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FXA vs. LLII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXA vs. LLII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares Australian Dollar Trust (FXA) and REX LLY Growth & Income ETF (LLII). 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 LLII's -4.28% 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%

LLII

1D
1.47%
1M
9.79%
YTD
-4.28%
6M
0.70%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXA vs. LLII - Yearly Performance Comparison


Correlation

The correlation between FXA and LLII is 0.04, 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 (All Time)
Calculated using the full available price history since Nov 5, 2025

0.04

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Return for Risk

FXA vs. LLII — 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

LLII
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. LLII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares Australian Dollar Trust (FXA) and REX LLY Growth & Income ETF (LLII). 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.


FXALLIIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.72

Martin ratioReturn relative to average drawdown

7.85

FXA vs. LLII - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FXALLIIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

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

0.71

-0.56

Drawdowns

FXA vs. LLII - Drawdown Comparison

The maximum FXA drawdown since its inception was -40.97%, which is greater than LLII's maximum drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for FXA and LLII.


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Drawdown Indicators


FXALLIIDifference

Max Drawdown

Largest peak-to-trough decline

-40.97%

-23.96%

-17.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-13.02%

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%

-6.88%

-17.55%

Average Drawdown

Average peak-to-trough decline

-18.82%

-9.28%

-9.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

Volatility

FXA vs. LLII - Volatility Comparison


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Volatility by Period


FXALLIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

Volatility (6M)

Calculated over the trailing 6-month period

6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

7.96%

36.42%

-28.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.41%

36.42%

-26.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.90%

36.42%

-26.52%

FXA vs. LLII - Expense Ratio Comparison

FXA has a 0.40% expense ratio, which is lower than LLII's 0.99% expense ratio.


Dividends

FXA vs. LLII - Dividend Comparison

FXA's dividend yield for the trailing twelve months is around 0.95%, less than LLII's 25.95% 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%
LLII
REX LLY Growth & Income ETF
25.95%5.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FXA and LLII have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FXA is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FXA is cheaper with a 0.40% expense ratio, compared with 0.99% for LLII.

LLII has the higher dividend yield at 25.95%, compared with 0.95% for FXA.

FXA is categorized as Currency, while LLII is Derivative Income. They also come from different issuers: Invesco and REX. Their fees differ too: 0.40% for FXA and 0.99% for LLII.

Portfolio Optimizer

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