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Performance
FXY Performance Chart
Invesco CurrencyShares® Japanese Yen Trust (FXY) is down 2.4% since the beginning of the year. FXY is currently trading at $57 per share. Investors who bought $1,000 worth of FXY shares 5 years ago would now be looking at an investment worth $667.
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Returns By Period
Invesco CurrencyShares® Japanese Yen Trust (FXY) has returned -2.37% so far this year and -10.01% over the past 12 months. Over the last ten years, FXY has returned -4.48% per year, falling short of the S&P 500 Index benchmark, which averaged 13.45% annually.
Invesco CurrencyShares® Japanese Yen Trust
- 1D
- -0.05%
- 1M
- -2.25%
- YTD
- -2.37%
- 6M
- -2.90%
- 1Y
- -10.01%
- 3Y*
- -4.94%
- 5Y*
- -7.79%
- 10Y*
- -4.48%
Benchmark (S&P 500 Index)
- 1D
- 0.30%
- 1M
- 0.09%
- YTD
- 8.18%
- 6M
- 8.17%
- 1Y
- 23.42%
- 3Y*
- 19.88%
- 5Y*
- 11.91%
- 10Y*
- 13.45%
FXY Monthly Returns History
Based on dividend-adjusted daily data since Feb 13, 2007, FXY's average daily return is -0.01%, while the average monthly return is -0.12%.
Historically, 50% of months were positive and 50% were negative. The best month was Oct 2008 with a return of +7.6%, while the worst month was Nov 2016 at -8.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 8 months.
On a daily basis, FXY closed higher 47% of trading days. The best single day was Dec 20, 2022 with a return of +4.1%, while the worst single day was Oct 30, 2014 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.28% | -0.99% | -1.61% | 1.30% | -1.72% | -0.59% | -2.37% | ||||||
| 2025 | 1.45% | 3.11% | 0.29% | 4.94% | -0.79% | -0.14% | -4.47% | 2.54% | -0.67% | -4.10% | -1.24% | -0.42% | 0.09% |
| 2024 | -4.22% | -1.98% | -0.89% | -4.13% | 0.24% | -2.23% | 7.22% | 2.59% | 1.61% | -5.46% | 1.50% | -4.99% | -10.93% |
| 2023 | 0.79% | -4.47% | 2.45% | -2.54% | -2.25% | -3.40% | 1.16% | -2.10% | -2.71% | -1.46% | 2.19% | 5.09% | -7.44% |
| 2022 | -0.06% | 0.15% | -5.67% | -6.20% | 0.76% | -5.15% | 1.73% | -4.09% | -4.00% | -2.79% | 7.55% | 5.26% | -12.75% |
| 2021 | -1.51% | -1.75% | -3.77% | 1.22% | -0.51% | -1.20% | 1.25% | -0.33% | -1.22% | -2.37% | 0.78% | -1.94% | -10.90% |
Benchmark Metrics
Invesco CurrencyShares® Japanese Yen Trust has an annualized alpha of 0.31%, beta of -0.16, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since February 13, 2007.
- This ETF tended to rise when S&P 500 Index fell (downside capture of -8.44%), but participation in market rallies was also limited (-9.37%) - a profile typical of counter-cyclical assets.
- Beta of -0.16 may look defensive, but with R2 of 0.10 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 0.10 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
- 0.31%
- Beta
- -0.16
- R²
- 0.10
- Upside Capture
- -9.37%
- Downside Capture
- -8.44%
Expense Ratio
FXY has an expense ratio of 0.40%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FXY ranks 1 for risk / return — in the bottom 1% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco CurrencyShares® Japanese Yen Trust (FXY) and compare them to S&P 500 Index.
| FXY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.15 | ||
| Sortino ratioReturn per unit of downside risk | -4.42 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.35 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 2.59 | -3.52 |
| Martin ratioReturn relative to average drawdown | -1.39 | 11.84 | -13.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
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® Japanese Yen 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® Japanese Yen Trust was 56.03%, occurring on Jul 10, 2024. The portfolio has not yet recovered.
The current Invesco CurrencyShares® Japanese Yen Trust drawdown is 55.97%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2024 bear market2024 | -56.03%Jul 2024 | 12y 8mo | — | 14y 7moOct 2011 - now |
Financial crisis2007–2009 | -13.65%Apr 2009 | 3mo 19d | 7mo 25d | 11mo 14dDec 2008 - Nov 2009 |
Financial crisis2007–2009 | -12.05%Aug 2008 | 5mo | 2mo 9d | 7mo 9dMar 2008 - Oct 2008 |
2010 pullback2010 | -8.76%May 2010 | 5mo 3d | 3mo 2d | 8mo 5dDec 2009 - Aug 2010 |
2011 pullback2011 | -7.63%Apr 2011 | 19d | 3mo 15d | 4mo 4dMar 2011 - Jul 2011 |
Drawdown Indicators
| FXY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.03% | -56.78% | +0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.74% | -9.10% | -1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -15.12% | -18.90% | +3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -33.72% | -25.43% | -8.29% |
Max Drawdown (10Y)Largest decline over 10 years | -40.84% | -33.92% | -6.92% |
Current DrawdownCurrent decline from peak | -55.97% | -2.68% | -53.29% |
Average DrawdownAverage peak-to-trough decline | -27.75% | -10.72% | -17.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.21% | 1.98% | +5.23% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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