UK Pound Sterling/US Dollar FX Spot Rate

10-Year Study

GBPUSD.FOREX · · NA · Currency

Executive Summary: UK Pound Sterling/US Dollar FX Spot Rate has compounded at -0.8% annually over the last 10 years, with a maximum drawdown of 23.7% and an annualized volatility of 9.7%.

1Y CAGR
+0.6%
3Y CAGR
+2.9%
5Y CAGR
-1.0%
10Y CAGR
-0.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
8.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +9.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.6-1.5-1.82.1————————0.4%
2025-1.01.52.73.11.02.1-3.82.2-0.4-2.20.71.87.7%
2024-0.4-0.40.1-1.22.0-0.71.62.11.9-3.6-1.2-1.8-1.7%
20231.8-2.22.51.9-0.92.01.0-1.2-3.7-0.44.00.85.3%
2022-0.6-0.2-2.1-4.30.3-3.60.1-4.7-3.72.75.30.2-10.6%
20210.21.9-1.21.51.6-2.40.9-1.5-2.41.8-2.51.6-0.7%
2020-0.2-1.5-4.00.8-1.0-0.36.61.8-3.70.53.12.24.0%
20193.31.5-2.2-0.7-2.50.7-4.20.20.95.00.11.53.3%
20185.3-1.80.9-1.8-3.5-1.60.5-0.90.2-2.50.6-0.7-5.6%
20171.7-0.50.33.6-1.01.61.0-1.73.9-1.61.50.29.4%
2016———1.60.2-8.0-1.9-0.9-1.0-5.82.3-1.6-14.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 9.7%. The dominant macroeconomic risk driver is UUP.US, accounting for 50.8% of variance. Idiosyncratic stock-specific factors contribute 7.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110164.881035202448
2016-05-0110181.577848893838
2016-06-019368.303882009184
2016-07-019194.378739390568
2016-08-019107.416168081258
2016-09-019018.366495060525
2016-10-018498.678168916098
2016-11-018690.691526367053
2016-12-018548.768609990258
2017-01-018696.257130930848
2017-02-018653.819396131905
2017-03-018681.647418950883
2017-04-018996.799777375816
2017-05-018911.228607207458
2017-06-019051.7601224433
2017-07-019144.983998886879
2017-08-018989.147071100599
2017-09-019343.258661472102
2017-10-019192.291637679142
2017-11-019334.214554055934
2017-12-019350.911367747321
2018-01-019848.337275636566
2018-02-019674.41213301795
2018-03-019759.983303186309
2018-04-019580.492556003896
2018-05-019241.68637818283
2018-06-019096.284958953667
2018-07-019138.026993182133
2018-08-019051.7601224433
2018-09-019071.239738416585
2018-10-018841.658550160011
2018-11-018894.531793516071
2018-12-018831.223041602894
2019-01-019125.504382913594
2019-02-019265.340197578962
2019-03-019060.108529288993
2019-04-018996.799777375816
2019-05-018772.784193683037
2019-06-018831.91874217337
2019-07-018461.110338110477
2019-08-018478.502852372338
2019-09-018552.247112842633
2019-10-018975.928760261584
2019-11-018983.581466536802
2019-12-019122.721580631694
2020-01-019106.024766940309
2020-02-018966.884652845414
2020-03-018607.207457910115
2020-04-018676.777514957563
2020-05-018590.510644218728
2020-06-018564.769723111172
2020-07-019126.20008348407
2020-08-019292.472519827466
2020-09-018951.579240294977
2020-10-018996.799777375816
2020-11-019275.080005565605
2020-12-019483.09447613747
2021-01-019502.574092110755
2021-02-019684.847641575065
2021-03-019563.795742312508
2021-04-019707.11005983025
2021-05-019865.034089327954
2021-06-019630.582997078058
2021-07-019714.762766105468
2021-08-019573.535550299152
2021-09-019340.475859190205
2021-10-019503.965493251704
2021-11-019263.253095867538
2021-12-019412.82871851955
2022-01-019353.69417002922
2022-02-019337.693056908307
2022-03-019145.679699457352
2022-04-018749.130374286908
2022-05-018772.784193683037
2022-06-018460.414637540003
2022-07-018465.284541533325
2022-08-018068.039515792402
2022-09-017766.105468206484
2022-10-017978.294142201196
2022-11-018400.5843884792
2022-12-018413.802699318214
2023-01-018563.378321970224
2023-02-018371.36496451927
2023-03-018577.292333379713
2023-04-018736.607764018367
2023-05-018658.689300125225
2023-06-018834.701544455267
2023-07-018927.22972032837
2023-08-018815.917629052457
2023-09-018490.329762070405
2023-10-018452.761931264784
2023-11-018787.393905663
2023-12-018856.96396271045
2024-01-018821.483233616253
2024-02-018784.611103381105
2024-03-018792.263809656324
2024-04-018688.604424655627
2024-05-018864.61666898567
2024-06-018799.916515931543
2024-07-018941.839432308336
2024-08-019131.765688047864
2024-09-019306.386531236954
2024-10-018972.450257409211
2024-11-018861.138166133296
2024-12-018705.996938917491
2025-01-018619.730068178656
2025-02-018749.826074857381
2025-03-018988.451370530123
2025-04-019267.427299290386
2025-05-019358.56407402254
2025-06-019552.664533184918
2025-07-019188.81313482677
2025-08-019394.04480311674
2025-09-019352.30276888827
2025-10-019149.158202309725
2025-11-019210.37985251148
2025-12-019375.260887713928
2026-01-019526.923612077362
2026-02-019383.609294559621
2026-03-019213.162654793377
2026-04-019410.045916237652
Annual Return Matrix
YearAnnual Return
20170.09383138020833348
2018-0.055576222007291065
20190.033007720182763434
20200.03950278349729275
2021-0.007409581101900042
2022-0.1061345158906134
20230.05267074582437559
2024-0.01704500824758448
20250.07687390123062166
20260.0037102997922233705
Total Factor Risk
0.0965103920702821
VTI.US Exposure
-0.03606681306625712
VEA.US Exposure
-0.02171029651354509
VWO.US Exposure
0.009604889041145903
QQQ.US Exposure
0.08543753100291247
VTV.US Exposure
0.09640497651659252
IJR.US Exposure
-0.01619541236594724
QUAL.US Exposure
-0.0646367533616636
SHV.US Exposure
0.266139435618646
TLT.US Exposure
-0.02893236569173873
LQD.US Exposure
0.010281713107091795
HYG.US Exposure
0.05761383667884173
GLD.US Exposure
-0.01432492896852135
USO.US Exposure
0.013154241313513306
VNQ.US Exposure
0.01264741408594305
BTC-USD.CC Exposure
-0.0013055543183779171
CPER.US Exposure
0.018609525265348724
VIX.INDX Exposure
-0.0016388513215463076
UUP.US Exposure
0.5077022059378364
TIP.US Exposure
0.030206227657855644
Idiosyncratic Exposure
0.0770089793818697
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
9.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is UK Pound Sterling/US Dollar FX Spot Rate a high-risk investment?

UK Pound Sterling/US Dollar FX Spot Rate (GBPUSD.FOREX) has an annualized volatility of 9.7% and experienced a maximum drawdown of 23.7% over the last 10 years. Its primary macro risk driver is UUP.US.

What is the 10-year return of GBPUSD.FOREX?

Over the past 10 years, GBPUSD.FOREX has generated a Compound Annual Growth Rate (CAGR) of -0.8%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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