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FXA vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXA vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares Australian Dollar Trust (FXA) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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 FXF's -0.20% return. Over the past 10 years, FXA has underperformed FXF with an annualized return of 0.27%, while FXF has yielded a comparatively higher 1.25% 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%

FXF

1D
-0.62%
1M
-1.07%
YTD
-0.20%
6M
0.70%
1Y
3.46%
3Y*
4.38%
5Y*
2.01%
10Y*
1.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXA vs. FXF - 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%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-0.20%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between FXA and FXF is 0.55, 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

0.55

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

0.53

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

0.54

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

0.48

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

0.43

The correlation between FXA and FXF shifts across timeframes, from 0.43 (all time) to 0.55 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FXA vs. FXF — 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

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.

FXA vs. FXF - Risk-Adjusted Trends Comparison

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


FXAFXFDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.24

1.09

+0.16

Calmar ratioReturn relative to maximum drawdown

2.72

0.72

+2.00

Martin ratioReturn relative to average drawdown

7.85

1.62

+6.23

FXA vs. FXF - Sharpe Ratio Comparison

The current FXA Sharpe Ratio is 1.44, which is higher than the FXF Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of FXA 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.


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Sharpe Ratios by Period


FXAFXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.47

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.24

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.17

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.17

-0.03

Drawdowns

FXA vs. FXF - Drawdown Comparison

The maximum FXA drawdown since its inception was -40.97%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for FXA and FXF.


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Drawdown Indicators


FXAFXFDifference

Max Drawdown

Largest peak-to-trough decline

-40.97%

-35.58%

-5.39%

Max Drawdown (1Y)

Largest decline over 1 year

-4.21%

-4.82%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-13.02%

-8.52%

-4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-21.05%

-13.03%

-8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-27.99%

-15.04%

-12.95%

Current Drawdown

Current decline from peak

-24.43%

-18.53%

-5.90%

Average Drawdown

Average peak-to-trough decline

-18.82%

-20.84%

+2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

2.15%

-0.70%

Volatility

FXA vs. FXF - Volatility Comparison

Invesco CurrencyShares Australian Dollar Trust (FXA) has a higher volatility of 2.25% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.69%. This indicates that FXA'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


FXAFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

1.69%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

6.21%

5.56%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

7.96%

7.51%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.41%

8.32%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.90%

7.57%

+2.33%

FXA vs. FXF - Expense Ratio Comparison

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


Dividends

FXA vs. FXF - Dividend Comparison

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


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%
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


FXA and FXF have a correlation of 0.55, 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 FXF (1.69%). In terms of maximum drawdown, FXA dropped -40.97% vs FXF's -35.58%.

On 10-year performance, FXF leads with 1.25% vs 0.27% for FXA. Both ETFs have the same 0.40% expense ratio. On volatility, FXF has been the lower-risk option at 1.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FXF has performed better with a 1.25% return vs 0.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

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

FXA tracks USD/AUD Exchange Rate, while FXF tracks Swiss Franc.

FXA currently has the higher Sharpe Ratio (1.44 vs 0.47), 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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