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FXY vs. FXA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXY vs. FXA - Performance Comparison

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

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Returns By Period

In the year-to-date period, FXY achieves a -2.28% return, which is significantly lower than FXA's 7.28% return. Over the past 10 years, FXY has underperformed FXA with an annualized return of -4.49%, while FXA has yielded a comparatively higher 0.27% annualized return.


FXY

1D
-0.17%
1M
-1.89%
YTD
-2.28%
6M
-3.30%
1Y
-10.40%
3Y*
-4.81%
5Y*
-7.79%
10Y*
-4.49%

FXA

1D
-0.71%
1M
-0.48%
YTD
7.28%
6M
8.49%
1Y
11.38%
3Y*
3.89%
5Y*
-0.88%
10Y*
0.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXY vs. FXA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXY
Invesco CurrencyShares® Japanese Yen Trust
-2.28%0.09%-10.93%-7.44%-12.75%-10.90%4.61%0.37%2.31%3.17%
FXA
Invesco CurrencyShares Australian Dollar Trust
7.28%9.10%-7.75%1.20%-6.46%-6.17%9.52%0.13%-8.84%9.05%

Correlation

The correlation between FXY and FXA is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.43

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

0.38

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

0.32

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2007

0.18

Over the past year, FXY and FXA have become more correlated (0.47) than their long-term average of 0.18, meaning their price movements have been converging.

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Return for Risk

FXY vs. FXA — 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: 22
Martin Ratio Rank

FXA
FXA Risk / Return Rank: 4444
Overall Rank
FXA Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FXA Sortino Ratio Rank: 4040
Sortino Ratio Rank
FXA Omega Ratio Rank: 3737
Omega Ratio Rank
FXA Calmar Ratio Rank: 5555
Calmar Ratio Rank
FXA Martin Ratio Rank: 4747
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. FXA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Japanese Yen Trust (FXY) and Invesco CurrencyShares Australian Dollar Trust (FXA). 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.


FXYFXADifference
Sharpe ratioReturn per unit of total volatility

-2.69

Sortino ratioReturn per unit of downside risk

-3.91

Omega ratioGain probability vs. loss probability

0.80

1.24

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.94

2.72

-3.65

Martin ratioReturn relative to average drawdown

-1.39

7.85

-9.24

FXY vs. FXA - Sharpe Ratio Comparison

The current FXY Sharpe Ratio is -1.25, which is lower than the FXA Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of FXY and FXA, 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


FXYFXADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.25

1.44

-2.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.76

-0.09

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

0.03

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.14

-0.33

Drawdowns

FXY vs. FXA - Drawdown Comparison

The maximum FXY drawdown since its inception was -56.03%, which is greater than FXA's maximum drawdown of -40.97%. Use the drawdown chart below to compare losses from any high point for FXY and FXA.


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Drawdown Indicators


FXYFXADifference

Max Drawdown

Largest peak-to-trough decline

-56.03%

-40.97%

-15.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.16%

-4.21%

-6.95%

Max Drawdown (3Y)

Largest decline over 3 years

-15.12%

-13.02%

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-33.72%

-21.05%

-12.67%

Max Drawdown (10Y)

Largest decline over 10 years

-40.84%

-27.99%

-12.85%

Current Drawdown

Current decline from peak

-55.93%

-24.43%

-31.50%

Average Drawdown

Average peak-to-trough decline

-27.74%

-18.82%

-8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.50%

1.45%

+6.05%

Volatility

FXY vs. FXA - Volatility Comparison

The current volatility for Invesco CurrencyShares® Japanese Yen Trust (FXY) is 1.19%, while Invesco CurrencyShares Australian Dollar Trust (FXA) has a volatility of 2.25%. This indicates that FXY experiences smaller price fluctuations and is considered to be less risky than FXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXYFXADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

2.25%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

5.75%

6.21%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

8.38%

7.96%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.24%

10.41%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.33%

9.90%

-0.57%

FXY vs. FXA - Expense Ratio Comparison

Both FXY and FXA have an expense ratio of 0.40%.


Dividends

FXY vs. FXA - Dividend Comparison

FXY has not paid dividends to shareholders, while FXA's dividend yield for the trailing twelve months is around 0.95%.


PositionTTM20252024202320222021202020192018201720162015
FXA
Invesco CurrencyShares Australian Dollar Trust
0.95%1.16%1.66%0.98%0.05%0.00%0.03%0.53%1.04%0.83%1.01%1.52%
FXY
Invesco CurrencyShares® Japanese Yen Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FXY and FXA have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXA has higher volatility (2.25%) compared to FXY (1.19%). In terms of maximum drawdown, FXY dropped -56.03% vs FXA's -40.97%.

On 10-year performance, FXA leads with 0.27% vs -4.49% for FXY. Both ETFs have the same 0.40% expense ratio. On volatility, FXY has been the lower-risk option at 1.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FXA has performed better with a 0.27% return vs -4.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXY and FXA have the same expense ratio: 0.40% per year.

FXA has the higher dividend yield at 0.95%, compared with 0.00% for FXY.

FXY tracks Japanese Yen, while FXA tracks USD/AUD Exchange Rate.

FXA currently has the higher Sharpe Ratio (1.44 vs -1.25), 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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