TWDUSD=X vs. TWD=X

In the year-to-date period, TWDUSD=X achieves a 9.51% return, which is significantly higher than TWD=X's -8.85% return. Over the past 10 years, TWDUSD=X has outperformed TWD=X with an annualized return of 0.27%, while TWD=X has yielded a comparatively lower -0.30% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for TWD/USD (TWDUSD=X) and USD/TWD (TWD=X). 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 TWDUSD=X Sharpe Ratio is 0.81, which is higher than the TWD=X Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of TWDUSD=X and TWD=X, 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 TWDUSD=X drawdown since its inception was -17.36%, smaller than the maximum TWD=X drawdown of -21.85%. Use the drawdown chart below to compare losses from any high point for TWDUSD=X and TWD=X.

The current volatility for TWD/USD (TWDUSD=X) is 1.72%, while USD/TWD (TWD=X) has a volatility of 3.39%. This indicates that TWDUSD=X experiences smaller price fluctuations and is considered to be less risky than TWD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.