TWDUSD=X vs. TWD=X

Last updated Apr 2, 2026

Compare and contrast key facts about TWD/USD (TWDUSD=X) and USD/TWD (TWD=X).

Performance

TWDUSD=X vs. TWD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TWD/USD (TWDUSD=X) and USD/TWD (TWD=X). The values are adjusted to include any dividend payments, if applicable.

TWDUSD=X vs. TWD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TWDUSD=X TWD/USD	-1.76%	4.63%	-6.51%	-0.14%	-9.57%	1.47%	6.35%	2.23%	-2.82%	9.32%
TWD=X USD/TWD	0.20%	-0.18%	1.21%	-1.06%	0.21%	0.31%	-0.32%	0.12%	0.44%	-0.32%

Different Trading Currencies

TWDUSD=X is traded in USD, while TWD=X is traded in TWD. To make them comparable, the TWD=X values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TWDUSD=X achieves a -1.76% return, which is significantly lower than TWD=X's 0.20% return. Over the past 10 years, TWDUSD=X has outperformed TWD=X with an annualized return of 0.11%, while TWD=X has yielded a comparatively lower 0.04% annualized return.

TWDUSD=X

• 1D: -0.05%
• 1M: -1.38%
• YTD: -1.76%
• 6M: -4.65%
• 1Y: 4.11%
• 3Y*: -1.44%
• 5Y*: -2.22%
• 10Y*: 0.11%

TWD=X

• 1D: 0.00%
• 1M: 0.16%
• YTD: 0.20%
• 6M: 0.21%
• 1Y: 0.68%
• 3Y*: 0.17%
• 5Y*: 0.08%
• 10Y*: 0.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TWDUSD=X vs. TWD=X — Risk / Return Rank

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

TWDUSD=X

TWDUSD=X Risk / Return Rank: 42
TWDUSD=X Sharpe Ratio Rank: 57
TWDUSD=X Sortino Ratio Rank: 62
TWDUSD=X Omega Ratio Rank: 63
TWDUSD=X Calmar Ratio Rank: 13
TWDUSD=X Martin Ratio Rank: 18

TWD=X

TWD=X Risk / Return Rank: 62
TWD=X Sharpe Ratio Rank: 43
TWD=X Sortino Ratio Rank: 44
TWD=X Omega Ratio Rank: 40
TWD=X Calmar Ratio Rank: 92
TWD=X Martin Ratio Rank: 93

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.

TWDUSD=X vs. TWD=X - Risk-Adjusted Trends Comparison

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.

	TWDUSD=X	TWD=X	Difference
Sharpe ratio Return per unit of total volatility	0.37	0.05	+0.32
Sortino ratio Return per unit of downside risk	0.77	0.10	+0.66
Omega ratio Gain probability vs. loss probability	1.10	1.02	+0.08
Calmar ratio Return relative to maximum drawdown	-0.64	0.24	-0.88
Martin ratio Return relative to average drawdown	-0.98	0.43	-1.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TWDUSD=X vs. TWD=X - Sharpe Ratio Comparison

The current TWDUSD=X Sharpe Ratio is 0.37, which is higher than the TWD=X Sharpe Ratio of 0.05. 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.

Sharpe Ratios by Period

	TWDUSD=X	TWD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.37	0.05	+0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.33	0.02	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.02	0.01	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.00	+0.03

Correlation

The correlation between TWDUSD=X and TWD=X is 0.21, 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.

Drawdowns

TWDUSD=X vs. TWD=X - Drawdown Comparison

The maximum TWDUSD=X drawdown since its inception was -17.28%, which is greater than TWD=X's maximum drawdown of -5.98%. Use the drawdown chart below to compare losses from any high point for TWDUSD=X and TWD=X.

Drawdown Indicators

	TWDUSD=X	TWD=X	Difference
Max Drawdown Largest peak-to-trough decline	-17.28%	-22.11%	+4.83%
Max Drawdown (1Y) Largest decline over 1 year	-9.90%	-14.74%	+4.84%
Max Drawdown (5Y) Largest decline over 5 years	-17.28%	-14.80%	-2.48%
Max Drawdown (10Y) Largest decline over 10 years	-17.28%	-16.34%	-0.94%
Current Drawdown Current decline from peak	-13.83%	-9.23%	-4.60%
Average Drawdown Average peak-to-trough decline	-6.70%	-12.33%	+5.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.47%	0.83%	+5.64%

Volatility

TWDUSD=X vs. TWD=X - Volatility Comparison

TWD/USD (TWDUSD=X) has a higher volatility of 1.69% compared to USD/TWD (TWD=X) at 0.63%. This indicates that TWDUSD=X's price experiences larger fluctuations and is considered to be riskier than TWD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TWDUSD=X	TWD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.69%	0.63%	+1.06%
Volatility (6M) Calculated over the trailing 6-month period	4.26%	1.78%	+2.48%
Volatility (1Y) Calculated over the trailing 1-year period	8.95%	4.94%	+4.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.29%	3.61%	+2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.59%	3.51%	+2.08%