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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 -0.84% return, which is significantly lower than CZK=X's 0.06% return. Over the past 10 years, FXE has outperformed CZK=X with an annualized return of 0.17%, while CZK=X has yielded a comparatively lower 0.01% annualized return.


FXE

1D
0.19%
1M
-0.62%
YTD
-0.84%
6M
0.08%
1Y
2.50%
3Y*
4.31%
5Y*
-0.19%
10Y*
0.17%

CZK=X

1D
0.04%
1M
0.07%
YTD
0.06%
6M
0.18%
1Y
0.06%
3Y*
0.06%
5Y*
0.02%
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
-0.84%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
0.06%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 -0.05, 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 (3Y)
Calculated over the trailing 3-year period

-0.03

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

-0.04

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

-0.12

The correlation between FXE and CZK=X shifts across timeframes, from -0.12 (all time) to -0.02 (10 years), reflecting how their relationship changes across market environments.

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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: 1515
Overall Rank
FXE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FXE Sortino Ratio Rank: 1515
Sortino Ratio Rank
FXE Omega Ratio Rank: 1414
Omega Ratio Rank
FXE Calmar Ratio Rank: 1515
Calmar Ratio Rank
FXE Martin Ratio Rank: 1515
Martin Ratio Rank

CZK=X
CZK=X Risk / Return Rank: 2525
Overall Rank
CZK=X Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CZK=X Sortino Ratio Rank: 2626
Sortino Ratio Rank
CZK=X Omega Ratio Rank: 2525
Omega Ratio Rank
CZK=X Calmar Ratio Rank: 2525
Calmar Ratio Rank
CZK=X Martin Ratio Rank: 2424
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.


FXECZK=XDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.07

1.01

+0.06

Calmar ratioReturn relative to maximum drawdown

0.50

0.18

+0.32

Martin ratioReturn relative to average drawdown

1.19

0.49

+0.70

FXE vs. CZK=X - Sharpe Ratio Comparison

The current FXE Sharpe Ratio is 0.40, which is higher than the CZK=X Sharpe Ratio of 0.07. 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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Sharpe Ratios by Period


FXECZK=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.07

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.01

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.01

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.00

+0.02

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

-5.02%

-0.54%

-4.48%

Max Drawdown (3Y)

Largest decline over 3 years

-8.12%

-0.81%

-7.31%

Max Drawdown (5Y)

Largest decline over 5 years

-22.32%

-1.89%

-20.43%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

-1.89%

-24.57%

Current Drawdown

Current decline from peak

-27.88%

-3.39%

-24.49%

Average Drawdown

Average peak-to-trough decline

-22.31%

-2.99%

-19.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

0.20%

+1.90%

Volatility

FXE vs. CZK=X - Volatility Comparison

Invesco CurrencyShares® Euro Currency Trust (FXE) has a higher volatility of 1.24% compared to US Dollar/Czech Koruna FX (CZK=X) at 0.20%. 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

1.24%

0.20%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.24%

1.10%

+3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

6.21%

1.49%

+4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

1.61%

+6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.32%

1.50%

+5.82%

Frequently Asked Questions


FXE and CZK=X 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.

FXE has higher volatility (1.24%) compared to CZK=X (0.20%). In terms of maximum drawdown, FXE dropped -43.33% vs CZK=X's -6.24%.

FXE currently has the higher Sharpe Ratio (0.40 vs 0.07), 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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