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 -1.33 to 1.38.
Top Currency ETFs by Sharpe Ratio
| Symbol | Name | Sharpe Ratio (1Y) | Sharpe Ratio (5Y) | Sharpe Ratio (10Y) | Risk / Return Rank |
|---|---|---|---|---|---|
| Invesco CurrencyShares Australian Dollar Trust | 1.38 | -0.08 | 0.03 | 43 | |
| WisdomTree Emerging Currency Strategy Fund | 1.34 | 0.45 | 0.35 | 41 | |
| Invesco DB US Dollar Index Bullish Fund | 1.01 | 0.84 | 0.47 | 30 | |
| WisdomTree Bloomberg U.S. Dollar Bullish Fund | 0.80 | 0.83 | 0.36 | 24 | |
| Invesco CurrencyShares® Swiss Franc Trust | 0.42 | 0.25 | 0.16 | 16 |
See all 10 ETFs ranked by Sharpe Ratio
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