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GBP=X vs. USD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

GBP=X vs. USD=X

Last updated May 12, 2025

Compare and contrast key facts about USD/GBP (GBP=X) and USD Cash (USD=X).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBP=X or USD=X.

Correlation

The correlation between GBP=X and USD=X is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

GBP=X vs. USD=X - Performance Comparison

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

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Key characteristics

Ulcer Index

GBP=X:

3.88%

USD=X:

0.00%

Daily Std Dev

GBP=X:

7.35%

USD=X:

0.00%

Max Drawdown

GBP=X:

-34.89%

USD=X:

0.00%

Current Drawdown

GBP=X:

-19.28%

USD=X:

0.00%

Returns By Period

GBP=X

YTD

-5.57%

1M

-2.23%

6M

-2.31%

1Y

-5.75%

5Y*

-1.43%

10Y*

1.65%

USD=X

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

0.00%

*Annualized

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Risk-Adjusted Performance

GBP=X vs. USD=X — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GBP=X
The Risk-Adjusted Performance Rank of GBP=X is 1414
Overall Rank
The Sharpe Ratio Rank of GBP=X is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of GBP=X is 1212
Sortino Ratio Rank
The Omega Ratio Rank of GBP=X is 2020
Omega Ratio Rank
The Calmar Ratio Rank of GBP=X is 1616
Calmar Ratio Rank
The Martin Ratio Rank of GBP=X is 1515
Martin Ratio Rank
USD=X
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GBP=X vs. USD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/GBP (GBP=X) and USD Cash (USD=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.

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Drawdowns

GBP=X vs. USD=X - Drawdown Comparison

The maximum GBP=X drawdown since its inception was -34.89%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GBP=X and USD=X. For additional features, visit the drawdowns tool.

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Volatility

GBP=X vs. USD=X - Volatility Comparison

USD/GBP (GBP=X) has a higher volatility of 2.32% compared to USD Cash (USD=X) at 0.00%. This indicates that GBP=X's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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