PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Invesco CurrencyShares® British Pound Sterling Tru...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46138M1099
CUSIP46138M109
IssuerInvesco
Inception DateJun 26, 2006
RegionDeveloped Europe (United Kingdom)
CategoryCurrency
Index TrackedBritish Pound
Home Pagewww.invesco.com
Asset ClassCurrency

Expense Ratio

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


Expense ratio chart for FXB: 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


Loading data...

Compare to other instruments

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


Invesco CurrencyShares® British Pound Sterling Trust

Popular comparisons: FXB vs. VOO, FXB vs. SPY, FXB vs. BIL, FXB vs. XLK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco CurrencyShares® British Pound Sterling 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%100.00%200.00%300.00%December2024FebruaryMarchAprilMay
-21.76%
324.19%
FXB (Invesco CurrencyShares® British Pound Sterling Trust)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco CurrencyShares® British Pound Sterling Trust had a return of 1.21% year-to-date (YTD) and 6.73% in the last 12 months. Over the past 10 years, Invesco CurrencyShares® British Pound Sterling Trust had an annualized return of -2.53%, while the S&P 500 had an annualized return of 10.76%, indicating that Invesco CurrencyShares® British Pound Sterling Trust did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.21%11.21%
1 month2.44%4.60%
6 months2.66%16.35%
1 year6.73%27.79%
5 years (annualized)0.75%13.43%
10 years (annualized)-2.53%10.76%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.30%-0.15%0.26%-0.70%1.21%
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%-4.57%-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%
2020-0.34%-2.88%-3.10%1.30%-1.97%0.30%5.59%2.09%-3.49%0.33%2.89%2.53%2.87%
20192.90%1.11%-1.83%0.15%-3.08%0.44%-4.21%0.00%1.09%5.30%-0.14%2.42%3.87%
20185.16%-3.07%1.91%-1.92%-3.46%-0.74%-0.59%-1.26%0.56%-1.94%-0.31%0.06%-5.75%
20172.05%-1.39%0.93%3.32%-0.52%1.03%1.31%-2.07%3.59%-0.90%1.79%-0.21%9.10%
2016-3.36%-2.31%3.16%1.67%-0.91%-8.09%-0.61%-0.80%-1.33%-5.61%2.18%-1.52%-16.67%
2015-3.36%2.47%-3.93%3.47%-0.46%2.73%-0.61%-1.80%-1.44%1.98%-2.41%-2.15%-5.71%
2014-0.83%1.85%-0.47%1.22%-0.74%2.09%-1.38%-1.70%-2.39%-1.34%-2.38%-0.26%-6.27%
2013-2.44%-4.36%0.14%2.19%-2.18%0.04%-0.03%1.87%4.43%-1.00%2.02%1.24%1.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FXB is 31, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FXB is 3131
FXB (Invesco CurrencyShares® British Pound Sterling Trust)
The Sharpe Ratio Rank of FXB is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of FXB is 3636Sortino Ratio Rank
The Omega Ratio Rank of FXB is 3636Omega Ratio Rank
The Calmar Ratio Rank of FXB is 1717Calmar Ratio Rank
The Martin Ratio Rank of FXB is 2828Martin 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® British Pound Sterling Trust (FXB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FXB
Sharpe ratio
The chart of Sharpe ratio for FXB, currently valued at 0.91, compared to the broader market0.002.004.006.000.91
Sortino ratio
The chart of Sortino ratio for FXB, currently valued at 1.36, compared to the broader market0.005.0010.001.36
Omega ratio
The chart of Omega ratio for FXB, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for FXB, currently valued at 0.15, compared to the broader market0.005.0010.0015.000.15
Martin ratio
The chart of Martin ratio for FXB, currently valued at 1.94, compared to the broader market0.0020.0040.0060.0080.00100.001.94
^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® British Pound Sterling Trust Sharpe ratio is 0.91. 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® British Pound Sterling 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 Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.91
2.52
FXB (Invesco CurrencyShares® British Pound Sterling Trust)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco CurrencyShares® British Pound Sterling Trust granted a 3.10% dividend yield in the last twelve months. The annual payout for that period amounted to $3.80 per share.


PeriodTTM20232022
Dividend$3.80$3.19$0.35

Dividend yield

3.10%2.59%0.30%

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
2024$0.34$0.34$0.31$0.34$0.32$1.65
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$0.01$0.04$0.06$0.09$0.15$0.35

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-36.49%
-0.31%
FXB (Invesco CurrencyShares® British Pound Sterling Trust)
Benchmark (^GSPC)

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 48.98%, occurring on Sep 26, 2022. The portfolio has not yet recovered.

The current Invesco CurrencyShares® British Pound Sterling Trust drawdown is 36.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.98%Nov 9, 20073745Sep 26, 2022
-3.54%Jul 25, 200717Aug 16, 200730Sep 28, 200747
-2.49%Jan 24, 200728Mar 5, 200712Mar 21, 200740
-2.36%Sep 22, 200612Oct 10, 200612Oct 27, 200624
-2.1%Dec 4, 200622Jan 5, 20077Jan 17, 200729

Volatility

Volatility Chart

The current Invesco CurrencyShares® British Pound Sterling Trust volatility is 1.34%, 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.


1.00%2.00%3.00%4.00%December2024FebruaryMarchAprilMay
1.34%
3.10%
FXB (Invesco CurrencyShares® British Pound Sterling Trust)
Benchmark (^GSPC)