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FXF vs. SH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXF vs. SH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Swiss Franc Trust (FXF) and ProShares Short S&P500 (SH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXF achieves a -0.80% return, which is significantly higher than SH's -6.39% return. Over the past 10 years, FXF has outperformed SH with an annualized return of 1.06%, while SH has yielded a comparatively lower -12.83% annualized return.


FXF

1D
-0.15%
1M
-1.65%
YTD
-0.80%
6M
-0.32%
1Y
1.23%
3Y*
4.05%
5Y*
1.88%
10Y*
1.06%

SH

1D
-0.50%
1M
1.30%
YTD
-6.39%
6M
-6.43%
1Y
-15.90%
3Y*
-11.96%
5Y*
-8.68%
10Y*
-12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXF vs. SH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXF
Invesco CurrencyShares® Swiss Franc Trust
-0.80%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%
SH
ProShares Short S&P500
-6.39%-11.35%-13.52%-14.80%18.98%-24.21%-25.09%-22.12%4.93%-17.36%

Correlation

The correlation between FXF and SH is -0.26, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.26

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

-0.13

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

-0.18

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2006

-0.03

Over the past year, the inverse relationship between FXF and SH has strengthened: their correlation has moved from -0.03 to -0.26, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

FXF vs. SH — Risk / Return Rank

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

FXF
FXF Risk / Return Rank: 1212
Overall Rank
FXF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 1111
Sortino Ratio Rank
FXF Omega Ratio Rank: 1111
Omega Ratio Rank
FXF Calmar Ratio Rank: 1313
Calmar Ratio Rank
FXF Martin Ratio Rank: 1212
Martin Ratio Rank

SH
SH Risk / Return Rank: 11
Overall Rank
SH Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SH Sortino Ratio Rank: 11
Sortino Ratio Rank
SH Omega Ratio Rank: 11
Omega Ratio Rank
SH Calmar Ratio Rank: 22
Calmar Ratio Rank
SH Martin Ratio Rank: 11
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.

FXF vs. SH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Swiss Franc Trust (FXF) and ProShares Short S&P500 (SH). 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.


FXFSHDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+2.06

Omega ratioGain probability vs. loss probability

1.03

0.81

+0.22

Calmar ratioReturn relative to maximum drawdown

0.25

-0.82

+1.07

Martin ratioReturn relative to average drawdown

0.54

-1.47

+2.02

FXF vs. SH - Sharpe Ratio Comparison

The current FXF Sharpe Ratio is 0.17, which is higher than the SH Sharpe Ratio of -1.22. The chart below compares the historical Sharpe Ratios of FXF and SH, 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

FXF vs. SH - Drawdown Comparison

The maximum FXF drawdown since its inception was -35.58%, smaller than the maximum SH drawdown of -94.66%. Use the drawdown chart below to compare losses from any high point for FXF and SH.


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Drawdown Indicators


FXFSHDifference

Max Drawdown

Largest peak-to-trough decline

-35.58%

-94.66%

+59.08%

Max Drawdown (1Y)

Largest decline over 1 year

-4.97%

-18.16%

+13.19%

Max Drawdown (3Y)

Largest decline over 3 years

-8.52%

-38.82%

+30.30%

Max Drawdown (5Y)

Largest decline over 5 years

-12.68%

-44.53%

+31.85%

Max Drawdown (10Y)

Largest decline over 10 years

-15.04%

-76.12%

+61.08%

Current Drawdown

Current decline from peak

-19.02%

-94.53%

+75.51%

Average Drawdown

Average peak-to-trough decline

-20.83%

-67.75%

+46.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

10.13%

-7.85%

Volatility

FXF vs. SH - Volatility Comparison

The current volatility for Invesco CurrencyShares® Swiss Franc Trust (FXF) is 1.81%, while ProShares Short S&P500 (SH) has a volatility of 4.33%. This indicates that FXF experiences smaller price fluctuations and is considered to be less risky than SH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXFSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

4.33%

-2.52%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

9.59%

-4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

7.49%

12.28%

-4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

16.91%

-8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.57%

18.04%

-10.47%

FXF vs. SH - Expense Ratio Comparison

FXF has a 0.40% expense ratio, which is lower than SH's 0.90% expense ratio.


Dividends

FXF vs. SH - Dividend Comparison

FXF has not paid dividends to shareholders, while SH's dividend yield for the trailing twelve months is around 4.43%.


PositionTTM202520242023202220212020201920182017
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%0.00%0.00%0.00%0.00%0.00%0.00%
SH
ProShares Short S&P500
4.43%4.49%6.20%5.37%1.08%0.00%0.16%1.76%1.01%0.06%

Frequently Asked Questions


FXF and SH have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SH has higher volatility (4.33%) compared to FXF (1.81%). In terms of maximum drawdown, FXF dropped -35.58% vs SH's -94.66%.

On 10-year performance, FXF leads with 1.06% vs -12.83% for SH. On fees, FXF is cheaper at 0.40% per year. On volatility, FXF has been the lower-risk option at 1.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FXF has performed better with a 1.06% return vs -12.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXF is cheaper with a 0.40% expense ratio, compared with 0.90% for SH.

SH has the higher dividend yield at 4.43%, compared with 0.00% for FXF.

FXF is categorized as Currency, while SH is Inverse Equities. FXF tracks Swiss Franc, while SH tracks S&P 500 (-100%). They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.40% for FXF and 0.90% for SH.

FXF currently has the higher Sharpe Ratio (0.17 vs -1.22), 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

Find the right allocation for FXF and SH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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