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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

The Invesco CurrencyShares® British Pound Sterling Trust has a high expense ratio of 0.40%, indicating higher-than-average management fees.


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 to compare with FXB

Invesco CurrencyShares® British Pound Sterling Trust

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

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%OctoberNovemberDecember2024FebruaryMarch
-22.75%
319.69%
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 -0.06% year-to-date (YTD) and 5.52% in the last 12 months. Over the past 10 years, Invesco CurrencyShares® British Pound Sterling Trust had an annualized return of -2.57%, while the S&P 500 had an annualized return of 10.96%, indicating that Invesco CurrencyShares® British Pound Sterling Trust did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.06%10.04%
1 month-0.09%3.53%
6 months5.77%22.79%
1 year5.52%32.16%
5 years (annualized)0.02%13.15%
10 years (annualized)-2.57%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.30%-0.15%
2023-1.02%-3.45%-0.13%4.04%1.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Invesco CurrencyShares® British Pound Sterling Trust (FXB) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FXB
Invesco CurrencyShares® British Pound Sterling Trust
0.84
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Invesco CurrencyShares® British Pound Sterling Trust Sharpe ratio is 0.84. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.84
2.76
FXB (Invesco CurrencyShares® British Pound Sterling Trust)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco CurrencyShares® British Pound Sterling Trust granted a 2.97% dividend yield in the last twelve months. The annual payout for that period amounted to $3.62 per share.


PeriodTTM20232022
Dividend$3.62$3.19$0.34

Dividend yield

2.97%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.34$0.34
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
2022$0.04$0.06$0.09$0.15

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%OctoberNovemberDecember2024FebruaryMarch
-37.29%
0
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 37.29%.


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 1.69%, 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%5.00%OctoberNovemberDecember2024FebruaryMarch
1.69%
2.82%
FXB (Invesco CurrencyShares® British Pound Sterling Trust)
Benchmark (^GSPC)