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FXB vs. UDN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXB vs. UDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® British Pound Sterling Trust (FXB) and Invesco DB US Dollar Index Bearish Fund (UDN). 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 0.38% return, which is significantly higher than UDN's -0.60% return.


FXB

1D
-0.35%
1M
-0.76%
YTD
0.38%
6M
1.56%
1Y
1.45%
3Y*
5.39%
5Y*
0.78%
10Y*
0.00%

UDN

1D
-0.33%
1M
-0.98%
YTD
-0.60%
6M
0.02%
1Y
1.27%
3Y*
3.62%
5Y*
-0.78%
10Y*
-0.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXB vs. UDN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXB
Invesco CurrencyShares® British Pound Sterling Trust
0.38%10.37%1.35%8.58%-10.45%-1.54%2.87%3.87%-5.75%9.10%
UDN
Invesco DB US Dollar Index Bearish Fund
-0.60%12.37%-4.53%4.88%-7.96%-7.03%6.20%-0.97%-5.02%9.50%

Correlation

The correlation between FXB and UDN is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

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

0.83

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

0.83

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

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2007

0.70

The correlation between FXB and UDN shifts across timeframes, from 0.70 (all time) to 0.87 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FXB vs. UDN — Risk / Return Rank

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

FXB
FXB Risk / Return Rank: 1111
Overall Rank
FXB Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FXB Sortino Ratio Rank: 1111
Sortino Ratio Rank
FXB Omega Ratio Rank: 1010
Omega Ratio Rank
FXB Calmar Ratio Rank: 1313
Calmar Ratio Rank
FXB Martin Ratio Rank: 1212
Martin Ratio Rank

UDN
UDN Risk / Return Rank: 1111
Overall Rank
UDN Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
UDN Sortino Ratio Rank: 1010
Sortino Ratio Rank
UDN Omega Ratio Rank: 1010
Omega Ratio Rank
UDN Calmar Ratio Rank: 1212
Calmar Ratio Rank
UDN Martin Ratio Rank: 1212
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. UDN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® British Pound Sterling Trust (FXB) and Invesco DB US Dollar Index Bearish Fund (UDN). 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.


FXBUDNDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.04

1.04

0.00

Calmar ratioReturn relative to maximum drawdown

0.32

0.28

+0.04

Martin ratioReturn relative to average drawdown

0.67

0.60

+0.07

FXB vs. UDN - Sharpe Ratio Comparison

The current FXB Sharpe Ratio is 0.22, which is comparable to the UDN Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of FXB and UDN, 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


FXBUDNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.21

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

-0.11

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

-0.07

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

-0.09

+0.02

Drawdowns

FXB vs. UDN - Drawdown Comparison

The maximum FXB drawdown since its inception was -48.99%, which is greater than UDN's maximum drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for FXB and UDN.


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Drawdown Indicators


FXBUDNDifference

Max Drawdown

Largest peak-to-trough decline

-48.99%

-41.67%

-7.32%

Max Drawdown (1Y)

Largest decline over 1 year

-4.53%

-4.54%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-8.44%

-8.59%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

-22.50%

-2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-29.30%

-25.72%

-3.58%

Current Drawdown

Current decline from peak

-29.55%

-27.70%

-1.85%

Average Drawdown

Average peak-to-trough decline

-27.54%

-20.61%

-6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.11%

+0.05%

Volatility

FXB vs. UDN - Volatility Comparison

Invesco CurrencyShares® British Pound Sterling Trust (FXB) has a higher volatility of 1.78% compared to Invesco DB US Dollar Index Bearish Fund (UDN) at 1.27%. This indicates that FXB's price experiences larger fluctuations and is considered to be riskier than UDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXBUDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

1.27%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

4.84%

4.25%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

6.54%

6.09%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.48%

7.41%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.30%

6.92%

+2.38%

FXB vs. UDN - Expense Ratio Comparison

FXB has a 0.40% expense ratio, which is lower than UDN's 0.77% expense ratio.


Dividends

FXB vs. UDN - Dividend Comparison

FXB's dividend yield for the trailing twelve months is around 2.20%, less than UDN's 2.95% yield.


PositionTTM202520242023202220212020201920182017
FXB
Invesco CurrencyShares® British Pound Sterling Trust
2.20%2.44%3.25%2.59%0.29%0.00%0.00%0.00%0.00%0.00%
UDN
Invesco DB US Dollar Index Bearish Fund
2.95%2.94%5.33%5.21%0.69%0.00%0.00%1.38%1.26%0.11%

Frequently Asked Questions


FXB and UDN have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXB has higher volatility (1.78%) compared to UDN (1.27%). In terms of maximum drawdown, FXB dropped -48.99% vs UDN's -41.67%.

On 10-year performance, FXB leads with 0.00% vs -0.48% for UDN. On fees, FXB is cheaper at 0.40% per year. On volatility, UDN has been the lower-risk option at 1.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FXB has performed better with a 0.00% return vs -0.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXB is cheaper with a 0.40% expense ratio, compared with 0.77% for UDN.

UDN has the higher dividend yield at 2.95%, compared with 2.20% for FXB.

FXB tracks British Pound, while UDN tracks Deutsche Bank Short USD Currency Portfolio Index. Their fees differ too: 0.40% for FXB and 0.77% for UDN.

FXB currently has the higher Sharpe Ratio (0.22 vs 0.21), 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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