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

Performance

GBP=X vs. GBPUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in USD/GBP (GBP=X) and GBP/USD (GBPUSD=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 GBPUSD=X is traded in USD. To make them comparable, the GBPUSD=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 GBPUSD=X's 0.06% return. Over the past 10 years, GBP=X has outperformed GBPUSD=X with an annualized return of 0.87%, while GBPUSD=X has yielded a comparatively lower -0.01% 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%

GBPUSD=X

1D
-0.07%
1M
-0.07%
YTD
0.06%
6M
-0.07%
1Y
-0.04%
3Y*
-0.03%
5Y*
-0.00%
10Y*
-0.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBP=X vs. GBPUSD=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%
GBPUSD=X
GBP/USD
0.06%-0.12%0.05%0.01%-0.07%0.03%0.04%0.06%-0.07%0.05%

Correlation

The correlation between GBP=X and GBPUSD=X is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.00

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

0.01

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

0.01

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2007

0.03

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Return for Risk

GBP=X vs. GBPUSD=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

GBPUSD=X
GBPUSD=X Risk / Return Rank: 4040
Overall Rank
GBPUSD=X Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GBPUSD=X Sortino Ratio Rank: 4040
Sortino Ratio Rank
GBPUSD=X Omega Ratio Rank: 4343
Omega Ratio Rank
GBPUSD=X Calmar Ratio Rank: 3737
Calmar Ratio Rank
GBPUSD=X Martin Ratio Rank: 4040
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. GBPUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/GBP (GBP=X) and GBP/USD (GBPUSD=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=XGBPUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.04

0.99

+0.05

Calmar ratioReturn relative to maximum drawdown

0.24

-0.06

+0.29

Martin ratioReturn relative to average drawdown

0.53

-0.11

+0.65

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

The current GBP=X Sharpe Ratio is 0.23, which is higher than the GBPUSD=X Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of GBP=X and GBPUSD=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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Sharpe Ratios by Period


GBP=XGBPUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

-0.03

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

-0.00

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

-0.01

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.00

+0.22

Drawdowns

GBP=X vs. GBPUSD=X - Drawdown Comparison

The maximum GBP=X drawdown since its inception was -22.85%, which is greater than GBPUSD=X's maximum drawdown of -3.56%. Use the drawdown chart below to compare losses from any high point for GBP=X and GBPUSD=X.


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Drawdown Indicators


GBP=XGBPUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-22.85%

-3.56%

-19.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.98%

-0.54%

-5.44%

Max Drawdown (3Y)

Largest decline over 3 years

-12.79%

-0.81%

-11.98%

Max Drawdown (5Y)

Largest decline over 5 years

-22.85%

-0.81%

-22.04%

Max Drawdown (10Y)

Largest decline over 10 years

-22.85%

-1.88%

-20.97%

Current Drawdown

Current decline from peak

-19.91%

-1.63%

-18.28%

Average Drawdown

Average peak-to-trough decline

-11.18%

-1.14%

-10.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

0.28%

+2.45%

Volatility

GBP=X vs. GBPUSD=X - Volatility Comparison

USD/GBP (GBP=X) has a higher volatility of 1.73% compared to GBP/USD (GBPUSD=X) at 0.20%. This indicates that GBP=X's price experiences larger fluctuations and is considered to be riskier than GBPUSD=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=XGBPUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

0.20%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

5.01%

0.60%

+4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

6.23%

0.97%

+5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.23%

0.84%

+7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.26%

1.36%

+7.90%

Frequently Asked Questions


GBP=X and GBPUSD=X have a correlation of 0.06, 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 GBPUSD=X (0.20%). In terms of maximum drawdown, GBP=X dropped -22.85% vs GBPUSD=X's -3.56%.

GBP=X currently has the higher Sharpe Ratio (0.23 vs -0.03), 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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