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Invesco CurrencyShares Australian Dollar Trust (FX...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46090N1037
CUSIP46090N103
IssuerInvesco
Inception DateJun 21, 2006
RegionDeveloped Asia Pacific (Australia)
CategoryCurrency
Index TrackedUSD/AUD Exchange Rate
Asset ClassCurrency

Expense Ratio

FXA has a high expense ratio of 0.40%, indicating higher-than-average management fees.


Expense ratio chart for FXA: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco CurrencyShares Australian Dollar Trust

Popular comparisons: FXA vs. GC=F, FXA vs. SPYD, FXA vs. GOVZ, FXA vs. XLK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco CurrencyShares Australian Dollar Trust, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%December2024FebruaryMarchAprilMay
29.31%
324.19%
FXA (Invesco CurrencyShares Australian Dollar Trust)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco CurrencyShares Australian Dollar Trust had a return of -2.10% year-to-date (YTD) and 3.34% in the last 12 months. Over the past 10 years, Invesco CurrencyShares Australian Dollar Trust had an annualized return of -2.65%, while the S&P 500 had an annualized return of 10.76%, indicating that Invesco CurrencyShares Australian Dollar Trust did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-2.10%11.21%
1 month2.06%4.60%
6 months1.38%16.35%
1 year3.34%27.79%
5 years (annualized)-0.71%13.43%
10 years (annualized)-2.65%10.76%

Monthly Returns

The table below presents the monthly returns of FXA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.53%-0.84%0.36%-0.44%-2.10%
20233.75%-4.69%-0.50%-0.99%-1.55%2.48%0.93%-3.39%-0.69%-1.21%4.28%3.22%1.20%
2022-2.80%2.80%3.02%-5.61%1.49%-3.89%1.23%-2.02%-6.58%0.02%6.19%0.31%-6.46%
2021-0.95%0.72%-1.36%1.39%-0.02%-2.77%-2.12%-0.41%-1.17%4.01%-5.29%1.93%-6.17%
2020-4.59%-2.67%-5.82%6.12%2.26%3.48%3.53%3.17%-3.00%-1.86%4.41%5.04%9.52%
20193.33%-2.28%0.02%-0.62%-1.46%1.20%-2.53%-1.49%0.22%2.13%-1.90%3.74%0.13%
20183.34%-3.57%-0.95%-1.96%0.57%-2.10%0.54%-3.12%0.62%-2.03%3.20%-3.44%-8.84%
20175.18%1.16%-0.23%-1.91%-0.72%3.52%4.17%-0.61%-1.29%-2.24%-1.14%3.16%9.05%
2016-2.81%0.94%7.54%-0.75%-4.83%3.26%2.03%-1.02%1.88%-0.60%-2.92%-2.21%-0.10%
2015-4.44%0.50%-2.38%4.07%-3.31%0.94%-5.08%-2.56%-1.28%1.75%1.48%0.92%-9.40%
2014-1.88%2.11%4.09%0.34%0.30%1.48%-1.26%0.61%-6.08%0.69%-3.18%-3.95%-6.93%
20130.50%-1.86%2.06%-0.21%-7.54%-4.30%-1.52%-0.84%4.97%1.44%-3.56%-1.74%-12.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FXA is 15, indicating that it is in the bottom 15% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FXA is 1515
FXA (Invesco CurrencyShares Australian Dollar Trust)
The Sharpe Ratio Rank of FXA is 1616Sharpe Ratio Rank
The Sortino Ratio Rank of FXA is 1616Sortino Ratio Rank
The Omega Ratio Rank of FXA is 1515Omega Ratio Rank
The Calmar Ratio Rank of FXA is 1313Calmar Ratio Rank
The Martin Ratio Rank of FXA is 1515Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco CurrencyShares Australian Dollar Trust (FXA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FXA
Sharpe ratio
The chart of Sharpe ratio for FXA, currently valued at 0.29, compared to the broader market0.002.004.006.000.29
Sortino ratio
The chart of Sortino ratio for FXA, currently valued at 0.48, compared to the broader market0.005.0010.000.48
Omega ratio
The chart of Omega ratio for FXA, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.06
Calmar ratio
The chart of Calmar ratio for FXA, currently valued at 0.08, compared to the broader market0.005.0010.0015.000.08
Martin ratio
The chart of Martin ratio for FXA, currently valued at 0.60, compared to the broader market0.0020.0040.0060.0080.00100.000.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market0.005.0010.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market0.0020.0040.0060.0080.00100.009.59

Sharpe Ratio

The current Invesco CurrencyShares Australian Dollar Trust Sharpe ratio is 0.29. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco CurrencyShares Australian Dollar Trust with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.29
2.52
FXA (Invesco CurrencyShares Australian Dollar Trust)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco CurrencyShares Australian Dollar Trust granted a 1.34% dividend yield in the last twelve months. The annual payout for that period amounted to $0.88 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.88$0.66$0.03$0.00$0.02$0.37$0.74$0.65$0.73$1.11$1.65$1.91

Dividend yield

1.34%0.98%0.05%0.00%0.03%0.53%1.04%0.83%1.01%1.52%2.01%2.14%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco CurrencyShares Australian Dollar Trust. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.09$0.09$0.08$0.08$0.08$0.42
2023$0.03$0.04$0.03$0.05$0.05$0.05$0.06$0.07$0.07$0.07$0.07$0.07$0.66
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02$0.03
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.01$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2019$0.06$0.06$0.05$0.05$0.05$0.04$0.03$0.02$0.01$0.00$0.00$0.00$0.37
2018$0.04$0.07$0.05$0.06$0.07$0.06$0.08$0.08$0.06$0.07$0.06$0.05$0.74
2017$0.06$0.06$0.05$0.05$0.05$0.06$0.06$0.06$0.05$0.05$0.05$0.04$0.65
2016$0.08$0.08$0.06$0.08$0.07$0.06$0.06$0.07$0.04$0.04$0.04$0.05$0.73
2015$0.14$0.13$0.09$0.10$0.10$0.09$0.08$0.09$0.07$0.07$0.08$0.08$1.11
2014$0.13$0.13$0.12$0.14$0.14$0.14$0.15$0.15$0.14$0.14$0.13$0.13$1.65
2013$0.20$0.20$0.17$0.19$0.18$0.16$0.15$0.15$0.13$0.13$0.13$0.12$1.91

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-31.49%
-0.31%
FXA (Invesco CurrencyShares Australian Dollar Trust)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco CurrencyShares Australian Dollar Trust. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco CurrencyShares Australian Dollar Trust was 40.97%, occurring on Mar 19, 2020. The portfolio has not yet recovered.

The current Invesco CurrencyShares Australian Dollar Trust drawdown is 31.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.97%Apr 12, 20131747Mar 19, 2020
-37.27%Jul 16, 200873Oct 27, 2008266Nov 16, 2009339
-12.87%Apr 15, 201037Jun 7, 201066Sep 9, 2010103
-12.72%Jul 28, 201148Oct 4, 201186Feb 7, 2012134
-10.37%Jul 26, 200716Aug 16, 200728Sep 26, 200744

Volatility

Volatility Chart

The current Invesco CurrencyShares Australian Dollar Trust volatility is 2.60%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
2.60%
3.10%
FXA (Invesco CurrencyShares Australian Dollar Trust)
Benchmark (^GSPC)