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FXC vs. USDU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FXC vs. USDU - Performance Comparison

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

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FXC vs. USDU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXC
Invesco CurrencyShares® Canadian Dollar Trust
-1.16%5.24%-5.96%4.35%-6.44%0.22%1.92%5.94%-7.54%6.72%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
1.86%-3.14%14.56%3.10%7.67%4.07%-5.43%1.54%5.40%-7.44%

Returns By Period

In the year-to-date period, FXC achieves a -1.16% return, which is significantly lower than USDU's 1.86% return. Over the past 10 years, FXC has underperformed USDU with an annualized return of -0.15%, while USDU has yielded a comparatively higher 2.70% annualized return.


FXC

1D
0.14%
1M
-1.53%
YTD
-1.16%
6M
0.40%
1Y
3.27%
3Y*
0.47%
5Y*
-1.13%
10Y*
-0.15%

USDU

1D
-0.19%
1M
1.66%
YTD
1.86%
6M
3.49%
1Y
0.52%
3Y*
5.21%
5Y*
4.91%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FXC vs. USDU - Expense Ratio Comparison

FXC has a 0.40% expense ratio, which is lower than USDU's 0.51% expense ratio.


Return for Risk

FXC vs. USDU — Risk / Return Rank

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

FXC
FXC Risk / Return Rank: 3030
Overall Rank
FXC Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FXC Sortino Ratio Rank: 3232
Sortino Ratio Rank
FXC Omega Ratio Rank: 2626
Omega Ratio Rank
FXC Calmar Ratio Rank: 3737
Calmar Ratio Rank
FXC Martin Ratio Rank: 2626
Martin Ratio Rank

USDU
USDU Risk / Return Rank: 1212
Overall Rank
USDU Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
USDU Sortino Ratio Rank: 1212
Sortino Ratio Rank
USDU Omega Ratio Rank: 1111
Omega Ratio Rank
USDU Calmar Ratio Rank: 1212
Calmar Ratio Rank
USDU 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.

FXC vs. USDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Canadian Dollar Trust (FXC) and WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU). 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.


FXCUSDUDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.08

+0.53

Sortino ratio

Return per unit of downside risk

0.99

0.16

+0.84

Omega ratio

Gain probability vs. loss probability

1.11

1.02

+0.10

Calmar ratio

Return relative to maximum drawdown

1.01

0.02

+0.99

Martin ratio

Return relative to average drawdown

2.08

0.04

+2.04

FXC vs. USDU - Sharpe Ratio Comparison

The current FXC Sharpe Ratio is 0.61, which is higher than the USDU Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of FXC and USDU, 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


FXCUSDUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.08

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.74

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.36

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.44

-0.49

Correlation

The correlation between FXC and USDU is -0.58. 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.


Dividends

FXC vs. USDU - Dividend Comparison

FXC's dividend yield for the trailing twelve months is around 0.33%, less than USDU's 3.76% yield.


TTM20252024202320222021202020192018201720162015
FXC
Invesco CurrencyShares® Canadian Dollar Trust
0.33%0.55%2.23%2.01%0.31%0.00%0.19%0.75%0.42%0.02%0.00%0.02%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
3.76%3.83%3.97%6.99%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%

Drawdowns

FXC vs. USDU - Drawdown Comparison

The maximum FXC drawdown since its inception was -35.39%, which is greater than USDU's maximum drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for FXC and USDU.


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Drawdown Indicators


FXCUSDUDifference

Max Drawdown

Largest peak-to-trough decline

-35.39%

-14.54%

-20.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.78%

-5.36%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-13.86%

-9.28%

-4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-15.46%

-14.54%

-0.92%

Current Drawdown

Current decline from peak

-28.86%

-2.29%

-26.57%

Average Drawdown

Average peak-to-trough decline

-19.85%

-4.74%

-15.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

2.86%

-1.02%

Volatility

FXC vs. USDU - Volatility Comparison

The current volatility for Invesco CurrencyShares® Canadian Dollar Trust (FXC) is 1.30%, while WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU) has a volatility of 1.85%. This indicates that FXC experiences smaller price fluctuations and is considered to be less risky than USDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXCUSDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

1.85%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.31%

4.20%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

5.45%

6.86%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.43%

6.65%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.76%

7.49%

-0.73%