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UDN vs. FXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDN vs. FXE - 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® Euro Currency Trust (FXE). 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 -2.03% return, which is significantly higher than FXE's -2.44% return. Over the past 10 years, UDN has underperformed FXE with an annualized return of -0.42%, while FXE has yielded a comparatively higher 0.26% annualized return.


UDN

1D
-0.28%
1M
-1.71%
YTD
-2.03%
6M
-2.08%
1Y
-0.72%
3Y*
2.75%
5Y*
-0.66%
10Y*
-0.42%

FXE

1D
-0.32%
1M
-1.50%
YTD
-2.44%
6M
-2.44%
1Y
-0.10%
3Y*
3.14%
5Y*
-0.10%
10Y*
0.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDN vs. FXE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDN
Invesco DB US Dollar Index Bearish Fund
-2.03%12.37%-4.53%4.88%-7.96%-7.03%6.20%-0.97%-5.02%9.50%
FXE
Invesco CurrencyShares® Euro Currency Trust
-2.44%14.52%-4.18%4.87%-6.57%-7.83%7.94%-2.90%-5.30%13.05%

Correlation

The correlation between UDN and FXE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.94

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

0.95

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

0.95

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

0.95

The correlation between UDN and FXE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

UDN vs. FXE — Risk / Return Rank

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

UDN
UDN Risk / Return Rank: 77
Overall Rank
UDN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UDN Sortino Ratio Rank: 77
Sortino Ratio Rank
UDN Omega Ratio Rank: 77
Omega Ratio Rank
UDN Calmar Ratio Rank: 77
Calmar Ratio Rank
UDN Martin Ratio Rank: 77
Martin Ratio Rank

FXE
FXE Risk / Return Rank: 88
Overall Rank
FXE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FXE Sortino Ratio Rank: 77
Sortino Ratio Rank
FXE Omega Ratio Rank: 77
Omega Ratio Rank
FXE Calmar Ratio Rank: 88
Calmar Ratio Rank
FXE Martin Ratio Rank: 88
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. FXE - 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® Euro Currency Trust (FXE). 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.


UDNFXEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

0.99

1.00

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.16

-0.02

-0.14

Martin ratioReturn relative to average drawdown

-0.32

-0.04

-0.28

UDN vs. FXE - Sharpe Ratio Comparison

The current UDN Sharpe Ratio is -0.12, which is lower than the FXE Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of UDN and FXE, 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. FXE - Drawdown Comparison

The maximum UDN drawdown since its inception was -41.67%, roughly equal to the maximum FXE drawdown of -43.33%. Use the drawdown chart below to compare losses from any high point for UDN and FXE.


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Drawdown Indicators


UDNFXEDifference

Max Drawdown

Largest peak-to-trough decline

-41.67%

-43.33%

+1.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.59%

-5.02%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-8.59%

-8.12%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-20.82%

-20.61%

-0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-25.72%

-26.46%

+0.74%

Current Drawdown

Current decline from peak

-28.73%

-29.04%

+0.31%

Average Drawdown

Average peak-to-trough decline

-20.62%

-22.32%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.26%

-0.01%

Volatility

UDN vs. FXE - Volatility Comparison

The current volatility for Invesco DB US Dollar Index Bearish Fund (UDN) is 1.34%, while Invesco CurrencyShares® Euro Currency Trust (FXE) has a volatility of 1.52%. This indicates that UDN experiences smaller price fluctuations and is considered to be less risky than FXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDNFXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

1.52%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

4.39%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

6.05%

6.24%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.41%

7.66%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.91%

7.31%

-0.40%

UDN vs. FXE - Expense Ratio Comparison

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


Dividends

UDN vs. FXE - Dividend Comparison

UDN's dividend yield for the trailing twelve months is around 3.00%, more than FXE's 0.74% yield.


PositionTTM202520242023202220212020201920182017
FXE
Invesco CurrencyShares® Euro Currency Trust
0.74%0.94%2.28%1.49%0.01%0.00%0.00%0.00%0.00%0.00%
UDN
Invesco DB US Dollar Index Bearish Fund
3.00%2.94%5.33%5.21%0.69%0.00%0.00%1.38%1.26%0.11%

Frequently Asked Questions


With a correlation of 0.96, UDN and FXE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FXE has higher volatility (1.52%) compared to UDN (1.34%). In terms of maximum drawdown, UDN dropped -41.67% vs FXE's -43.33%.

On 10-year performance, FXE leads with 0.26% vs -0.42% for UDN. On fees, FXE is cheaper at 0.40% per year. On volatility, UDN has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FXE has performed better with a 0.26% return vs -0.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UDN has the higher dividend yield at 3.00%, compared with 0.74% for FXE.

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

FXE currently has the higher Sharpe Ratio (-0.02 vs -0.12), 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 FXE

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