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FXA vs. CAOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXA vs. CAOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares Australian Dollar Trust (FXA) and Alpha Architect Tail Risk ETF (CAOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXA achieves a 7.28% return, which is significantly higher than CAOS's 0.82% return.


FXA

1D
-0.71%
1M
-0.48%
YTD
7.28%
6M
8.49%
1Y
11.38%
3Y*
3.89%
5Y*
-0.88%
10Y*
0.27%

CAOS

1D
0.12%
1M
-0.09%
YTD
0.82%
6M
0.69%
1Y
1.88%
3Y*
4.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXA vs. CAOS - Yearly Performance Comparison


2026 (YTD)202520242023
FXA
Invesco CurrencyShares Australian Dollar Trust
7.28%9.10%-7.75%2.34%
CAOS
Alpha Architect Tail Risk ETF
0.82%2.55%5.33%7.97%

Correlation

The correlation between FXA and CAOS is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2023

0.05

The correlation between FXA and CAOS shifts across timeframes, from -0.22 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FXA vs. CAOS — Risk / Return Rank

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

FXA
FXA Risk / Return Rank: 4444
Overall Rank
FXA Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FXA Sortino Ratio Rank: 4040
Sortino Ratio Rank
FXA Omega Ratio Rank: 3737
Omega Ratio Rank
FXA Calmar Ratio Rank: 5555
Calmar Ratio Rank
FXA Martin Ratio Rank: 4747
Martin Ratio Rank

CAOS
CAOS Risk / Return Rank: 4040
Overall Rank
CAOS Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CAOS Sortino Ratio Rank: 3737
Sortino Ratio Rank
CAOS Omega Ratio Rank: 3939
Omega Ratio Rank
CAOS Calmar Ratio Rank: 4949
Calmar Ratio Rank
CAOS Martin Ratio Rank: 3939
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.

FXA vs. CAOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares Australian Dollar Trust (FXA) and Alpha Architect Tail Risk ETF (CAOS). 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.


FXACAOSDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.24

1.26

-0.01

Calmar ratioReturn relative to maximum drawdown

2.72

2.49

+0.23

Martin ratioReturn relative to average drawdown

7.85

6.22

+1.63

FXA vs. CAOS - Sharpe Ratio Comparison

The current FXA Sharpe Ratio is 1.44, which is comparable to the CAOS Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FXA and CAOS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FXACAOSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.24

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

1.21

-1.07

Drawdowns

FXA vs. CAOS - Drawdown Comparison

The maximum FXA drawdown since its inception was -40.97%, which is greater than CAOS's maximum drawdown of -3.60%. Use the drawdown chart below to compare losses from any high point for FXA and CAOS.


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Drawdown Indicators


FXACAOSDifference

Max Drawdown

Largest peak-to-trough decline

-40.97%

-3.60%

-37.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.21%

-0.76%

-3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-13.02%

-3.60%

-9.42%

Max Drawdown (5Y)

Largest decline over 5 years

-21.05%

Max Drawdown (10Y)

Largest decline over 10 years

-27.99%

Current Drawdown

Current decline from peak

-24.43%

-1.07%

-23.36%

Average Drawdown

Average peak-to-trough decline

-18.82%

-0.90%

-17.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

0.30%

+1.15%

Volatility

FXA vs. CAOS - Volatility Comparison

Invesco CurrencyShares Australian Dollar Trust (FXA) has a higher volatility of 2.25% compared to Alpha Architect Tail Risk ETF (CAOS) at 0.26%. This indicates that FXA's price experiences larger fluctuations and is considered to be riskier than CAOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXACAOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

0.26%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

6.21%

1.03%

+5.18%

Volatility (1Y)

Calculated over the trailing 1-year period

7.96%

1.52%

+6.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.41%

4.26%

+6.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.90%

4.26%

+5.64%

FXA vs. CAOS - Expense Ratio Comparison

FXA has a 0.40% expense ratio, which is lower than CAOS's 0.63% expense ratio.


Dividends

FXA vs. CAOS - Dividend Comparison

FXA's dividend yield for the trailing twelve months is around 0.95%, while CAOS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CAOS
Alpha Architect Tail Risk ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXA
Invesco CurrencyShares Australian Dollar Trust
0.95%1.16%1.66%0.98%0.05%0.00%0.03%0.53%1.04%0.83%1.01%1.52%

Frequently Asked Questions


FXA and CAOS have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXA has higher volatility (2.25%) compared to CAOS (0.26%). In terms of maximum drawdown, FXA dropped -40.97% vs CAOS's -3.60%.

On 3-year performance, CAOS leads with 4.26% vs 3.89% for FXA. On fees, FXA is cheaper at 0.40% per year. On volatility, CAOS has been the lower-risk option at 0.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CAOS has performed better with a 4.26% return vs 3.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXA is cheaper with a 0.40% expense ratio, compared with 0.63% for CAOS.

FXA has the higher dividend yield at 0.95%, compared with 0.00% for CAOS.

FXA is categorized as Currency, while CAOS is Options Trading. They also come from different issuers: Invesco and Alpha Architect. Their fees differ too: 0.40% for FXA and 0.63% for CAOS.

FXA currently has the higher Sharpe Ratio (1.44 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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