GLU vs. FXF
GLU (The Gabelli Global Utility & Income Trust) is a stock, while FXF (Invesco CurrencyShares® Swiss Franc Trust) is Currency fund tracking the Swiss Franc. Over the past 10 years, GLU returned 7.63%/yr vs 0.93%/yr for FXF. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
GLU vs. FXF - Performance Comparison
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Returns By Period
In the year-to-date period, GLU achieves a 2.78% return, which is significantly higher than FXF's -2.29% return. Over the past 10 years, GLU has outperformed FXF with an annualized return of 7.63%, while FXF has yielded a comparatively lower 0.93% annualized return.
GLU
- 1D
- 0.11%
- 1M
- -0.74%
- 6M
- -2.05%
- YTD
- 2.78%
- 1Y
- 17.05%
- 3Y*
- 17.90%
- 5Y*
- 4.85%
- 10Y*
- 7.63%
- ALL TIME*
- 6.75%
FXF
- 1D
- -0.42%
- 1M
- -0.60%
- 6M
- -4.69%
- YTD
- -2.29%
- 1Y
- -0.92%
- 3Y*
- 2.38%
- 5Y*
- 1.77%
- 10Y*
- 0.93%
- ALL TIME*
- 1.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.96M | $3.14M | $5.24M | |
| $117.02K | $121.14K | $152.38K |
GLU vs. FXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLU The Gabelli Global Utility & Income Trust | 2.78% | 37.93% | 23.55% | 2.07% | -28.13% | 21.19% | 4.90% | 25.26% | -19.49% | 34.92% |
FXF Invesco CurrencyShares® Swiss Franc Trust | -2.29% | 14.04% | -7.46% | 9.63% | -2.29% | -4.08% | 8.18% | 0.32% | -2.01% | 3.31% |
Correlation
The correlation between GLU and FXF is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2006 | 0.06 |
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Return for Risk
GLU vs. FXF — Risk / Return Rank
GLU
FXF
GLU vs. FXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Gabelli Global Utility & Income Trust (GLU) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GLU | FXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.01 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | -0.00 | +1.24 |
| Martin ratioReturn relative to average drawdown | 2.97 | -0.01 | +2.97 |
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Drawdowns
GLU vs. FXF - Drawdown Comparison
The maximum GLU drawdown since its inception was -50.52%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for GLU and FXF.
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Drawdown Indicators
| GLU | FXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.52% | -35.58% | -14.94% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | -7.27% | -6.46% |
Max Drawdown (3Y)Largest decline over 3 years | -18.15% | -8.52% | -9.63% |
Max Drawdown (5Y)Largest decline over 5 years | -37.40% | -11.76% | -25.64% |
Max Drawdown (10Y)Largest decline over 10 years | -46.57% | -15.04% | -31.53% |
Current DrawdownCurrent decline from peak | -9.38% | -20.24% | +10.86% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -20.83% | +11.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.73% | 3.09% | +2.64% |
Volatility
GLU vs. FXF - Volatility Comparison
The Gabelli Global Utility & Income Trust (GLU) has a higher volatility of 2.70% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 2.25%. This indicates that GLU's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLU | FXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 2.25% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 5.10% | +7.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 7.38% | +7.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.07% | 8.33% | +10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.76% | 7.57% | +14.19% |
Dividends
GLU vs. FXF - Dividend Comparison
GLU's dividend yield for the trailing twelve months is around 6.67%, while FXF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXF Invesco CurrencyShares® Swiss Franc Trust | 0.00% | 0.00% | 0.03% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GLU The Gabelli Global Utility & Income Trust | 6.67% | 6.23% | 8.00% | 9.10% | 8.52% | 5.70% | 6.51% | 6.36% | 7.45% | 5.63% | 7.14% | 7.22% |
Frequently Asked Questions
GLU and FXF have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLU has higher volatility (2.70%) compared to FXF (2.25%). In terms of maximum drawdown, GLU dropped -50.52% vs FXF's -35.58%.
GLU currently has the higher Sharpe Ratio (1.16 vs -0.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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