PortfoliosLab logoPortfoliosLab logo
FXC vs. KCSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXC vs. KCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Canadian Dollar Trust (FXC) and KraneShares Sustainable Ultra Short Duration Index ETF (KCSH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FXC achieves a -3.29% return, which is significantly lower than KCSH's 1.69% return.


FXC

1D
-0.39%
1M
-2.71%
YTD
-3.29%
6M
-3.54%
1Y
-3.10%
3Y*
-1.21%
5Y*
-1.89%
10Y*
-0.37%

KCSH

1D
0.02%
1M
0.32%
YTD
1.69%
6M
1.81%
1Y
4.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXC vs. KCSH - Yearly Performance Comparison


Correlation

The correlation between FXC and KCSH is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2024

-0.03

Compare stocks, funds, or ETFs

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


Return for Risk

FXC vs. KCSH — Risk / Return Rank

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

FXC
FXC Risk / Return Rank: 33
Overall Rank
FXC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FXC Sortino Ratio Rank: 33
Sortino Ratio Rank
FXC Omega Ratio Rank: 33
Omega Ratio Rank
FXC Calmar Ratio Rank: 44
Calmar Ratio Rank
FXC Martin Ratio Rank: 11
Martin Ratio Rank

KCSH
KCSH Risk / Return Rank: 9696
Overall Rank
KCSH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
KCSH Sortino Ratio Rank: 9595
Sortino Ratio Rank
KCSH Omega Ratio Rank: 9898
Omega Ratio Rank
KCSH Calmar Ratio Rank: 9595
Calmar Ratio Rank
KCSH Martin Ratio Rank: 9898
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. KCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Canadian Dollar Trust (FXC) and KraneShares Sustainable Ultra Short Duration Index ETF (KCSH). 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.


FXCKCSHDifference
Sharpe ratioReturn per unit of total volatility

-3.91

Sortino ratioReturn per unit of downside risk

-5.53

Omega ratioGain probability vs. loss probability

0.89

2.09

-1.20

Calmar ratioReturn relative to maximum drawdown

-0.62

6.89

-7.52

Martin ratioReturn relative to average drawdown

-1.44

57.89

-59.33

FXC vs. KCSH - Sharpe Ratio Comparison

The current FXC Sharpe Ratio is -0.69, which is lower than the KCSH Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of FXC and KCSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FXC vs. KCSH - Drawdown Comparison

The maximum FXC drawdown since its inception was -35.39%, which is greater than KCSH's maximum drawdown of -0.58%. Use the drawdown chart below to compare losses from any high point for FXC and KCSH.


Loading charts...

Drawdown Indicators


FXCKCSHDifference

Max Drawdown

Largest peak-to-trough decline

-35.39%

-0.58%

-34.81%

Max Drawdown (1Y)

Largest decline over 1 year

-4.99%

-0.58%

-4.41%

Max Drawdown (3Y)

Largest decline over 3 years

-7.34%

Max Drawdown (5Y)

Largest decline over 5 years

-11.93%

Max Drawdown (10Y)

Largest decline over 10 years

-15.46%

Current Drawdown

Current decline from peak

-30.39%

-0.00%

-30.39%

Average Drawdown

Average peak-to-trough decline

-19.94%

-0.03%

-19.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

0.07%

+2.09%

Volatility

FXC vs. KCSH - Volatility Comparison

Invesco CurrencyShares® Canadian Dollar Trust (FXC) has a higher volatility of 1.10% compared to KraneShares Sustainable Ultra Short Duration Index ETF (KCSH) at 0.20%. This indicates that FXC's price experiences larger fluctuations and is considered to be riskier than KCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FXCKCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.20%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

0.46%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.50%

1.25%

+3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

1.31%

+5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.62%

1.31%

+5.31%

FXC vs. KCSH - Expense Ratio Comparison

FXC has a 0.40% expense ratio, which is higher than KCSH's 0.20% expense ratio.


Dividends

FXC vs. KCSH - Dividend Comparison

FXC's dividend yield for the trailing twelve months is around 0.27%, less than KCSH's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
FXC
Invesco CurrencyShares® Canadian Dollar Trust
0.27%0.55%2.23%2.01%0.31%0.00%0.19%0.75%0.42%0.02%0.00%0.02%
KCSH
KraneShares Sustainable Ultra Short Duration Index ETF
3.96%4.35%2.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FXC and KCSH have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXC has higher volatility (1.10%) compared to KCSH (0.20%). In terms of maximum drawdown, FXC dropped -35.39% vs KCSH's -0.58%.

On 1-year performance, KCSH leads with 4.00% vs -3.10% for FXC. On fees, KCSH is cheaper at 0.20% per year. On volatility, KCSH has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KCSH has performed better with a 4.00% return vs -3.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KCSH is cheaper with a 0.20% expense ratio, compared with 0.40% for FXC.

KCSH has the higher dividend yield at 3.96%, compared with 0.27% for FXC.

FXC is categorized as Currency, while KCSH is Ultrashort Bond. FXC tracks Canadian Dollar, while KCSH tracks Solactive ISS Sustainable Select 0-1 Year USD Corporate IG Index. They also come from different issuers: Invesco and KraneShares. Their fees differ too: 0.40% for FXC and 0.20% for KCSH.

KCSH currently has the higher Sharpe Ratio (3.21 vs -0.69), 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 FXC and KCSH

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

Open Portfolio Optimizer