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FXE vs. ^DXY
Performance
Return for Risk
Drawdowns
Volatility

Performance

FXE vs. ^DXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Euro Currency Trust (FXE) and US Dollar Currency Index (^DXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXE achieves a -2.89% return, which is significantly lower than ^DXY's 1.13% return. Over the past 10 years, FXE has underperformed ^DXY with an annualized return of 0.27%, while ^DXY has yielded a comparatively higher 0.57% annualized return.


FXE

1D
0.16%
1M
-2.19%
YTD
-2.89%
6M
-3.08%
1Y
-1.80%
3Y*
2.93%
5Y*
-0.21%
10Y*
0.27%

^DXY

1D
-0.10%
1M
0.34%
YTD
1.13%
6M
1.52%
1Y
1.79%
3Y*
-1.49%
5Y*
1.98%
10Y*
0.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXE vs. ^DXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXE
Invesco CurrencyShares® Euro Currency Trust
-2.89%14.52%-4.18%4.87%-6.57%-7.83%7.94%-2.90%-5.30%13.05%
^DXY
US Dollar Currency Index
1.13%-9.37%7.06%-2.11%7.87%6.71%-6.69%0.22%4.40%-9.87%

Correlation

The correlation between FXE and ^DXY is -0.91, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.91

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

-0.93

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

-0.93

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

-0.93

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2005

-0.92

The correlation between FXE and ^DXY has been stable across timeframes, ranging from -0.93 to -0.91 - a consistent structural relationship.

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Return for Risk

FXE vs. ^DXY — Risk / Return Rank

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

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

^DXY
^DXY Risk / Return Rank: 1717
Overall Rank
^DXY Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
^DXY Sortino Ratio Rank: 1515
Sortino Ratio Rank
^DXY Omega Ratio Rank: 1515
Omega Ratio Rank
^DXY Calmar Ratio Rank: 1919
Calmar Ratio Rank
^DXY Martin Ratio Rank: 1919
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.

FXE vs. ^DXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Euro Currency Trust (FXE) and US Dollar Currency Index (^DXY). 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.


FXE^DXYDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

0.96

1.02

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.33

0.16

-0.49

Martin ratioReturn relative to average drawdown

-0.77

0.36

-1.13

FXE vs. ^DXY - Sharpe Ratio Comparison

The current FXE Sharpe Ratio is -0.29, which is lower than the ^DXY Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of FXE and ^DXY, 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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Drawdowns

FXE vs. ^DXY - Drawdown Comparison

The maximum FXE drawdown since its inception was -43.33%, roughly equal to the maximum ^DXY drawdown of -45.13%. Use the drawdown chart below to compare losses from any high point for FXE and ^DXY.


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Drawdown Indicators


FXE^DXYDifference

Max Drawdown

Largest peak-to-trough decline

-43.33%

-45.13%

+1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-5.40%

-4.00%

-1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-8.12%

-12.49%

+4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.61%

-15.68%

-4.93%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

-15.68%

-10.78%

Current Drawdown

Current decline from peak

-29.37%

-23.51%

-5.86%

Average Drawdown

Average peak-to-trough decline

-22.32%

-28.16%

+5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

1.76%

+0.57%

Volatility

FXE vs. ^DXY - Volatility Comparison

Invesco CurrencyShares® Euro Currency Trust (FXE) has a higher volatility of 1.55% compared to US Dollar Currency Index (^DXY) at 0.94%. This indicates that FXE's price experiences larger fluctuations and is considered to be riskier than ^DXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXE^DXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

0.94%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

4.40%

3.91%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

6.21%

5.70%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

6.97%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.26%

6.49%

+0.77%

Frequently Asked Questions


FXE and ^DXY have a correlation of -0.91, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXE has higher volatility (1.55%) compared to ^DXY (0.94%). In terms of maximum drawdown, FXE dropped -43.33% vs ^DXY's -45.13%.

^DXY currently has the higher Sharpe Ratio (0.11 vs -0.29), 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 FXE and ^DXY

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

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