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FXY vs. UDN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXY vs. UDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Japanese Yen Trust (FXY) 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, FXY achieves a -2.28% return, which is significantly lower than UDN's -0.60% return. Over the past 10 years, FXY has underperformed UDN with an annualized return of -4.49%, while UDN has yielded a comparatively higher -0.48% 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%

UDN

1D
-0.33%
1M
-0.98%
YTD
-0.60%
6M
0.02%
1Y
1.27%
3Y*
3.62%
5Y*
-0.78%
10Y*
-0.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXY vs. UDN - 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%
UDN
Invesco DB US Dollar Index Bearish Fund
-0.60%12.37%-4.53%4.88%-7.96%-7.03%6.20%-0.97%-5.02%9.50%

Correlation

The correlation between FXY and UDN is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.65

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

0.59

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

0.56

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2007

0.45

Over the past year, FXY and UDN have become more correlated (0.73) than their long-term average of 0.45, meaning their price movements have been converging.

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Return for Risk

FXY vs. UDN — 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

UDN
UDN Risk / Return Rank: 1111
Overall Rank
UDN Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
UDN Sortino Ratio Rank: 1010
Sortino Ratio Rank
UDN Omega Ratio Rank: 1010
Omega Ratio Rank
UDN Calmar Ratio Rank: 1212
Calmar Ratio Rank
UDN Martin Ratio Rank: 1212
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. UDN - Risk-Adjusted Trends Comparison

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


FXYUDNDifference

Sharpe ratio

Return per unit of total volatility

-1.25

0.21

-1.46

Sortino ratio

Return per unit of downside risk

-1.85

0.35

-2.20

Omega ratio

Gain probability vs. loss probability

0.80

1.04

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.94

0.28

-1.22

Martin ratio

Return relative to average drawdown

-1.39

0.60

-1.99

FXY vs. UDN - Sharpe Ratio Comparison

The current FXY Sharpe Ratio is -1.25, which is lower than the UDN Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of FXY 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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Sharpe Ratios by Period


FXYUDNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.25

0.21

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.76

-0.11

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

-0.07

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

-0.09

-0.09

Drawdowns

FXY vs. UDN - Drawdown Comparison

The maximum FXY drawdown since its inception was -56.03%, which is greater than UDN's maximum drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for FXY and UDN.


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Drawdown Indicators


FXYUDNDifference

Max Drawdown

Largest peak-to-trough decline

-56.03%

-41.67%

-14.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.16%

-4.54%

-6.62%

Max Drawdown (3Y)

Largest decline over 3 years

-15.12%

-8.59%

-6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-33.72%

-22.50%

-11.22%

Max Drawdown (10Y)

Largest decline over 10 years

-40.84%

-25.72%

-15.12%

Current Drawdown

Current decline from peak

-55.93%

-27.70%

-28.23%

Average Drawdown

Average peak-to-trough decline

-27.74%

-20.61%

-7.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.50%

2.11%

+5.39%

Volatility

FXY vs. UDN - Volatility Comparison

The current volatility for Invesco CurrencyShares® Japanese Yen Trust (FXY) is 1.19%, while Invesco DB US Dollar Index Bearish Fund (UDN) has a volatility of 1.27%. This indicates that FXY experiences smaller price fluctuations and is considered to be less risky 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


FXYUDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.27%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

5.75%

4.25%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

8.38%

6.09%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.24%

7.41%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.33%

6.92%

+2.41%

FXY vs. UDN - Expense Ratio Comparison

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


Dividends

FXY vs. UDN - Dividend Comparison

FXY has not paid dividends to shareholders, while UDN's dividend yield for the trailing twelve months is around 2.95%.


PositionTTM202520242023202220212020201920182017
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%
UDN
Invesco DB US Dollar Index Bearish Fund
2.95%2.94%5.33%5.21%0.69%0.00%0.00%1.38%1.26%0.11%

Frequently Asked Questions


FXY and UDN have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UDN has higher volatility (1.27%) compared to FXY (1.19%). In terms of maximum drawdown, FXY dropped -56.03% vs UDN's -41.67%.

On 10-year performance, UDN leads with -0.48% vs -4.49% for FXY. On fees, FXY is cheaper at 0.40% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UDN has performed better with a -0.48% return vs -4.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UDN has the higher dividend yield at 2.95%, compared with 0.00% for FXY.

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

UDN currently has the higher Sharpe Ratio (0.21 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.

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