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FXE vs. UDN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FXE vs. UDN - Performance Comparison

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

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FXE vs. UDN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXE
Invesco CurrencyShares® Euro Currency Trust
-1.45%14.52%-4.18%4.87%-6.57%-7.83%7.94%-2.90%-5.30%13.05%
UDN
Invesco DB US Dollar Index Bearish Fund
-1.32%12.37%-4.53%4.88%-7.96%-7.03%6.20%-0.97%-5.02%9.50%

Returns By Period

In the year-to-date period, FXE achieves a -1.45% return, which is significantly lower than UDN's -1.32% return. Over the past 10 years, FXE has outperformed UDN with an annualized return of 0.07%, while UDN has yielded a comparatively lower -0.49% annualized return.


FXE

1D
0.85%
1M
-2.13%
YTD
-1.45%
6M
-1.19%
1Y
7.67%
3Y*
3.75%
5Y*
0.31%
10Y*
0.07%

UDN

1D
0.67%
1M
-2.23%
YTD
-1.32%
6M
-1.54%
1Y
5.59%
3Y*
3.05%
5Y*
-0.33%
10Y*
-0.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FXE vs. UDN - Expense Ratio Comparison

FXE has a 0.40% expense ratio, which is lower than UDN's 0.77% expense ratio.


Return for Risk

FXE vs. UDN — Risk / Return Rank

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

FXE
FXE Risk / Return Rank: 5757
Overall Rank
FXE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FXE Sortino Ratio Rank: 6767
Sortino Ratio Rank
FXE Omega Ratio Rank: 5252
Omega Ratio Rank
FXE Calmar Ratio Rank: 6262
Calmar Ratio Rank
FXE Martin Ratio Rank: 4545
Martin Ratio Rank

UDN
UDN Risk / Return Rank: 4242
Overall Rank
UDN Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UDN Sortino Ratio Rank: 4646
Sortino Ratio Rank
UDN Omega Ratio Rank: 3535
Omega Ratio Rank
UDN Calmar Ratio Rank: 5050
Calmar Ratio Rank
UDN Martin Ratio Rank: 3434
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. UDN - Risk-Adjusted Trends Comparison

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


FXEUDNDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.76

+0.25

Sortino ratio

Return per unit of downside risk

1.62

1.21

+0.41

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

1.51

1.22

+0.30

Martin ratio

Return relative to average drawdown

4.05

2.94

+1.12

FXE vs. UDN - Sharpe Ratio Comparison

The current FXE Sharpe Ratio is 1.01, which is higher than the UDN Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FXE and UDN, 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


FXEUDNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.76

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.04

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

-0.07

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.10

+0.11

Correlation

The correlation between FXE and UDN is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FXE vs. UDN - Dividend Comparison

FXE's dividend yield for the trailing twelve months is around 0.81%, less than UDN's 2.98% yield.


TTM202520242023202220212020201920182017
FXE
Invesco CurrencyShares® Euro Currency Trust
0.81%0.94%2.28%1.49%0.01%0.00%0.00%0.00%0.00%0.00%
UDN
Invesco DB US Dollar Index Bearish Fund
2.98%2.94%5.33%5.21%0.69%0.00%0.00%1.38%1.26%0.11%

Drawdowns

FXE vs. UDN - Drawdown Comparison

The maximum FXE drawdown since its inception was -43.33%, roughly equal to the maximum UDN drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for FXE and UDN.


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Drawdown Indicators


FXEUDNDifference

Max Drawdown

Largest peak-to-trough decline

-43.33%

-41.67%

-1.66%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-4.54%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-22.75%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

-25.72%

-0.74%

Current Drawdown

Current decline from peak

-28.32%

-28.22%

-0.10%

Average Drawdown

Average peak-to-trough decline

-22.26%

-20.55%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.88%

-0.01%

Volatility

FXE vs. UDN - Volatility Comparison

Invesco CurrencyShares® Euro Currency Trust (FXE) has a higher volatility of 2.26% compared to Invesco DB US Dollar Index Bearish Fund (UDN) at 2.10%. This indicates that FXE's price experiences larger fluctuations and is considered to be riskier than UDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXEUDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

2.10%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.23%

4.26%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

7.65%

7.42%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.70%

7.43%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.37%

6.95%

+0.42%