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 7.74%/yr vs 1.04%/yr for FXF. At a 0.06 correlation, their price movements are largely independent.
Performance
GLU vs. FXF - Performance Comparison
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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%
GLU vs. FXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
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 | +1.58 | ||
| 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 |
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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% | -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 DrawdownCurrent decline from peak | -7.90% | -20.86% | +12.96% |
Average DrawdownAverage peak-to-trough decline | -9.75% | -20.83% | +11.08% |
Ulcer IndexDepth 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
| GLU | FXF | Difference | |
|---|---|---|---|
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.
| 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 | 6.47% | 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.
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