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FXC vs. FXA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FXC vs. FXA - Performance Comparison

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

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FXC vs. FXA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXC
Invesco CurrencyShares® Canadian Dollar Trust
-1.29%5.24%-5.96%4.35%-6.44%0.22%1.92%5.94%-7.54%6.72%
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%

Returns By Period

In the year-to-date period, FXC achieves a -1.29% return, which is significantly lower than FXA's 3.69% return. Over the past 10 years, FXC has outperformed FXA with an annualized return of -0.16%, while FXA has yielded a comparatively lower -0.46% annualized return.


FXC

1D
0.04%
1M
-1.92%
YTD
-1.29%
6M
0.06%
1Y
3.69%
3Y*
0.42%
5Y*
-1.15%
10Y*
-0.16%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FXC vs. FXA - Expense Ratio Comparison

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


Return for Risk

FXC vs. FXA — Risk / Return Rank

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

FXC
FXC Risk / Return Rank: 3333
Overall Rank
FXC Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FXC Sortino Ratio Rank: 4040
Sortino Ratio Rank
FXC Omega Ratio Rank: 3232
Omega Ratio Rank
FXC Calmar Ratio Rank: 3434
Calmar Ratio Rank
FXC Martin Ratio Rank: 2424
Martin Ratio Rank

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
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. FXA - Risk-Adjusted Trends Comparison

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


FXCFXADifference

Sharpe ratio

Return per unit of total volatility

0.68

1.17

-0.49

Sortino ratio

Return per unit of downside risk

1.12

1.63

-0.51

Omega ratio

Gain probability vs. loss probability

1.13

1.22

-0.09

Calmar ratio

Return relative to maximum drawdown

0.84

1.98

-1.14

Martin ratio

Return relative to average drawdown

1.72

7.27

-5.55

FXC vs. FXA - Sharpe Ratio Comparison

The current FXC Sharpe Ratio is 0.68, which is lower than the FXA Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FXC and FXA, 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


FXCFXADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.17

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.12

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

-0.05

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.13

-0.18

Correlation

The correlation between FXC and FXA is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FXC vs. FXA - Dividend Comparison

FXC's dividend yield for the trailing twelve months is around 0.37%, less than FXA's 1.03% yield.


TTM20252024202320222021202020192018201720162015
FXC
Invesco CurrencyShares® Canadian Dollar Trust
0.37%0.55%2.23%2.01%0.31%0.00%0.19%0.75%0.42%0.02%0.00%0.02%
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%

Drawdowns

FXC vs. FXA - Drawdown Comparison

The maximum FXC drawdown since its inception was -35.39%, smaller than the maximum FXA drawdown of -40.97%. Use the drawdown chart below to compare losses from any high point for FXC and FXA.


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Drawdown Indicators


FXCFXADifference

Max Drawdown

Largest peak-to-trough decline

-35.39%

-40.97%

+5.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.78%

-5.55%

+1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-13.86%

-21.99%

+8.13%

Max Drawdown (10Y)

Largest decline over 10 years

-15.46%

-27.99%

+12.53%

Current Drawdown

Current decline from peak

-28.96%

-26.96%

-2.00%

Average Drawdown

Average peak-to-trough decline

-19.84%

-18.77%

-1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.51%

+0.32%

Volatility

FXC vs. FXA - Volatility Comparison

The current volatility for Invesco CurrencyShares® Canadian Dollar Trust (FXC) is 1.29%, while Invesco CurrencyShares Australian Dollar Trust (FXA) has a volatility of 3.43%. This indicates that FXC experiences smaller price fluctuations and is considered to be less risky than FXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXCFXADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

3.43%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.31%

5.95%

-2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.47%

9.99%

-4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.43%

10.46%

-4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.76%

10.00%

-3.24%