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FXC vs. CWO.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXC vs. CWO.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Canadian Dollar Trust (FXC) and iShares Emerging Markets Fundamental Index ETF (CWO.NEO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FXC is traded in USD, while CWO.NEO is traded in CAD. To make them comparable, the CWO.NEO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FXC achieves a -0.74% return, which is significantly lower than CWO.NEO's 14.56% return. Over the past 10 years, FXC has underperformed CWO.NEO with an annualized return of -0.15%, while CWO.NEO has yielded a comparatively higher 10.85% annualized return.


FXC

1D
0.01%
1M
-1.76%
YTD
-0.74%
6M
1.05%
1Y
-0.81%
3Y*
0.26%
5Y*
-1.74%
10Y*
-0.15%

CWO.NEO

1D
1.70%
1M
3.79%
YTD
14.56%
6M
15.59%
1Y
37.24%
3Y*
22.42%
5Y*
9.14%
10Y*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXC vs. CWO.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXC
Invesco CurrencyShares® Canadian Dollar Trust
-0.74%5.24%-5.96%4.35%-6.44%0.22%1.92%5.94%-7.54%6.72%
CWO.NEO
iShares Emerging Markets Fundamental Index ETF
14.56%32.39%12.67%12.06%-15.12%7.92%-1.18%16.39%-8.04%25.25%

Correlation

The correlation between FXC and CWO.NEO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.40

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

0.48

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

0.47

Correlation (All Time)
Calculated using the full available price history since May 5, 2009

0.53

Over the past year, the correlation between FXC and CWO.NEO has dropped to 0.28 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

FXC vs. CWO.NEO — Risk / Return Rank

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

FXC
FXC Risk / Return Rank: 77
Overall Rank
FXC Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FXC Sortino Ratio Rank: 66
Sortino Ratio Rank
FXC Omega Ratio Rank: 66
Omega Ratio Rank
FXC Calmar Ratio Rank: 77
Calmar Ratio Rank
FXC Martin Ratio Rank: 77
Martin Ratio Rank

CWO.NEO
CWO.NEO Risk / Return Rank: 7373
Overall Rank
CWO.NEO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CWO.NEO Sortino Ratio Rank: 7171
Sortino Ratio Rank
CWO.NEO Omega Ratio Rank: 7777
Omega Ratio Rank
CWO.NEO Calmar Ratio Rank: 7070
Calmar Ratio Rank
CWO.NEO Martin Ratio Rank: 7171
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.

FXC vs. CWO.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Canadian Dollar Trust (FXC) and iShares Emerging Markets Fundamental Index ETF (CWO.NEO). 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.


FXCCWO.NEODifference

Sharpe ratio

Return per unit of total volatility

-0.18

2.31

-2.49

Sortino ratio

Return per unit of downside risk

-0.24

3.06

-3.30

Omega ratio

Gain probability vs. loss probability

0.97

1.42

-0.45

Calmar ratio

Return relative to maximum drawdown

-0.16

3.34

-3.50

Martin ratio

Return relative to average drawdown

-0.32

12.56

-12.87

FXC vs. CWO.NEO - Sharpe Ratio Comparison

The current FXC Sharpe Ratio is -0.18, which is lower than the CWO.NEO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of FXC and CWO.NEO, 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


FXCCWO.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

2.31

-2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.49

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.55

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.30

-0.35

Drawdowns

FXC vs. CWO.NEO - Drawdown Comparison

The maximum FXC drawdown since its inception was -35.39%, smaller than the maximum CWO.NEO drawdown of -55.27%. Use the drawdown chart below to compare losses from any high point for FXC and CWO.NEO.


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Drawdown Indicators


FXCCWO.NEODifference

Max Drawdown

Largest peak-to-trough decline

-35.39%

-55.27%

+19.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.78%

-11.21%

+7.43%

Max Drawdown (3Y)

Largest decline over 3 years

-7.34%

-17.69%

+10.35%

Max Drawdown (5Y)

Largest decline over 5 years

-13.53%

-29.94%

+16.41%

Max Drawdown (10Y)

Largest decline over 10 years

-15.46%

-40.79%

+25.33%

Current Drawdown

Current decline from peak

-28.56%

0.00%

-28.56%

Average Drawdown

Average peak-to-trough decline

-19.91%

-17.73%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.97%

-0.99%

Volatility

FXC vs. CWO.NEO - Volatility Comparison

The current volatility for Invesco CurrencyShares® Canadian Dollar Trust (FXC) is 0.69%, while iShares Emerging Markets Fundamental Index ETF (CWO.NEO) has a volatility of 5.27%. This indicates that FXC experiences smaller price fluctuations and is considered to be less risky than CWO.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXCCWO.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

5.27%

-4.58%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

13.09%

-9.84%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

16.18%

-11.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.37%

18.64%

-12.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.66%

19.92%

-13.26%

FXC vs. CWO.NEO - Expense Ratio Comparison

FXC has a 0.40% expense ratio, which is lower than CWO.NEO's 0.73% expense ratio.


Dividends

FXC vs. CWO.NEO - Dividend Comparison

FXC's dividend yield for the trailing twelve months is around 0.26%, less than CWO.NEO's 2.42% yield.


PositionTTM20252024202320222021202020192018201720162015
CWO.NEO
iShares Emerging Markets Fundamental Index ETF
2.42%2.79%3.50%4.14%5.03%4.61%2.64%3.01%3.22%2.60%2.57%3.23%
FXC
Invesco CurrencyShares® Canadian Dollar Trust
0.26%0.55%2.23%2.01%0.31%0.00%0.19%0.75%0.42%0.02%0.00%0.02%

Frequently Asked Questions


FXC and CWO.NEO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FXC is cheaper with a 0.40% expense ratio, compared with 0.73% for CWO.NEO.

FXC is categorized as Currency, while CWO.NEO is Emerging Markets Equities. FXC tracks Canadian Dollar, while CWO.NEO tracks FTSE RAFI Emerging Markets Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.40% for FXC and 0.73% for CWO.NEO.

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