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UDN vs. FXB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDN vs. FXB - 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® British Pound Sterling Trust (FXB). 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 -0.27% return, which is significantly lower than FXB's 0.73% return. Over the past 10 years, UDN has underperformed FXB with an annualized return of -0.44%, while FXB has yielded a comparatively higher 0.04% annualized return.


UDN

1D
-0.03%
1M
-0.82%
YTD
-0.27%
6M
0.84%
1Y
0.95%
3Y*
3.73%
5Y*
-0.62%
10Y*
-0.44%

FXB

1D
0.04%
1M
-0.65%
YTD
0.73%
6M
2.98%
1Y
1.58%
3Y*
5.52%
5Y*
0.93%
10Y*
0.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDN vs. FXB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDN
Invesco DB US Dollar Index Bearish Fund
-0.27%12.37%-4.53%4.88%-7.96%-7.03%6.20%-0.97%-5.02%9.50%
FXB
Invesco CurrencyShares® British Pound Sterling Trust
0.73%10.37%1.35%8.58%-10.45%-1.54%2.87%3.87%-5.75%9.10%

Correlation

The correlation between UDN and FXB is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.83

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

0.83

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

0.75

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

0.70

The correlation between UDN and FXB shifts across timeframes, from 0.70 (all time) to 0.87 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UDN vs. FXB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

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: 1313
Calmar Ratio Rank
UDN Martin Ratio Rank: 1212
Martin Ratio Rank

FXB
FXB Risk / Return Rank: 1212
Overall Rank
FXB Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FXB Sortino Ratio Rank: 1111
Sortino Ratio Rank
FXB Omega Ratio Rank: 1111
Omega Ratio Rank
FXB Calmar Ratio Rank: 1414
Calmar Ratio Rank
FXB Martin Ratio Rank: 1313
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.

UDN vs. FXB - 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® 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.


UDNFXBDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.24

-0.09

Sortino ratio

Return per unit of downside risk

0.27

0.39

-0.12

Omega ratio

Gain probability vs. loss probability

1.03

1.05

-0.01

Calmar ratio

Return relative to maximum drawdown

0.38

0.48

-0.10

Martin ratio

Return relative to average drawdown

0.82

1.00

-0.19

UDN vs. FXB - Sharpe Ratio Comparison

The current UDN Sharpe Ratio is 0.16, which is lower than the FXB Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of UDN 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.


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Sharpe Ratios by Period


UDNFXBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.24

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.11

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.00

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

-0.07

-0.02

Drawdowns

UDN vs. FXB - Drawdown Comparison

The maximum UDN drawdown since its inception was -41.67%, smaller than the maximum FXB drawdown of -48.99%. Use the drawdown chart below to compare losses from any high point for UDN and FXB.


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Drawdown Indicators


UDNFXBDifference

Max Drawdown

Largest peak-to-trough decline

-41.67%

-48.99%

+7.32%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-4.53%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-8.59%

-8.44%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.50%

-24.83%

+2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-25.72%

-29.30%

+3.58%

Current Drawdown

Current decline from peak

-27.46%

-29.31%

+1.85%

Average Drawdown

Average peak-to-trough decline

-20.61%

-27.54%

+6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.16%

-0.06%

Volatility

UDN vs. FXB - Volatility Comparison

The current volatility for Invesco DB US Dollar Index Bearish Fund (UDN) is 1.25%, while Invesco CurrencyShares® British Pound Sterling Trust (FXB) has a volatility of 1.77%. This indicates that UDN experiences smaller price fluctuations and is considered to be less risky than FXB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDNFXBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.77%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

4.23%

4.83%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

6.13%

6.56%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.42%

8.48%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

9.31%

-2.39%

UDN vs. FXB - Expense Ratio Comparison

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


Dividends

UDN vs. FXB - Dividend Comparison

UDN's dividend yield for the trailing twelve months is around 2.94%, more than FXB's 2.20% yield.


PositionTTM202520242023202220212020201920182017
FXB
Invesco CurrencyShares® British Pound Sterling Trust
2.20%2.44%3.25%2.59%0.29%0.00%0.00%0.00%0.00%0.00%
UDN
Invesco DB US Dollar Index Bearish Fund
2.94%2.94%5.33%5.21%0.69%0.00%0.00%1.38%1.26%0.11%

Frequently Asked Questions


UDN and FXB have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXB has higher volatility (1.77%) compared to UDN (1.25%). In terms of maximum drawdown, UDN dropped -41.67% vs FXB's -48.99%.

On 10-year performance, FXB leads with 0.04% vs -0.44% for UDN. On fees, FXB is cheaper at 0.40% per year. On volatility, UDN has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FXB has performed better with a 0.04% return vs -0.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UDN has the higher dividend yield at 2.94%, compared with 2.20% for FXB.

UDN tracks Deutsche Bank Short USD Currency Portfolio Index, while FXB tracks British Pound. Their fees differ too: 0.77% for UDN and 0.40% for FXB.

FXB currently has the higher Sharpe Ratio (0.24 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 UDN 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.

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