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FXB vs. ^DXY
Performance
Return for Risk
Drawdowns
Volatility

Performance

FXB vs. ^DXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® British Pound Sterling Trust (FXB) and US Dollar Currency Index (^DXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXB achieves a -1.17% return, which is significantly lower than ^DXY's 1.13% return. Over the past 10 years, FXB has underperformed ^DXY with an annualized return of 0.48%, while ^DXY has yielded a comparatively higher 0.57% annualized return.


FXB

1D
-0.37%
1M
-1.63%
YTD
-1.17%
6M
-1.24%
1Y
-0.33%
3Y*
4.05%
5Y*
0.79%
10Y*
0.48%

^DXY

1D
-0.10%
1M
0.19%
YTD
1.13%
6M
1.52%
1Y
1.03%
3Y*
-1.49%
5Y*
1.98%
10Y*
0.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXB vs. ^DXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXB
Invesco CurrencyShares® British Pound Sterling Trust
-1.17%10.37%1.35%8.58%-10.45%-1.54%2.87%3.87%-5.75%9.10%
^DXY
US Dollar Currency Index
1.13%-9.37%7.06%-2.11%7.87%6.71%-6.69%0.22%4.40%-9.87%

Correlation

The correlation between FXB and ^DXY is -0.81, 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

-0.81

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

-0.82

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

-0.81

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

-0.74

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2006

-0.68

The correlation between FXB and ^DXY shifts across timeframes, from -0.82 (3 years) to -0.68 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FXB vs. ^DXY — Risk / Return Rank

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

FXB
FXB Risk / Return Rank: 88
Overall Rank
FXB Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FXB Sortino Ratio Rank: 77
Sortino Ratio Rank
FXB Omega Ratio Rank: 77
Omega Ratio Rank
FXB Calmar Ratio Rank: 88
Calmar Ratio Rank
FXB Martin Ratio Rank: 88
Martin Ratio Rank

^DXY
^DXY Risk / Return Rank: 1717
Overall Rank
^DXY Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
^DXY Sortino Ratio Rank: 1515
Sortino Ratio Rank
^DXY Omega Ratio Rank: 1515
Omega Ratio Rank
^DXY Calmar Ratio Rank: 1919
Calmar Ratio Rank
^DXY Martin Ratio Rank: 1919
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.

FXB vs. ^DXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® British Pound Sterling Trust (FXB) and US Dollar Currency Index (^DXY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FXB^DXYDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.00

1.02

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.07

0.16

-0.23

Martin ratioReturn relative to average drawdown

-0.15

0.36

-0.51

FXB vs. ^DXY - Sharpe Ratio Comparison

The current FXB Sharpe Ratio is -0.05, which is lower than the ^DXY Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of FXB and ^DXY, 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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Drawdowns

FXB vs. ^DXY - Drawdown Comparison

The maximum FXB drawdown since its inception was -48.99%, which is greater than ^DXY's maximum drawdown of -45.13%. Use the drawdown chart below to compare losses from any high point for FXB and ^DXY.


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Drawdown Indicators


FXB^DXYDifference

Max Drawdown

Largest peak-to-trough decline

-48.99%

-45.13%

-3.86%

Max Drawdown (1Y)

Largest decline over 1 year

-4.53%

-4.00%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-8.44%

-12.49%

+4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-23.61%

-15.68%

-7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-26.11%

-15.68%

-10.43%

Current Drawdown

Current decline from peak

-30.64%

-23.51%

-7.13%

Average Drawdown

Average peak-to-trough decline

-27.54%

-28.16%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

1.76%

+0.49%

Volatility

FXB vs. ^DXY - Volatility Comparison

Invesco CurrencyShares® British Pound Sterling Trust (FXB) has a higher volatility of 1.62% compared to US Dollar Currency Index (^DXY) at 0.94%. This indicates that FXB's price experiences larger fluctuations and is considered to be riskier than ^DXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXB^DXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

0.94%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

4.90%

3.91%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

6.57%

5.70%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.48%

6.97%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.87%

6.49%

+2.38%

Frequently Asked Questions


FXB and ^DXY have a correlation of -0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXB has higher volatility (1.62%) compared to ^DXY (0.94%). In terms of maximum drawdown, FXB dropped -48.99% vs ^DXY's -45.13%.

^DXY currently has the higher Sharpe Ratio (0.11 vs -0.05), 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

Find the right allocation for FXB and ^DXY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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