GBPUSD=X vs. SPY

In the year-to-date period, GBPUSD=X achieves a 7.91% return, which is significantly higher than SPY's 0.98% return. Over the past 10 years, GBPUSD=X has underperformed SPY with an annualized return of -1.27%, while SPY has yielded a comparatively higher 12.73% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for GBP/USD (GBPUSD=X) and SPDR S&P 500 ETF (SPY). 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.

The current GBPUSD=X Sharpe Ratio is 0.79, which is comparable to the SPY Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of GBPUSD=X and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum GBPUSD=X drawdown since its inception was -60.21%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and SPY.

The current volatility for GBP/USD (GBPUSD=X) is 1.99%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.85%. This indicates that GBPUSD=X experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.