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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 0.17% return, which is significantly higher than CHFUSD=X's -1.82% return. Over the past 10 years, GBP=X has underperformed CHFUSD=X with an annualized return of -0.28%, while CHFUSD=X has yielded a comparatively higher 1.66% annualized return.


GBP=X

1D
-0.17%
1M
-0.73%
6M
1.83%
YTD
0.17%
1Y
-1.26%
3Y*
-1.78%
5Y*
0.70%
10Y*
-0.28%
ALL TIME*
2.21%

CHFUSD=X

1D
0.01%
1M
-1.26%
6M
-2.36%
YTD
-1.82%
1Y
-1.16%
3Y*
0.76%
5Y*
3.06%
10Y*
1.66%
ALL TIME*
4.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

CHFUSD=X

USD/CHF
£49.62K£88.55K£118.78K

GBP=X

USD/GBP
£68.55K£63.45K£59.94K

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


2026 (YTD)202520242023202220212020201920182017
GBP=X
USD/GBP
0.17%-7.12%1.75%-5.00%11.89%0.95%-2.94%-3.80%5.93%-8.65%
CHFUSD=X
USD/CHF
-1.82%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 0.19, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.19

Correlation (3Y)
Balances recent behavior with more history.

0.30

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.39

Correlation (10Y)
Provides a long-term view across more market conditions.

0.52

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2007

0.45

Over the past year, the correlation between GBP=X and CHFUSD=X has dropped to 0.19 - 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 historical risk-adjusted metric ranks over the past 12 months.

GBP=X
GBP=X Risk / Return Rank: 3333
Overall Rank
GBP=X Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GBP=X Sortino Ratio Rank: 3333
Sortino Ratio Rank
GBP=X Omega Ratio Rank: 3333
Omega Ratio Rank
GBP=X Calmar Ratio Rank: 3232
Calmar Ratio Rank
GBP=X Martin Ratio Rank: 3131
Martin Ratio Rank

CHFUSD=X
CHFUSD=X Risk / Return Rank: 5050
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 5050
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 5050
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 5050
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+0.04

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

0.98

0.97

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.17

-0.18

+0.01

Martin ratioReturn relative to average drawdown

-0.37

-0.40

+0.03

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

The current GBP=X Sharpe Ratio is -0.16, which is comparable to the CHFUSD=X Sharpe Ratio of -0.21. 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%

-5.26%

-0.72%

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

-20.57%

-5.07%

-15.50%

Average Drawdown

Average peak-to-trough decline

-11.36%

-9.64%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.55%

+0.39%

Volatility

GBP=X vs. CHFUSD=X - Volatility Comparison

USD/GBP (GBP=X) has a higher volatility of 1.85% compared to USD/CHF (CHFUSD=X) at 1.12%. 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

1.85%

1.12%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

4.58%

2.71%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

6.16%

4.53%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.20%

6.96%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.53%

7.61%

+0.92%

Frequently Asked Questions


GBP=X and CHFUSD=X have a correlation of 0.19, 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 (1.85%) compared to CHFUSD=X (1.12%). In terms of maximum drawdown, GBP=X dropped -22.85% vs CHFUSD=X's -24.45%.

GBP=X currently has the higher Sharpe Ratio (-0.16 vs -0.21), 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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