GOVZ vs. FXC
Compare and contrast key facts about iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) and Invesco CurrencyShares® Canadian Dollar Trust (FXC).
GOVZ and FXC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GOVZ is a passively managed fund by iShares that tracks the performance of the ICE BofA Long US Treasury Principal STRIPS Index. It was launched on Sep 22, 2020. FXC is a passively managed fund by Invesco that tracks the performance of the Canadian Dollar. It was launched on Jun 26, 2006. Both GOVZ and FXC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GOVZ vs. FXC - Performance Comparison
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GOVZ vs. FXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GOVZ iShares 25+ Year Treasury STRIPS Bond ETF | -0.07% | -1.81% | -16.24% | 0.90% | -41.03% | -4.86% | -5.61% |
FXC Invesco CurrencyShares® Canadian Dollar Trust | -1.29% | 5.24% | -5.96% | 4.35% | -6.44% | 0.22% | 4.90% |
Returns By Period
In the year-to-date period, GOVZ achieves a -0.07% return, which is significantly higher than FXC's -1.29% return.
GOVZ
- 1D
- -0.43%
- 1M
- -6.18%
- YTD
- -0.07%
- 6M
- -3.49%
- 1Y
- -6.30%
- 3Y*
- -8.76%
- 5Y*
- -10.89%
- 10Y*
- —
FXC
- 1D
- 0.04%
- 1M
- -1.92%
- YTD
- -1.29%
- 6M
- 0.06%
- 1Y
- 3.69%
- 3Y*
- 0.42%
- 5Y*
- -1.15%
- 10Y*
- -0.16%
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GOVZ vs. FXC - Expense Ratio Comparison
GOVZ has a 0.15% expense ratio, which is lower than FXC's 0.40% expense ratio.
Return for Risk
GOVZ vs. FXC — Risk / Return Rank
GOVZ
FXC
GOVZ vs. FXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) and Invesco CurrencyShares® Canadian Dollar Trust (FXC). 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.
| GOVZ | FXC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.33 | 0.68 | -1.01 |
Sortino ratioReturn per unit of downside risk | -0.33 | 1.12 | -1.44 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.13 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.29 | 0.84 | -1.13 |
Martin ratioReturn relative to average drawdown | -0.50 | 1.72 | -2.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GOVZ | FXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 0.68 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.46 | -0.18 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.59 | -0.05 | -0.54 |
Correlation
The correlation between GOVZ and FXC is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GOVZ vs. FXC - Dividend Comparison
GOVZ's dividend yield for the trailing twelve months is around 5.04%, more than FXC's 0.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOVZ iShares 25+ Year Treasury STRIPS Bond ETF | 5.04% | 5.00% | 4.68% | 3.84% | 3.69% | 1.76% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FXC Invesco CurrencyShares® Canadian Dollar Trust | 0.37% | 0.55% | 2.23% | 2.01% | 0.31% | 0.00% | 0.19% | 0.75% | 0.42% | 0.02% | 0.00% | 0.02% |
Drawdowns
GOVZ vs. FXC - Drawdown Comparison
The maximum GOVZ drawdown since its inception was -59.65%, which is greater than FXC's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for GOVZ and FXC.
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Drawdown Indicators
| GOVZ | FXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.65% | -35.39% | -24.26% |
Max Drawdown (1Y)Largest decline over 1 year | -16.08% | -3.78% | -12.30% |
Max Drawdown (5Y)Largest decline over 5 years | -57.63% | -13.86% | -43.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.46% | — |
Current DrawdownCurrent decline from peak | -56.09% | -28.96% | -27.13% |
Average DrawdownAverage peak-to-trough decline | -39.38% | -19.84% | -19.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.40% | 1.83% | +7.57% |
Volatility
GOVZ vs. FXC - Volatility Comparison
iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) has a higher volatility of 5.79% compared to Invesco CurrencyShares® Canadian Dollar Trust (FXC) at 1.29%. This indicates that GOVZ's price experiences larger fluctuations and is considered to be riskier than FXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOVZ | FXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 1.29% | +4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 3.31% | +7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 5.47% | +13.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.95% | 6.43% | +17.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.61% | 6.76% | +16.85% |