PortfoliosLab logo
FXB vs. FXC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FXB and FXC is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FXB vs. FXC - Performance Comparison

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

Loading data...

Key characteristics

Daily Std Dev

FXB:

10.18%

FXC:

6.10%

Max Drawdown

FXB:

-1.02%

FXC:

-1.10%

Current Drawdown

FXB:

-0.49%

FXC:

-1.10%

Returns By Period


FXB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FXC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FXB vs. FXC - Expense Ratio Comparison

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


Risk-Adjusted Performance

FXB vs. FXC — Risk-Adjusted Performance Rank

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

FXB
The Risk-Adjusted Performance Rank of FXB is 7676
Overall Rank
The Sharpe Ratio Rank of FXB is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FXB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of FXB is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FXB is 4141
Calmar Ratio Rank
The Martin Ratio Rank of FXB is 7373
Martin Ratio Rank

FXC
The Risk-Adjusted Performance Rank of FXC is 1717
Overall Rank
The Sharpe Ratio Rank of FXC is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of FXC is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FXC is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FXC is 1919
Calmar Ratio Rank
The Martin Ratio Rank of FXC is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FXB vs. FXC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® British Pound Sterling Trust (FXB) 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.



Loading data...

Dividends

FXB vs. FXC - Dividend Comparison

FXB's dividend yield for the trailing twelve months is around 2.86%, more than FXC's 1.45% yield.


TTM20242023202220212020201920182017201620152014
FXB
Invesco CurrencyShares® British Pound Sterling Trust
2.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXC
Invesco CurrencyShares® Canadian Dollar Trust
1.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FXB vs. FXC - Drawdown Comparison

The maximum FXB drawdown since its inception was -1.02%, smaller than the maximum FXC drawdown of -1.10%. Use the drawdown chart below to compare losses from any high point for FXB and FXC. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FXB vs. FXC - Volatility Comparison


Loading data...