GBPUSD=X vs. ^GSPC

In the year-to-date period, GBPUSD=X achieves a 8.02% return, which is significantly higher than ^GSPC's 0.68% return. Over the past 10 years, GBPUSD=X has underperformed ^GSPC with an annualized return of -1.23%, while ^GSPC has yielded a comparatively higher 10.88% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for GBP/USD (GBPUSD=X) and S&P 500 (^GSPC). 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 0.77, which is higher than the ^GSPC Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of GBPUSD=X and ^GSPC, 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 ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and ^GSPC.

The current volatility for GBP/USD (GBPUSD=X) is 2.02%, while S&P 500 (^GSPC) has a volatility of 4.69%. This indicates that GBPUSD=X experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.