PortfoliosLab logoPortfoliosLab logo
DIA.AS vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIA.AS vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) and Invesco CurrencyShares® Swiss Franc Trust (FXF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIA.AS vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare stocks, funds, or ETFs

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


Return for Risk

DIA.AS vs. FXF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIA.AS
DIA.AS Risk / Return Rank: 7777
Overall Rank
DIA.AS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DIA.AS Sortino Ratio Rank: 8282
Sortino Ratio Rank
DIA.AS Omega Ratio Rank: 9898
Omega Ratio Rank
DIA.AS Calmar Ratio Rank: 7070
Calmar Ratio Rank
DIA.AS Martin Ratio Rank: 6767
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 1616
Overall Rank
FXF Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 1515
Sortino Ratio Rank
FXF Omega Ratio Rank: 1414
Omega Ratio Rank
FXF Calmar Ratio Rank: 1818
Calmar Ratio Rank
FXF Martin Ratio Rank: 1616
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.

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.ASFXFDifference
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

DIA.AS vs. FXF - Sharpe Ratio Comparison

The current DIA.AS Sharpe Ratio is 2.20, which is higher than the FXF Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of DIA.AS and FXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DIA.ASFXFDifference

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.


Loading charts...

Drawdown Indicators


DIA.ASFXFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-3.02%

+3.02%

Average Drawdown

Average peak-to-trough decline

-11.92%

-10.05%

-1.87%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


DIA.ASFXFDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for DIA.AS and FXF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer