PortfoliosLab logoPortfoliosLab logo
FXY vs. ^DXY
Performance
Return for Risk
Drawdowns
Volatility

Performance

FXY vs. ^DXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Japanese Yen Trust (FXY) and US Dollar Currency Index (^DXY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


FXY

1D
0.19%
1M
-1.21%
6M
-2.06%
YTD
-3.58%
1Y
-9.23%
3Y*
-5.44%
5Y*
-7.97%
10Y*
-4.71%

^DXY

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXY vs. ^DXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXY
Invesco CurrencyShares® Japanese Yen Trust
-3.58%0.09%-10.93%-7.44%-12.75%-10.90%4.61%0.37%2.31%3.17%
^DXY
US Dollar Currency Index
1.13%-9.37%7.06%-2.11%7.87%6.71%-6.69%0.22%4.40%-9.87%

Correlation

The correlation between FXY and ^DXY is -0.70, 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

-0.70

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

-0.64

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

-0.60

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

-0.57

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

-0.46

Over the past year, the inverse relationship between FXY and ^DXY has strengthened: their correlation has moved from -0.46 to -0.70, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FXY vs. ^DXY — Risk / Return Rank

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

FXY
FXY Risk / Return Rank: 11
Overall Rank
FXY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FXY Sortino Ratio Rank: 11
Sortino Ratio Rank
FXY Omega Ratio Rank: 11
Omega Ratio Rank
FXY Calmar Ratio Rank: 11
Calmar Ratio Rank
FXY Martin Ratio Rank: 11
Martin Ratio Rank

^DXY
^DXY Risk / Return Rank: 1717
Overall Rank
^DXY Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
^DXY Sortino Ratio Rank: 1515
Sortino Ratio Rank
^DXY Omega Ratio Rank: 1515
Omega Ratio Rank
^DXY Calmar Ratio Rank: 1919
Calmar Ratio Rank
^DXY Martin Ratio Rank: 1919
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.

FXY vs. ^DXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Japanese Yen Trust (FXY) and US Dollar Currency Index (^DXY). 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.


FXY^DXYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.81

Calmar ratioReturn relative to maximum drawdown

-0.91

Martin ratioReturn relative to average drawdown

-1.47

FXY vs. ^DXY - Sharpe Ratio Comparison


Loading charts...

Drawdowns

FXY vs. ^DXY - Drawdown Comparison


Loading charts...

Drawdown Indicators


FXY^DXYDifference

Max Drawdown

Largest peak-to-trough decline

-56.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

Max Drawdown (3Y)

Largest decline over 3 years

-15.91%

Max Drawdown (5Y)

Largest decline over 5 years

-34.61%

Max Drawdown (10Y)

Largest decline over 10 years

-41.64%

Current Drawdown

Current decline from peak

-56.51%

Average Drawdown

Average peak-to-trough decline

-27.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.31%

Volatility

FXY vs. ^DXY - Volatility Comparison


Loading charts...

Volatility by Period


FXY^DXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

Volatility (6M)

Calculated over the trailing 6-month period

5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

8.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.18%

Frequently Asked Questions


FXY and ^DXY have a correlation of -0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FXY and ^DXY

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

Open Portfolio Optimizer