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FXE vs. UDN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, FXE achieves a -2.81% return, which is significantly lower than UDN's -2.36% return. Over the past 10 years, FXE has outperformed UDN with an annualized return of 0.23%, while UDN has yielded a comparatively lower -0.45% annualized return.


FXE

1D
-0.38%
1M
-1.87%
YTD
-2.81%
6M
-3.08%
1Y
-1.02%
3Y*
3.01%
5Y*
-0.19%
10Y*
0.23%

UDN

1D
-0.34%
1M
-2.04%
YTD
-2.36%
6M
-2.68%
1Y
-1.37%
3Y*
2.64%
5Y*
-0.72%
10Y*
-0.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXE vs. UDN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXE
Invesco CurrencyShares® Euro Currency Trust
-2.81%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
-2.36%12.37%-4.53%4.88%-7.96%-7.03%6.20%-0.97%-5.02%9.50%

Correlation

The correlation between FXE and UDN is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.94

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

0.95

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

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2007

0.95

The correlation between FXE and UDN has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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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: 77
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: 77
Martin Ratio Rank

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

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.


FXEUDNDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

0.98

0.97

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.20

-0.28

+0.08

Martin ratioReturn relative to average drawdown

-0.45

-0.60

+0.15

FXE vs. UDN - Sharpe Ratio Comparison

The current FXE Sharpe Ratio is -0.17, which is comparable to the UDN Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of FXE and UDN, 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. 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

-5.17%

-4.91%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-8.12%

-8.59%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-20.61%

-20.82%

+0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

-25.72%

-0.74%

Current Drawdown

Current decline from peak

-29.31%

-28.97%

-0.34%

Average Drawdown

Average peak-to-trough decline

-22.32%

-20.63%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.28%

0.00%

Volatility

FXE vs. UDN - Volatility Comparison

Invesco CurrencyShares® Euro Currency Trust (FXE) has a higher volatility of 1.55% compared to Invesco DB US Dollar Index Bearish Fund (UDN) at 1.37%. 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

1.55%

1.37%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

4.41%

4.34%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

6.24%

6.05%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

7.41%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.27%

6.86%

+0.41%

FXE vs. UDN - Expense Ratio Comparison

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


Dividends

FXE vs. UDN - Dividend Comparison

FXE's dividend yield for the trailing twelve months is around 0.74%, less than UDN's 3.01% yield.


PositionTTM202520242023202220212020201920182017
FXE
Invesco CurrencyShares® Euro Currency Trust
0.74%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
3.01%2.94%5.33%5.21%0.69%0.00%0.00%1.38%1.26%0.11%

Frequently Asked Questions


With a correlation of 0.96, FXE and UDN move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FXE has higher volatility (1.55%) compared to UDN (1.37%). In terms of maximum drawdown, FXE dropped -43.33% vs UDN's -41.67%.

On 10-year performance, FXE leads with 0.23% vs -0.45% for UDN. On fees, FXE is cheaper at 0.40% per year. On volatility, UDN has been the lower-risk option at 1.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FXE has performed better with a 0.23% return vs -0.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXE is cheaper with a 0.40% expense ratio, compared with 0.77% for UDN.

UDN has the higher dividend yield at 3.01%, compared with 0.74% for FXE.

FXE tracks Euro, while UDN tracks Deutsche Bank Short USD Currency Portfolio Index. Their fees differ too: 0.40% for FXE and 0.77% for UDN.

FXE currently has the higher Sharpe Ratio (-0.17 vs -0.23), 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 UDN

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