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UDN vs. FXF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UDN vs. FXF - 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® Swiss Franc Trust (FXF). The values are adjusted to include any dividend payments, if applicable.

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UDN vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDN
Invesco DB US Dollar Index Bearish Fund
-1.32%12.37%-4.53%4.88%-7.96%-7.03%6.20%-0.97%-5.02%9.50%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-1.07%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Returns By Period

In the year-to-date period, UDN achieves a -1.32% return, which is significantly lower than FXF's -1.07% return. Over the past 10 years, UDN has underperformed FXF with an annualized return of -0.49%, while FXF has yielded a comparatively higher 0.96% annualized return.


UDN

1D
0.67%
1M
-2.23%
YTD
-1.32%
6M
-1.54%
1Y
5.59%
3Y*
3.05%
5Y*
-0.33%
10Y*
-0.49%

FXF

1D
0.02%
1M
-3.89%
YTD
-1.07%
6M
-0.74%
1Y
9.99%
3Y*
4.29%
5Y*
2.75%
10Y*
0.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UDN vs. FXF - Expense Ratio Comparison

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


Return for Risk

UDN vs. FXF — Risk / Return Rank

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

UDN
UDN Risk / Return Rank: 4242
Overall Rank
UDN Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UDN Sortino Ratio Rank: 4646
Sortino Ratio Rank
UDN Omega Ratio Rank: 3535
Omega Ratio Rank
UDN Calmar Ratio Rank: 5050
Calmar Ratio Rank
UDN Martin Ratio Rank: 3434
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 6363
Overall Rank
FXF Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 7171
Sortino Ratio Rank
FXF Omega Ratio Rank: 5656
Omega Ratio Rank
FXF Calmar Ratio Rank: 7777
Calmar Ratio Rank
FXF Martin Ratio Rank: 5353
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. FXF - 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® Swiss Franc Trust (FXF). 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.


UDNFXFDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.02

-0.27

Sortino ratio

Return per unit of downside risk

1.21

1.73

-0.52

Omega ratio

Gain probability vs. loss probability

1.14

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

1.22

2.00

-0.78

Martin ratio

Return relative to average drawdown

2.94

5.00

-2.06

UDN vs. FXF - Sharpe Ratio Comparison

The current UDN Sharpe Ratio is 0.76, which is comparable to the FXF Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of UDN and FXF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UDNFXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.02

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.33

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.13

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.17

-0.27

Correlation

The correlation between UDN and FXF is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UDN vs. FXF - Dividend Comparison

UDN's dividend yield for the trailing twelve months is around 2.98%, while FXF has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
UDN
Invesco DB US Dollar Index Bearish Fund
2.98%2.94%5.33%5.21%0.69%0.00%0.00%1.38%1.26%0.11%
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UDN vs. FXF - Drawdown Comparison

The maximum UDN drawdown since its inception was -41.67%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for UDN and FXF.


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Drawdown Indicators


UDNFXFDifference

Max Drawdown

Largest peak-to-trough decline

-41.67%

-35.58%

-6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-4.82%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-13.03%

-9.72%

Max Drawdown (10Y)

Largest decline over 10 years

-25.72%

-15.04%

-10.68%

Current Drawdown

Current decline from peak

-28.22%

-19.24%

-8.98%

Average Drawdown

Average peak-to-trough decline

-20.55%

-20.87%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.93%

-0.05%

Volatility

UDN vs. FXF - Volatility Comparison

Invesco DB US Dollar Index Bearish Fund (UDN) has a higher volatility of 2.10% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.98%. This indicates that UDN's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDNFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

1.98%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.26%

5.42%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

7.42%

9.80%

-2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.43%

8.31%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.95%

7.59%

-0.64%