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ISIN
US46138M1099
CUSIP
46138M109
Issuer
Invesco
Inception Date
Jun 26, 2006
Region
Developed Europe (United Kingdom)
Category
Currency
Leveraged
1x (No leverage)
Index Tracked
British Pound
Distribution Policy
Distributing
Asset Class
Currency
Assets Under Management
$78M

Share Price Chart


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Performance

FXB Performance Chart

Invesco CurrencyShares® British Pound Sterling Trust (FXB) is up 0.7% since the beginning of the year. FXB is currently trading at $129 per share. Investors who bought $1,000 worth of FXB shares 5 years ago would now be looking at an investment worth $1,047.


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S&P 500 Index

Returns By Period

Invesco CurrencyShares® British Pound Sterling Trust (FXB) has returned 0.73% so far this year and 1.58% over the past 12 months. Over the last ten years, FXB has returned 0.04% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Invesco CurrencyShares® British Pound Sterling Trust

1D
0.04%
1M
-0.65%
YTD
0.73%
6M
2.98%
1Y
1.58%
3Y*
5.52%
5Y*
0.93%
10Y*
0.04%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXB Monthly Returns History

Based on dividend-adjusted daily data since Jun 26, 2006, FXB's average daily return is 0.00%, while the average monthly return is -0.03%.

Historically, 51% of months were positive and 49% were negative. The best month was May 2009 with a return of +9.3%, while the worst month was Oct 2008 at -9.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, FXB closed higher 50% of trading days. The best single day was Nov 10, 2022 with a return of +3.2%, while the worst single day was Jun 24, 2016 at -8.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.64%-1.30%-1.66%2.95%-0.85%0.03%0.73%
2025-0.74%1.71%2.93%3.41%1.28%2.11%-3.63%2.53%-0.28%-2.13%0.92%2.06%10.37%
2024-0.30%-0.15%0.26%-0.70%2.23%-0.55%2.04%2.40%2.08%-3.36%-1.10%-1.33%1.35%
20232.19%-2.17%2.74%2.07%-0.85%2.36%1.38%-1.02%-3.45%-0.13%4.04%1.37%8.58%
2022-0.61%-0.15%-2.17%-4.26%0.11%-3.47%0.09%-4.58%-3.85%2.86%5.25%0.26%-10.45%
20210.14%1.68%-1.11%0.20%2.70%-2.53%0.42%-1.13%-2.02%1.52%-2.87%1.64%-1.54%

Benchmark Metrics

Invesco CurrencyShares® British Pound Sterling Trust has an annualized alpha of -1.78%, beta of 0.14, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since June 27, 2006.

  • This ETF participated in 37.29% of S&P 500 Index downside but only 15.22% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.14 may look defensive, but with R2 of 0.09 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.09 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-1.78%
Beta
0.14
0.09
Upside Capture
15.22%
Downside Capture
37.29%

Expense Ratio

FXB has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FXB ranks 11 for risk / return — in the bottom 11% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


FXB Risk / Return Rank: 1111
Overall Rank
FXB Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FXB Sortino Ratio Rank: 1111
Sortino Ratio Rank
FXB Omega Ratio Rank: 1010
Omega Ratio Rank
FXB Calmar Ratio Rank: 1313
Calmar Ratio Rank
FXB Martin Ratio Rank: 1212
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco CurrencyShares® British Pound Sterling Trust (FXB) and compare them to S&P 500 Index.


FXBBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.24

2.39

-2.15

Sortino ratio

Return per unit of downside risk

0.39

3.25

-2.86

Omega ratio

Gain probability vs. loss probability

1.05

1.43

-0.39

Calmar ratio

Return relative to maximum drawdown

0.35

3.11

-2.76

Martin ratio

Return relative to average drawdown

0.73

14.38

-13.65

Dividends

Dividend History

Invesco CurrencyShares® British Pound Sterling Trust provided a 2.20% dividend yield over the last twelve months, with an annual payout of $2.84 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$1.00$2.00$3.00$4.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$2.84$3.17$3.91$3.19$0.34

Dividend yield

2.20%2.44%3.25%2.59%0.29%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.24$0.23$0.20$0.22$0.22$0.23$1.34
2025$0.29$0.29$0.25$0.28$0.28$0.28$0.27$0.26$0.25$0.24$0.24$0.24$3.17
2024$0.34$0.34$0.31$0.34$0.32$0.34$0.33$0.34$0.33$0.32$0.32$0.29$3.91
2023$0.16$0.19$0.20$0.24$0.25$0.26$0.28$0.31$0.33$0.31$0.32$0.32$3.19
2022$0.04$0.06$0.09$0.15$0.34

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco CurrencyShares® British Pound Sterling 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® British Pound Sterling Trust was 48.99%, occurring on Sep 26, 2022. The portfolio has not yet recovered.

The current Invesco CurrencyShares® British Pound Sterling Trust drawdown is 29.31%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-48.99%Sep 2022
14y 10mo
18y 7moNov 2007 - now
2007 pullback2007
-3.54%Aug 2007
22d1mo 13d
2mo 5dJul 2007 - Sep 2007
2007 pullback2007
-2.49%Mar 2007
1mo 10d16d
1mo 26dJan 2007 - Mar 2007
2006 pullback2006
-2.36%Oct 2006
18d17d
1mo 5dSep 2006 - Oct 2006
2007 pullback2007
-2.11%Jan 2007
1mo 2d12d
1mo 14dDec 2006 - Jan 2007

Drawdown Indicators


FXBBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-48.99%

-56.78%

+7.79%

Max Drawdown (1Y)

Largest decline over 1 year

-4.53%

-9.10%

+4.57%

Max Drawdown (3Y)

Largest decline over 3 years

-8.44%

-18.90%

+10.46%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

-25.43%

+0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-29.30%

-33.92%

+4.62%

Current Drawdown

Current decline from peak

-29.31%

0.00%

-29.31%

Average Drawdown

Average peak-to-trough decline

-27.54%

-10.72%

-16.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.97%

+0.19%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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