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FXE vs. CZK=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

FXE vs. CZK=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Euro Currency Trust (FXE) and US Dollar/Czech Koruna FX (CZK=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FXE is traded in USD, while CZK=X is traded in CZK. To make them comparable, the CZK=X values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FXE achieves a -2.20% return, which is significantly lower than CZK=X's 0.03% return. Over the past 10 years, FXE has outperformed CZK=X with an annualized return of 0.35%, while CZK=X has yielded a comparatively lower 0.01% annualized return.


FXE

1D
0.04%
1M
-0.35%
6M
-0.97%
YTD
-2.20%
1Y
-0.59%
3Y*
2.14%
5Y*
0.17%
10Y*
0.35%

CZK=X

1D
0.06%
1M
-0.00%
6M
0.07%
YTD
0.03%
1Y
0.06%
3Y*
0.02%
5Y*
0.03%
10Y*
0.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXE vs. CZK=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXE
Invesco CurrencyShares® Euro Currency Trust
-2.20%14.52%-4.18%4.87%-6.57%-7.83%7.94%-2.90%-5.30%13.05%
CZK=X
US Dollar/Czech Koruna FX
0.03%0.03%-0.05%0.11%-0.08%-0.06%0.08%-0.01%0.11%-0.07%

Correlation

The correlation between FXE and CZK=X is -0.08, 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

-0.08

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

-0.05

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

-0.06

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2007

-0.12

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Return for Risk

FXE vs. CZK=X — Risk / Return Rank

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

FXE
FXE Risk / Return Rank: 88
Overall Rank
FXE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FXE Sortino Ratio Rank: 88
Sortino Ratio Rank
FXE Omega Ratio Rank: 88
Omega Ratio Rank
FXE Calmar Ratio Rank: 99
Calmar Ratio Rank
FXE Martin Ratio Rank: 99
Martin Ratio Rank

CZK=X
CZK=X Risk / Return Rank: 4444
Overall Rank
CZK=X Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CZK=X Sortino Ratio Rank: 4444
Sortino Ratio Rank
CZK=X Omega Ratio Rank: 4444
Omega Ratio Rank
CZK=X Calmar Ratio Rank: 4444
Calmar Ratio Rank
CZK=X Martin Ratio Rank: 4545
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. CZK=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Euro Currency Trust (FXE) and US Dollar/Czech Koruna FX (CZK=X). 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.


FXECZK=XDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

0.99

1.01

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.11

0.09

-0.20

Martin ratioReturn relative to average drawdown

-0.23

0.24

-0.47

FXE vs. CZK=X - Sharpe Ratio Comparison

The current FXE Sharpe Ratio is -0.10, which is lower than the CZK=X Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of FXE and CZK=X, 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. CZK=X - Drawdown Comparison

The maximum FXE drawdown since its inception was -43.33%, which is greater than CZK=X's maximum drawdown of -6.24%. Use the drawdown chart below to compare losses from any high point for FXE and CZK=X.


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Drawdown Indicators


FXECZK=XDifference

Max Drawdown

Largest peak-to-trough decline

-43.33%

-6.24%

-37.09%

Max Drawdown (1Y)

Largest decline over 1 year

-5.40%

-0.54%

-4.86%

Max Drawdown (3Y)

Largest decline over 3 years

-8.12%

-0.81%

-7.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.21%

-1.89%

-18.32%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

-1.89%

-24.57%

Current Drawdown

Current decline from peak

-28.87%

-3.41%

-25.46%

Average Drawdown

Average peak-to-trough decline

-22.34%

-3.01%

-19.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

0.21%

+2.37%

Volatility

FXE vs. CZK=X - Volatility Comparison

Invesco CurrencyShares® Euro Currency Trust (FXE) has a higher volatility of 1.58% compared to US Dollar/Czech Koruna FX (CZK=X) at 0.24%. This indicates that FXE's price experiences larger fluctuations and is considered to be riskier than CZK=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXECZK=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

0.24%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.47%

1.06%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

6.17%

1.41%

+4.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.65%

1.60%

+6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.26%

1.50%

+5.76%

Frequently Asked Questions


FXE and CZK=X have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXE has higher volatility (1.58%) compared to CZK=X (0.24%). In terms of maximum drawdown, FXE dropped -43.33% vs CZK=X's -6.24%.

CZK=X currently has the higher Sharpe Ratio (0.03 vs -0.10), 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

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