PortfoliosLab logoPortfoliosLab logo
SEK=X vs. FXB
Performance
Return for Risk
Drawdowns
Volatility

Performance

SEK=X vs. FXB - Performance Comparison

The chart below illustrates the hypothetical performance of a SEK 10,000 investment in USD/SEK (SEK=X) and Invesco CurrencyShares® British Pound Sterling Trust (FXB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SEK=X is traded in SEK, while FXB is traded in USD. To make them comparable, the FXB values have been converted to SEK using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEK=X achieves a 2.99% return, which is significantly lower than FXB's 4.19% return. Over the past 10 years, SEK=X has underperformed FXB with an annualized return of 1.09%, while FXB has yielded a comparatively higher 2.06% annualized return.


SEK=X

1D
-0.16%
1M
-1.59%
6M
6.49%
YTD
2.99%
1Y
-1.41%
3Y*
-3.83%
5Y*
2.01%
10Y*
1.09%
ALL TIME*
1.93%

FXB

1D
-0.21%
1M
-0.55%
6M
6.20%
YTD
4.19%
1Y
2.30%
3Y*
0.84%
5Y*
3.40%
10Y*
2.06%
ALL TIME*
0.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
SEK 36.49MSEK 54.85MSEK 42.41M

SEK=X

USD/SEK
SEK 1.02MSEK 1.16MSEK 1.23M

SEK=X vs. FXB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEK=X
USD/SEK
2.99%-16.67%9.76%-3.15%15.14%9.98%-12.27%5.56%8.40%-9.92%
FXB
Invesco CurrencyShares® British Pound Sterling Trust
4.19%-8.02%11.24%5.16%3.10%8.29%-9.75%9.64%2.17%-1.73%

Correlation

The correlation between SEK=X and FXB is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.61

Correlation (3Y)
Balances recent behavior with more history.

0.68

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.63

Correlation (10Y)
Provides a long-term view across more market conditions.

0.56

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2007

0.62

The correlation between SEK=X and FXB shifts across timeframes, from 0.56 (10 years) to 0.68 (3 years), reflecting how their relationship changes across market environments.

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

SEK=X vs. FXB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SEK=X
SEK=X Risk / Return Rank: 3737
Overall Rank
SEK=X Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SEK=X Sortino Ratio Rank: 3737
Sortino Ratio Rank
SEK=X Omega Ratio Rank: 3939
Omega Ratio Rank
SEK=X Calmar Ratio Rank: 3737
Calmar Ratio Rank
SEK=X Martin Ratio Rank: 3636
Martin Ratio Rank

FXB
FXB Risk / Return Rank: 2727
Overall Rank
FXB Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FXB Sortino Ratio Rank: 2727
Sortino Ratio Rank
FXB Omega Ratio Rank: 2525
Omega Ratio Rank
FXB Calmar Ratio Rank: 2929
Calmar Ratio Rank
FXB Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SEK=X vs. FXB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/SEK (SEK=X) and Invesco CurrencyShares® British Pound Sterling Trust (FXB). 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.


SEK=XFXBDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

0.99

1.04

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.18

0.23

-0.40

Martin ratioReturn relative to average drawdown

-0.43

0.46

-0.90

SEK=X vs. FXB - Sharpe Ratio Comparison

The current SEK=X Sharpe Ratio is -0.16, which is lower than the FXB Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SEK=X and FXB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SEK=X vs. FXB - Drawdown Comparison

The maximum SEK=X drawdown since its inception was -35.46%, which is greater than FXB's maximum drawdown of -28.81%. Use the drawdown chart below to compare losses from any high point for SEK=X and FXB.


Loading charts...

Drawdown Indicators


SEK=XFXBDifference

Max Drawdown

Largest peak-to-trough decline

-35.46%

-28.81%

-6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-5.53%

-3.83%

Max Drawdown (3Y)

Largest decline over 3 years

-22.12%

-11.16%

-10.96%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-11.16%

-11.75%

Max Drawdown (10Y)

Largest decline over 10 years

-22.91%

-13.26%

-9.65%

Current Drawdown

Current decline from peak

-16.35%

-5.09%

-11.26%

Average Drawdown

Average peak-to-trough decline

-14.23%

-12.47%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.73%

+0.74%

Volatility

SEK=X vs. FXB - Volatility Comparison

USD/SEK (SEK=X) has a higher volatility of 2.34% compared to Invesco CurrencyShares® British Pound Sterling Trust (FXB) at 1.58%. This indicates that SEK=X's price experiences larger fluctuations and is considered to be riskier than FXB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SEK=XFXBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

1.58%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

4.62%

+3.88%

Volatility (1Y)

Calculated over the trailing 1-year period

8.77%

5.86%

+2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.82%

7.58%

+3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.02%

8.24%

+1.78%

Frequently Asked Questions


SEK=X and FXB have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SEK=X has higher volatility (2.34%) compared to FXB (1.58%). In terms of maximum drawdown, SEK=X dropped -35.46% vs FXB's -28.81%.

FXB currently has the higher Sharpe Ratio (0.22 vs -0.16), 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 SEK=X and FXB

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