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FXA vs. FXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXA vs. FXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares Australian Dollar Trust (FXA) and Invesco CurrencyShares® Canadian Dollar Trust (FXC). 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 FXC's -1.15% return. Over the past 10 years, FXA has outperformed FXC with an annualized return of 0.27%, while FXC has yielded a comparatively lower -0.20% annualized 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%

FXC

1D
-0.41%
1M
-2.04%
YTD
-1.15%
6M
0.45%
1Y
-1.04%
3Y*
0.12%
5Y*
-1.87%
10Y*
-0.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXA vs. FXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXA
Invesco CurrencyShares Australian Dollar Trust
7.28%9.10%-7.75%1.20%-6.46%-6.17%9.52%0.13%-8.84%9.05%
FXC
Invesco CurrencyShares® Canadian Dollar Trust
-1.15%5.24%-5.96%4.35%-6.44%0.22%1.92%5.94%-7.54%6.72%

Correlation

The correlation between FXA and FXC is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2006

0.64

The correlation between FXA and FXC has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.

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Return for Risk

FXA vs. FXC — 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

FXC
FXC Risk / Return Rank: 66
Overall Rank
FXC Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FXC Sortino Ratio Rank: 66
Sortino Ratio Rank
FXC Omega Ratio Rank: 55
Omega Ratio Rank
FXC Calmar Ratio Rank: 66
Calmar Ratio Rank
FXC Martin Ratio Rank: 66
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. FXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares Australian Dollar Trust (FXA) and Invesco CurrencyShares® Canadian Dollar Trust (FXC). 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.


FXAFXCDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.38

Omega ratioGain probability vs. loss probability

1.24

0.97

+0.28

Calmar ratioReturn relative to maximum drawdown

2.72

-0.28

+2.99

Martin ratioReturn relative to average drawdown

7.85

-0.52

+8.37

FXA vs. FXC - Sharpe Ratio Comparison

The current FXA Sharpe Ratio is 1.44, which is higher than the FXC Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of FXA and FXC, 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


FXAFXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

-0.23

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

-0.29

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

-0.03

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

-0.05

+0.20

Drawdowns

FXA vs. FXC - Drawdown Comparison

The maximum FXA drawdown since its inception was -40.97%, which is greater than FXC's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for FXA and FXC.


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Drawdown Indicators


FXAFXCDifference

Max Drawdown

Largest peak-to-trough decline

-40.97%

-35.39%

-5.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.21%

-3.78%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-13.02%

-7.34%

-5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-21.05%

-13.53%

-7.52%

Max Drawdown (10Y)

Largest decline over 10 years

-27.99%

-15.46%

-12.53%

Current Drawdown

Current decline from peak

-24.43%

-28.86%

+4.43%

Average Drawdown

Average peak-to-trough decline

-18.82%

-19.92%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.98%

-0.53%

Volatility

FXA vs. FXC - Volatility Comparison

Invesco CurrencyShares Australian Dollar Trust (FXA) has a higher volatility of 2.25% compared to Invesco CurrencyShares® Canadian Dollar Trust (FXC) at 0.77%. This indicates that FXA's price experiences larger fluctuations and is considered to be riskier than FXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXAFXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

0.77%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

6.21%

3.28%

+2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

7.96%

4.50%

+3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.41%

6.37%

+4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.90%

6.66%

+3.24%

FXA vs. FXC - Expense Ratio Comparison

Both FXA and FXC have an expense ratio of 0.40%.


Dividends

FXA vs. FXC - Dividend Comparison

FXA's dividend yield for the trailing twelve months is around 0.95%, more than FXC's 0.26% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
FXC
Invesco CurrencyShares® Canadian Dollar Trust
0.26%0.55%2.23%2.01%0.31%0.00%0.19%0.75%0.42%0.02%0.00%0.02%

Frequently Asked Questions


FXA and FXC have a correlation of 0.66, 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 FXC (0.77%). In terms of maximum drawdown, FXA dropped -40.97% vs FXC's -35.39%.

On 10-year performance, FXA leads with 0.27% vs -0.20% for FXC. Both ETFs have the same 0.40% expense ratio. On volatility, FXC has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FXA has performed better with a 0.27% return vs -0.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXA and FXC have the same expense ratio: 0.40% per year.

FXA has the higher dividend yield at 0.95%, compared with 0.26% for FXC.

FXA tracks USD/AUD Exchange Rate, while FXC tracks Canadian Dollar.

FXA currently has the higher Sharpe Ratio (1.44 vs -0.23), 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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