DIA.AS vs. FXF
DIA.AS (SPDR Dow Jones Industrial Average ETF Trust) and FXF (Invesco CurrencyShares® Swiss Franc Trust) are both exchange-traded funds - DIA.AS is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD, while FXF is a Currency fund tracking the Swiss Franc. Both are passively managed. Over the past 10 years, DIA.AS returned 13.06%/yr vs 1.04%/yr for FXF. At a correlation of -0.07, they often move in opposite directions. DIA.AS charges 0.16%/yr vs 0.40%/yr for FXF.
Performance
DIA.AS vs. FXF - Performance Comparison
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Different Trading Currencies
DIA.AS is traded in EUR, while FXF is traded in USD. To make them comparable, the FXF values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DIA.AS achieves a 7.19% return, which is significantly higher than FXF's 1.00% return. Over the past 10 years, DIA.AS has outperformed FXF with an annualized return of 13.06%, while FXF has yielded a comparatively lower 1.04% annualized return.
DIA.AS
- 1D
- 1.09%
- 1M
- 4.34%
- YTD
- 7.19%
- 6M
- 7.57%
- 1Y
- 20.20%
- 3Y*
- 13.70%
- 5Y*
- 10.94%
- 10Y*
- 13.06%
FXF
- 1D
- -0.40%
- 1M
- -0.37%
- YTD
- 1.00%
- 6M
- 1.25%
- 1Y
- 1.40%
- 3Y*
- 1.62%
- 5Y*
- 2.97%
- 10Y*
- 1.04%
DIA.AS vs. FXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIA.AS SPDR Dow Jones Industrial Average ETF Trust | 7.19% | 2.13% | 22.48% | 11.53% | -1.09% | 31.76% | -0.04% | 26.82% | 0.96% | 12.57% |
FXF Invesco CurrencyShares® Swiss Franc Trust | 1.00% | 0.51% | -1.35% | 6.34% | 3.77% | 3.10% | -0.73% | 2.58% | 2.59% | -9.39% |
Correlation
The correlation between DIA.AS and FXF is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2008 | -0.07 |
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Return for Risk
DIA.AS vs. FXF — Risk / Return Rank
DIA.AS
FXF
DIA.AS vs. FXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) and Invesco CurrencyShares® Swiss Franc Trust (FXF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DIA.AS | FXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.84 | ||
| Sortino ratioReturn per unit of downside risk | +3.21 | ||
| Omega ratioGain probability vs. loss probability | 2.12 | 1.06 | +1.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 0.56 | +2.93 |
| Martin ratioReturn relative to average drawdown | 12.35 | 1.31 | +11.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIA.AS | FXF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 0.37 | +1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.54 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.20 | +0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.31 | -0.21 |
Drawdowns
DIA.AS vs. FXF - Drawdown Comparison
The maximum DIA.AS drawdown since its inception was -59.02%, which is greater than FXF's maximum drawdown of -20.83%. Use the drawdown chart below to compare losses from any high point for DIA.AS and FXF.
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Drawdown Indicators
| DIA.AS | FXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.02% | -20.83% | -38.19% |
Max Drawdown (1Y)Largest decline over 1 year | -5.71% | -2.50% | -3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -6.45% | -14.62% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -6.45% | -14.62% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -12.63% | -23.45% |
Current DrawdownCurrent decline from peak | 0.00% | -3.02% | +3.02% |
Average DrawdownAverage peak-to-trough decline | -11.92% | -10.05% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.07% | +0.55% |
Volatility
DIA.AS vs. FXF - Volatility Comparison
SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) has a higher volatility of 2.35% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.23%. This indicates that DIA.AS's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIA.AS | FXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 1.23% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 2.85% | +5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.05% | 3.85% | +5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.49% | 5.54% | +7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.04% | 5.16% | +11.88% |
DIA.AS vs. FXF - Expense Ratio Comparison
DIA.AS has a 0.16% expense ratio, which is lower than FXF's 0.40% expense ratio.
Dividends
DIA.AS vs. FXF - Dividend Comparison
DIA.AS's dividend yield for the trailing twelve months is around 1.37%, while FXF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA.AS SPDR Dow Jones Industrial Average ETF Trust | 1.37% | 1.47% | 1.55% | 1.85% | 1.93% | 1.52% | 2.03% | 2.10% | 2.18% | 2.08% | 2.16% | 2.51% |
FXF Invesco CurrencyShares® Swiss Franc Trust | 0.00% | 0.00% | 0.03% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DIA.AS and FXF have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DIA.AS is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DIA.AS is cheaper with a 0.16% expense ratio, compared with 0.40% for FXF.
DIA.AS is categorized as Large Cap Value Equities, while FXF is Currency. DIA.AS tracks Russell 1000 Value TR USD, while FXF tracks Swiss Franc. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.16% for DIA.AS and 0.40% for FXF.
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