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FXE vs. DAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXE vs. DAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Euro Currency Trust (FXE) and Global X DAX Germany ETF (DAX). 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 -1.03% return, which is significantly lower than DAX's -0.66% return. Over the past 10 years, FXE has underperformed DAX with an annualized return of 0.15%, while DAX has yielded a comparatively higher 8.97% annualized return.


FXE

1D
-0.29%
1M
-0.82%
YTD
-1.03%
6M
-0.26%
1Y
2.68%
3Y*
4.26%
5Y*
-0.23%
10Y*
0.15%

DAX

1D
-1.53%
1M
2.29%
YTD
-0.66%
6M
2.93%
1Y
3.88%
3Y*
17.88%
5Y*
7.71%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXE vs. DAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXE
Invesco CurrencyShares® Euro Currency Trust
-1.03%14.52%-4.18%4.87%-6.57%-7.83%7.94%-2.90%-5.30%13.05%
DAX
Global X DAX Germany ETF
-0.66%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%

Correlation

The correlation between FXE and DAX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.51

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

0.55

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

0.42

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2014

0.36

The correlation between FXE and DAX shifts across timeframes, from 0.36 (all time) to 0.55 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FXE vs. DAX — 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: 1515
Sharpe Ratio Rank
FXE Sortino Ratio Rank: 1414
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

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

FXE vs. DAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Euro Currency Trust (FXE) and Global X DAX Germany ETF (DAX). 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.


FXEDAXDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.08

1.05

+0.03

Calmar ratioReturn relative to maximum drawdown

0.54

0.26

+0.27

Martin ratioReturn relative to average drawdown

1.28

0.83

+0.45

FXE vs. DAX - Sharpe Ratio Comparison

The current FXE Sharpe Ratio is 0.43, which is higher than the DAX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of FXE and DAX, 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


FXEDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.22

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.38

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.42

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.35

-0.33

Drawdowns

FXE vs. DAX - Drawdown Comparison

The maximum FXE drawdown since its inception was -43.33%, roughly equal to the maximum DAX drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for FXE and DAX.


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Drawdown Indicators


FXEDAXDifference

Max Drawdown

Largest peak-to-trough decline

-43.33%

-45.58%

+2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-14.82%

+9.80%

Max Drawdown (3Y)

Largest decline over 3 years

-8.12%

-16.03%

+7.91%

Max Drawdown (5Y)

Largest decline over 5 years

-22.32%

-39.96%

+17.64%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

-45.58%

+19.12%

Current Drawdown

Current decline from peak

-28.01%

-4.63%

-23.38%

Average Drawdown

Average peak-to-trough decline

-22.31%

-10.51%

-11.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

4.68%

-2.59%

Volatility

FXE vs. DAX - Volatility Comparison

The current volatility for Invesco CurrencyShares® Euro Currency Trust (FXE) is 1.21%, while Global X DAX Germany ETF (DAX) has a volatility of 6.09%. This indicates that FXE experiences smaller price fluctuations and is considered to be less risky than DAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXEDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

6.09%

-4.88%

Volatility (6M)

Calculated over the trailing 6-month period

4.24%

14.37%

-10.13%

Volatility (1Y)

Calculated over the trailing 1-year period

6.24%

17.66%

-11.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

20.38%

-12.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.32%

21.28%

-13.96%

FXE vs. DAX - Expense Ratio Comparison

FXE has a 0.40% expense ratio, which is higher than DAX's 0.20% expense ratio.


Dividends

FXE vs. DAX - Dividend Comparison

FXE's dividend yield for the trailing twelve months is around 0.73%, less than DAX's 1.48% yield.


PositionTTM20252024202320222021202020192018201720162015
DAX
Global X DAX Germany ETF
1.48%1.47%2.24%2.48%2.80%2.65%2.25%2.47%3.33%1.73%1.78%1.41%
FXE
Invesco CurrencyShares® Euro Currency Trust
0.73%0.94%2.28%1.49%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FXE and DAX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAX has higher volatility (6.09%) compared to FXE (1.21%). In terms of maximum drawdown, FXE dropped -43.33% vs DAX's -45.58%.

On 10-year performance, DAX leads with 8.97% vs 0.15% for FXE. On fees, DAX is cheaper at 0.20% per year. On volatility, FXE has been the lower-risk option at 1.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DAX has performed better with a 8.97% return vs 0.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DAX is cheaper with a 0.20% expense ratio, compared with 0.40% for FXE.

DAX has the higher dividend yield at 1.48%, compared with 0.73% for FXE.

FXE is categorized as Currency, while DAX is Europe Equities. FXE tracks Euro, while DAX tracks DAX Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.40% for FXE and 0.20% for DAX.

FXE currently has the higher Sharpe Ratio (0.43 vs 0.22), 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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