PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

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 1.01% return, which is significantly higher than CHFUSD=X's 0.49% return. Over the past 10 years, GBP=X has underperformed CHFUSD=X with an annualized return of 0.87%, while CHFUSD=X has yielded a comparatively higher 2.82% annualized return.


GBP=X

1D
0.63%
1M
1.90%
YTD
1.01%
6M
-0.07%
1Y
1.75%
3Y*
-2.35%
5Y*
1.20%
10Y*
0.87%

CHFUSD=X

1D
-0.29%
1M
-0.40%
YTD
0.49%
6M
0.94%
1Y
4.87%
3Y*
2.00%
5Y*
3.68%
10Y*
2.82%
*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
1.01%-7.12%1.75%-5.00%11.89%0.95%-2.94%-3.80%5.93%-8.65%
CHFUSD=X
USD/CHF
0.49%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 price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.30

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

0.41

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

0.54

Correlation (All Time)
Calculated using the full available price history since Aug 30, 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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 5858
Overall Rank
GBP=X Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GBP=X Sortino Ratio Rank: 5858
Sortino Ratio Rank
GBP=X Omega Ratio Rank: 5959
Omega Ratio Rank
GBP=X Calmar Ratio Rank: 5858
Calmar Ratio Rank
GBP=X Martin Ratio Rank: 5858
Martin Ratio Rank

CHFUSD=X
CHFUSD=X Risk / Return Rank: 6666
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 6666
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 6565
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 6868
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 6868
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.


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

-0.55

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.04

1.14

-0.10

Calmar ratioReturn relative to maximum drawdown

0.24

1.21

-0.98

Martin ratioReturn relative to average drawdown

0.53

2.42

-1.89

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

The current GBP=X Sharpe Ratio is 0.23, which is lower than the CHFUSD=X Sharpe Ratio of 0.78. 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.


Loading charts...

Sharpe Ratios by Period


GBP=XCHFUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.78

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.47

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.32

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.38

-0.16

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.


Loading charts...

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%

-3.22%

-2.76%

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

-19.91%

-2.84%

-17.07%

Average Drawdown

Average peak-to-trough decline

-11.18%

-9.61%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

1.69%

+1.04%

Volatility

GBP=X vs. CHFUSD=X - Volatility Comparison

USD/GBP (GBP=X) has a higher volatility of 1.73% compared to USD/CHF (CHFUSD=X) at 1.34%. 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.


Loading charts...

Volatility by Period


GBP=XCHFUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

1.34%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

5.01%

3.63%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

6.23%

5.03%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.23%

6.99%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.26%

8.31%

+0.95%

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 (1.73%) compared to CHFUSD=X (1.34%). In terms of maximum drawdown, GBP=X dropped -22.85% vs CHFUSD=X's -24.45%.

CHFUSD=X currently has the higher Sharpe Ratio (0.78 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

Find the right allocation for GBP=X and CHFUSD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer