GBPUSD=X vs. IVV

In the year-to-date period, GBPUSD=X achieves a 7.91% return, which is significantly higher than IVV's 1.01% return. Over the past 10 years, GBPUSD=X has underperformed IVV with an annualized return of -1.27%, while IVV has yielded a comparatively higher 12.79% annualized return.

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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 current GBPUSD=X Sharpe Ratio is 0.79, which is comparable to the IVV Sharpe Ratio of 0.70. 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.

The maximum GBPUSD=X drawdown since its inception was -60.21%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and IVV.

The current volatility for GBP/USD (GBPUSD=X) is 1.99%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.81%. 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.