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GLU vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLU vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Global Utility & Income Trust (GLU) and Invesco CurrencyShares® Swiss Franc Trust (FXF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLU achieves a 4.46% return, which is significantly higher than FXF's -3.06% return. Over the past 10 years, GLU has outperformed FXF with an annualized return of 7.74%, while FXF has yielded a comparatively lower 1.04% annualized return.


GLU

1D
0.62%
1M
2.42%
6M
1.94%
YTD
4.46%
1Y
17.75%
3Y*
20.03%
5Y*
5.02%
10Y*
7.74%

FXF

1D
-0.73%
1M
-2.28%
6M
-2.40%
YTD
-3.06%
1Y
-2.75%
3Y*
1.59%
5Y*
1.79%
10Y*
1.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLU vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLU
The Gabelli Global Utility & Income Trust
4.46%37.93%23.55%2.07%-28.13%21.19%4.90%25.26%-19.49%34.92%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-3.06%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 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

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

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

GLU
GLU Risk / Return Rank: 7575
Overall Rank
GLU Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GLU Sortino Ratio Rank: 7474
Sortino Ratio Rank
GLU Omega Ratio Rank: 7777
Omega Ratio Rank
GLU Calmar Ratio Rank: 7171
Calmar Ratio Rank
GLU Martin Ratio Rank: 7373
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 55
Overall Rank
FXF Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 55
Sortino Ratio Rank
FXF Omega Ratio Rank: 55
Omega Ratio Rank
FXF Calmar Ratio Rank: 66
Calmar Ratio Rank
FXF Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


GLUFXFDifference
Sharpe ratioReturn per unit of total volatility

+1.58

Sortino ratioReturn per unit of downside risk

+2.21

Omega ratioGain probability vs. loss probability

1.24

0.95

+0.29

Calmar ratioReturn relative to maximum drawdown

1.30

-0.41

+1.71

Martin ratioReturn relative to average drawdown

3.29

-1.00

+4.29

GLU vs. FXF - Sharpe Ratio Comparison

The current GLU Sharpe Ratio is 1.21, which is higher than the FXF Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of GLU and FXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


GLUFXFDifference

Max Drawdown

Largest peak-to-trough decline

-50.52%

-35.58%

-14.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-6.72%

-7.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.70%

-8.52%

-10.18%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-11.99%

-25.61%

Max Drawdown (10Y)

Largest decline over 10 years

-46.57%

-15.04%

-31.53%

Current Drawdown

Current decline from peak

-7.90%

-20.86%

+12.96%

Average Drawdown

Average peak-to-trough decline

-9.75%

-20.83%

+11.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

2.75%

+2.66%

Volatility

GLU vs. FXF - Volatility Comparison

The Gabelli Global Utility & Income Trust (GLU) has a higher volatility of 4.75% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.88%. 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


GLUFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

1.88%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.47%

5.71%

+6.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.78%

7.40%

+7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

8.31%

+10.86%

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 6.47%, while FXF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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
6.47%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 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLU has higher volatility (4.75%) compared to FXF (1.88%). In terms of maximum drawdown, GLU dropped -50.52% vs FXF's -35.58%.

GLU currently has the higher Sharpe Ratio (1.21 vs -0.37), 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.

Portfolio Optimizer

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