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FXA vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FXA vs. QQQ - Performance Comparison

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

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FXA vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXA
Invesco CurrencyShares Australian Dollar Trust
3.69%9.10%-7.75%1.20%-6.46%-6.17%9.52%0.13%-8.84%9.05%
QQQ
Invesco QQQ ETF
-5.93%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Returns By Period

In the year-to-date period, FXA achieves a 3.69% return, which is significantly higher than QQQ's -5.93% return. Over the past 10 years, FXA has underperformed QQQ with an annualized return of -0.46%, while QQQ has yielded a comparatively higher 18.85% annualized return.


FXA

1D
0.74%
1M
-2.97%
YTD
3.69%
6M
4.85%
1Y
11.63%
3Y*
2.39%
5Y*
-1.24%
10Y*
-0.46%

QQQ

1D
3.39%
1M
-4.84%
YTD
-5.93%
6M
-3.62%
1Y
23.68%
3Y*
22.32%
5Y*
12.88%
10Y*
18.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FXA vs. QQQ - Expense Ratio Comparison

FXA has a 0.40% expense ratio, which is higher than QQQ's 0.18% expense ratio.


Return for Risk

FXA vs. QQQ — Risk / Return Rank

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

FXA
FXA Risk / Return Rank: 6868
Overall Rank
FXA Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FXA Sortino Ratio Rank: 6464
Sortino Ratio Rank
FXA Omega Ratio Rank: 6161
Omega Ratio Rank
FXA Calmar Ratio Rank: 7676
Calmar Ratio Rank
FXA Martin Ratio Rank: 7272
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6767
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7373
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. QQQ - Risk-Adjusted Trends Comparison

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


FXAQQQDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.05

+0.12

Sortino ratio

Return per unit of downside risk

1.63

1.63

0.00

Omega ratio

Gain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.98

1.88

+0.10

Martin ratio

Return relative to average drawdown

7.27

6.95

+0.32

FXA vs. QQQ - Sharpe Ratio Comparison

The current FXA Sharpe Ratio is 1.17, which is comparable to the QQQ Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FXA and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FXAQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.05

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.58

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.85

-0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.37

-0.24

Correlation

The correlation between FXA and QQQ is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FXA vs. QQQ - Dividend Comparison

FXA's dividend yield for the trailing twelve months is around 1.03%, more than QQQ's 0.49% yield.


TTM20252024202320222021202020192018201720162015
FXA
Invesco CurrencyShares Australian Dollar Trust
1.03%1.16%1.66%0.98%0.05%0.00%0.03%0.53%1.04%0.83%1.01%1.52%
QQQ
Invesco QQQ ETF
0.49%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

FXA vs. QQQ - Drawdown Comparison

The maximum FXA drawdown since its inception was -40.97%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for FXA and QQQ.


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Drawdown Indicators


FXAQQQDifference

Max Drawdown

Largest peak-to-trough decline

-40.97%

-82.97%

+42.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.55%

-12.62%

+7.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.99%

-35.12%

+13.13%

Max Drawdown (10Y)

Largest decline over 10 years

-27.99%

-35.12%

+7.13%

Current Drawdown

Current decline from peak

-26.96%

-8.98%

-17.98%

Average Drawdown

Average peak-to-trough decline

-18.77%

-32.99%

+14.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

3.41%

-1.90%

Volatility

FXA vs. QQQ - Volatility Comparison

The current volatility for Invesco CurrencyShares Australian Dollar Trust (FXA) is 3.43%, while Invesco QQQ ETF (QQQ) has a volatility of 6.51%. This indicates that FXA experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXAQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

6.51%

-3.08%

Volatility (6M)

Calculated over the trailing 6-month period

5.95%

12.77%

-6.82%

Volatility (1Y)

Calculated over the trailing 1-year period

9.99%

22.67%

-12.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.46%

22.39%

-11.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.00%

22.25%

-12.25%