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UDN vs. FXA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDN vs. FXA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB US Dollar Index Bearish Fund (UDN) 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, UDN achieves a -0.66% return, which is significantly lower than FXA's 6.14% return. Over the past 10 years, UDN has underperformed FXA with an annualized return of -0.36%, while FXA has yielded a comparatively higher -0.16% annualized return.


UDN

1D
0.06%
1M
1.17%
6M
-1.95%
YTD
-0.66%
1Y
0.62%
3Y*
2.88%
5Y*
-0.30%
10Y*
-0.36%
ALL TIME*
-0.73%

FXA

1D
0.13%
1M
1.83%
6M
1.60%
YTD
6.14%
1Y
10.19%
3Y*
3.44%
5Y*
-0.01%
10Y*
-0.16%
ALL TIME*
1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$574.34K$643.91K$753.00K
$1.67M$1.52M$2.03M

UDN vs. FXA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDN
Invesco DB US Dollar Index Bearish Fund
-0.66%12.37%-4.53%4.88%-7.96%-7.03%6.20%-0.97%-5.02%9.50%
FXA
Invesco CurrencyShares Australian Dollar Trust
6.14%9.10%-7.75%1.20%-6.46%-6.17%9.52%0.13%-8.84%9.05%

Correlation

The correlation between UDN and FXA is 0.67, 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.

0.67

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

0.69

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

0.69

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

0.65

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2007

0.61

The correlation between UDN and FXA has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.

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Return for Risk

UDN vs. FXA — Risk / Return Rank

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

UDN
UDN Risk / Return Rank: 1717
Overall Rank
UDN Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
UDN Sortino Ratio Rank: 1616
Sortino Ratio Rank
UDN Omega Ratio Rank: 1616
Omega Ratio Rank
UDN Calmar Ratio Rank: 1717
Calmar Ratio Rank
UDN Martin Ratio Rank: 1616
Martin Ratio Rank

FXA
FXA Risk / Return Rank: 5555
Overall Rank
FXA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FXA Sortino Ratio Rank: 5757
Sortino Ratio Rank
FXA Omega Ratio Rank: 5353
Omega Ratio Rank
FXA Calmar Ratio Rank: 6363
Calmar Ratio Rank
FXA Martin Ratio Rank: 4747
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.

UDN vs. FXA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB US Dollar Index Bearish Fund (UDN) 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.

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.


UDNFXADifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.06

1.24

-0.18

Calmar ratioReturn relative to maximum drawdown

0.36

2.23

-1.87

Martin ratioReturn relative to average drawdown

0.69

5.44

-4.75

UDN vs. FXA - Sharpe Ratio Comparison

The current UDN Sharpe Ratio is 0.31, which is lower than the FXA Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of UDN 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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Drawdowns

UDN vs. FXA - Drawdown Comparison

The maximum UDN drawdown since its inception was -41.67%, roughly equal to the maximum FXA drawdown of -40.97%. Use the drawdown chart below to compare losses from any high point for UDN and FXA.


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Drawdown Indicators


UDNFXADifference

Max Drawdown

Largest peak-to-trough decline

-41.67%

-40.97%

-0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.13%

-4.82%

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-8.59%

-13.02%

+4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-20.44%

-18.90%

-1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-25.72%

-27.99%

+2.27%

Current Drawdown

Current decline from peak

-27.74%

-25.24%

-2.50%

Average Drawdown

Average peak-to-trough decline

-20.67%

-18.87%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

1.97%

+0.67%

Volatility

UDN vs. FXA - Volatility Comparison

The current volatility for Invesco DB US Dollar Index Bearish Fund (UDN) is 1.53%, while Invesco CurrencyShares Australian Dollar Trust (FXA) has a volatility of 1.86%. This indicates that UDN 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


UDNFXADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.86%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

4.09%

6.31%

-2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

5.89%

7.86%

-1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.42%

10.39%

-2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.84%

9.83%

-2.99%

UDN vs. FXA - Expense Ratio Comparison

UDN has a 0.77% expense ratio, which is higher than FXA's 0.40% expense ratio.


Dividends

UDN vs. FXA - Dividend Comparison

UDN's dividend yield for the trailing twelve months is around 2.96%, more than FXA's 1.00% yield.


PositionTTM20252024202320222021202020192018201720162015
FXA
Invesco CurrencyShares Australian Dollar Trust
0.91%1.16%1.66%0.98%0.05%0.00%0.03%0.53%1.04%0.83%1.01%1.52%
UDN
Invesco DB US Dollar Index Bearish Fund
2.96%2.94%5.33%5.21%0.69%0.00%0.00%1.38%1.26%0.11%0.00%0.00%

Frequently Asked Questions


UDN and FXA have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXA has higher volatility (1.86%) compared to UDN (1.53%). In terms of maximum drawdown, UDN dropped -41.67% vs FXA's -40.97%.

On 10-year performance, FXA leads with -0.16% vs -0.36% for UDN. On fees, FXA is cheaper at 0.40% per year. On volatility, UDN has been the lower-risk option at 1.53%. 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 -0.16% return vs -0.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UDN has the higher dividend yield at 2.96%, compared with 0.91% for FXA.

UDN tracks Deutsche Bank Short USD Currency Portfolio Index, while FXA tracks USD/AUD Exchange Rate. Their fees differ too: 0.77% for UDN and 0.40% for FXA.

FXA currently has the higher Sharpe Ratio (1.37 vs 0.31), 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 UDN and FXA

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

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