently has the higher Sharpe Ratio (-0.14 vs -0.23), 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.

Portfolio Optimizer

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