GBPUSD=X vs. AUDUSD=X
Compare and contrast key facts about GBP/USD (GBPUSD=X) and AUD/USD (AUDUSD=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBPUSD=X or AUDUSD=X.
Correlation
The correlation between GBPUSD=X and AUDUSD=X is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GBPUSD=X vs. AUDUSD=X - Performance Comparison
Key characteristics
GBPUSD=X:
0.61
AUDUSD=X:
-0.55
GBPUSD=X:
0.92
AUDUSD=X:
-0.69
GBPUSD=X:
1.11
AUDUSD=X:
0.91
GBPUSD=X:
0.10
AUDUSD=X:
-0.09
GBPUSD=X:
1.02
AUDUSD=X:
-0.76
GBPUSD=X:
4.34%
AUDUSD=X:
6.93%
GBPUSD=X:
7.08%
AUDUSD=X:
9.24%
GBPUSD=X:
-49.30%
AUDUSD=X:
-67.80%
GBPUSD=X:
-36.92%
AUDUSD=X:
-57.14%
Returns By Period
In the year-to-date period, GBPUSD=X achieves a 6.24% return, which is significantly higher than AUDUSD=X's 3.10% return. Over the past 10 years, GBPUSD=X has outperformed AUDUSD=X with an annualized return of -1.37%, while AUDUSD=X has yielded a comparatively lower -2.00% annualized return.
GBPUSD=X
6.24%
2.73%
2.57%
6.44%
1.30%
-1.37%
AUDUSD=X
3.10%
1.46%
-3.39%
-2.36%
-0.32%
-2.00%
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Risk-Adjusted Performance
GBPUSD=X vs. AUDUSD=X — Risk-Adjusted Performance Rank
GBPUSD=X
AUDUSD=X
GBPUSD=X vs. AUDUSD=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GBP/USD (GBPUSD=X) and AUD/USD (AUDUSD=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.
Drawdowns
GBPUSD=X vs. AUDUSD=X - Drawdown Comparison
The maximum GBPUSD=X drawdown since its inception was -49.30%, smaller than the maximum AUDUSD=X drawdown of -67.80%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and AUDUSD=X. For additional features, visit the drawdowns tool.
Volatility
GBPUSD=X vs. AUDUSD=X - Volatility Comparison
The current volatility for GBP/USD (GBPUSD=X) is 2.93%, while AUD/USD (AUDUSD=X) has a volatility of 6.27%. This indicates that GBPUSD=X experiences smaller price fluctuations and is considered to be less risky than AUDUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.