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GBPUSD=X vs. IVV
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GBPUSD=X and IVV is 0.15, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

GBPUSD=X vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GBP/USD (GBPUSD=X) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
-10.62%
520.30%
GBPUSD=X
IVV

Key characteristics

Sharpe Ratio

GBPUSD=X:

0.61

IVV:

0.53

Sortino Ratio

GBPUSD=X:

0.92

IVV:

0.87

Omega Ratio

GBPUSD=X:

1.11

IVV:

1.13

Calmar Ratio

GBPUSD=X:

0.10

IVV:

0.55

Martin Ratio

GBPUSD=X:

1.02

IVV:

2.27

Ulcer Index

GBPUSD=X:

4.34%

IVV:

4.56%

Daily Std Dev

GBPUSD=X:

7.08%

IVV:

19.37%

Max Drawdown

GBPUSD=X:

-49.30%

IVV:

-55.25%

Current Drawdown

GBPUSD=X:

-36.92%

IVV:

-9.90%

Returns By Period

In the year-to-date period, GBPUSD=X achieves a 6.24% return, which is significantly higher than IVV's -5.74% return. Over the past 10 years, GBPUSD=X has underperformed IVV with an annualized return of -1.37%, while IVV has yielded a comparatively higher 12.22% annualized return.


GBPUSD=X

YTD

6.24%

1M

2.73%

6M

2.57%

1Y

6.44%

5Y*

1.30%

10Y*

-1.37%

IVV

YTD

-5.74%

1M

-0.88%

6M

-4.30%

1Y

9.78%

5Y*

15.84%

10Y*

12.22%

*Annualized

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Risk-Adjusted Performance

GBPUSD=X vs. IVV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GBPUSD=X
The Risk-Adjusted Performance Rank of GBPUSD=X is 6767
Overall Rank
The Sharpe Ratio Rank of GBPUSD=X is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GBPUSD=X is 6969
Sortino Ratio Rank
The Omega Ratio Rank of GBPUSD=X is 6565
Omega Ratio Rank
The Calmar Ratio Rank of GBPUSD=X is 6767
Calmar Ratio Rank
The Martin Ratio Rank of GBPUSD=X is 6363
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 6363
Overall Rank
The Sharpe Ratio Rank of IVV is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 6262
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6767
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6565
Martin Ratio Rank
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.

GBPUSD=X vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GBP/USD (GBPUSD=X) and iShares Core S&P 500 ETF (IVV). 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 chart of Sharpe ratio for GBPUSD=X, currently valued at 0.61, compared to the broader market-1.000.001.002.00
GBPUSD=X: 0.61
IVV: 0.35
The chart of Sortino ratio for GBPUSD=X, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.00
GBPUSD=X: 0.92
IVV: 0.63
The chart of Omega ratio for GBPUSD=X, currently valued at 1.11, compared to the broader market1.001.502.002.50
GBPUSD=X: 1.11
IVV: 1.10
The chart of Calmar ratio for GBPUSD=X, currently valued at 0.10, compared to the broader market0.001.002.003.004.00
GBPUSD=X: 0.10
IVV: 0.36
The chart of Martin ratio for GBPUSD=X, currently valued at 1.02, compared to the broader market0.005.0010.0015.0020.0025.00
GBPUSD=X: 1.02
IVV: 1.32

The current GBPUSD=X Sharpe Ratio is 0.61, which is comparable to the IVV Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of GBPUSD=X and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.61
0.35
GBPUSD=X
IVV

Drawdowns

GBPUSD=X vs. IVV - Drawdown Comparison

The maximum GBPUSD=X drawdown since its inception was -49.30%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and IVV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-36.92%
-9.90%
GBPUSD=X
IVV

Volatility

GBPUSD=X vs. IVV - Volatility Comparison

The current volatility for GBP/USD (GBPUSD=X) is 2.93%, while iShares Core S&P 500 ETF (IVV) has a volatility of 13.14%. This indicates that GBPUSD=X experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
2.93%
13.14%
GBPUSD=X
IVV