Top Currency ETFs by Sharpe Ratio
10 Currency ETFs ranked by Sharpe Ratio across 1, 5, and 10 year periods. Yearly Sharpe ratios in this category range from -1.31 to 1.46.
Top Currency ETFs by Sharpe Ratio
| Symbol | Name | Sharpe Ratio (1Y) | Sharpe Ratio (5Y) | Sharpe Ratio (10Y) | Risk / Return Rank |
|---|---|---|---|---|---|
| Invesco DB US Dollar Index Bullish Fund | 1.46 | 0.83 | 0.46 | 49 | |
| WisdomTree Bloomberg U.S. Dollar Bullish Fund | 1.26 | 0.85 | 0.37 | 40 | |
| WisdomTree Emerging Currency Strategy Fund | 1.04 | 0.47 | 0.36 | 34 | |
| Invesco CurrencyShares Australian Dollar Trust | 0.89 | -0.11 | -0.00 | 28 | |
| Invesco CurrencyShares® Swiss Franc Trust | -0.16 | 0.24 | 0.14 | 7 |
See all 10 ETFs ranked by Sharpe Ratio
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