GLU vs. FXF
Compare and contrast key facts about The Gabelli Global Utility & Income Trust (GLU) and Invesco CurrencyShares® Swiss Franc Trust (FXF).
FXF is a passively managed fund by Invesco that tracks the performance of the Swiss Franc. It was launched on Jun 26, 2006.
Performance
GLU vs. FXF - Performance Comparison
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GLU vs. FXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLU The Gabelli Global Utility & Income Trust | 1.04% | 37.93% | 23.55% | 2.07% | -28.13% | 21.19% | 4.90% | 25.26% | -19.49% | 34.92% |
FXF Invesco CurrencyShares® Swiss Franc Trust | -1.07% | 14.04% | -7.46% | 9.63% | -2.29% | -4.08% | 8.18% | 0.32% | -2.01% | 3.31% |
Returns By Period
In the year-to-date period, GLU achieves a 1.04% return, which is significantly higher than FXF's -1.07% return. Over the past 10 years, GLU has outperformed FXF with an annualized return of 7.97%, while FXF has yielded a comparatively lower 0.96% annualized return.
GLU
- 1D
- 0.82%
- 1M
- -9.91%
- YTD
- 1.04%
- 6M
- 9.32%
- 1Y
- 26.15%
- 3Y*
- 18.22%
- 5Y*
- 7.27%
- 10Y*
- 7.97%
FXF
- 1D
- 0.02%
- 1M
- -3.89%
- YTD
- -1.07%
- 6M
- -0.74%
- 1Y
- 9.99%
- 3Y*
- 4.29%
- 5Y*
- 2.75%
- 10Y*
- 0.96%
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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.
| GLU | FXF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.02 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.99 | 1.73 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.20 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 2.00 | -0.01 |
Martin ratioReturn relative to average drawdown | 9.12 | 5.00 | +4.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLU | FXF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.02 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.33 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.13 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.17 | +0.15 |
Correlation
The correlation between GLU and FXF is 0.06, 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.
Dividends
GLU vs. FXF - Dividend Comparison
GLU's dividend yield for the trailing twelve months is around 6.42%, while FXF has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLU The Gabelli Global Utility & Income Trust | 6.42% | 6.23% | 8.00% | 9.10% | 8.52% | 5.70% | 6.51% | 6.36% | 7.45% | 5.63% | 7.14% | 7.22% |
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% |
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% | -4.82% | -8.91% |
Max Drawdown (5Y)Largest decline over 5 years | -38.34% | -13.03% | -25.31% |
Max Drawdown (10Y)Largest decline over 10 years | -46.57% | -15.04% | -31.53% |
Current DrawdownCurrent decline from peak | -10.91% | -19.24% | +8.33% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -20.87% | +11.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 1.93% | +1.05% |
Volatility
GLU vs. FXF - Volatility Comparison
The Gabelli Global Utility & Income Trust (GLU) has a higher volatility of 8.10% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.98%. 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 | 8.10% | 1.98% | +6.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 5.42% | +6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 9.80% | +7.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 8.31% | +11.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 7.59% | +14.15% |