Invesco CurrencyShares British Pound Sterling Trust (FXB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco CurrencyShares British Pound Sterling Trust (FXB): 1Y return 1.1%, Sharpe ratio 0.20, volatility 6.0%, max drawdown -4.4%. A ETF in the Currency asset class. Compare FXB with other assets and invest through your own broker with pfolio.
Invesco CurrencyShares British Pound Sterling Trust (FXB) Overview
- Type: ETF
- Asset Class: Currency
- Region: Europe
- Country: GB (Developed)
- Currency: USD
FXB Performance
- MTD
- Return: -0.3%, Sharpe: -2.08, Volatility: 5.1%, Max Drawdown: -0.5%
- YTD
- Return: -0.4%, Sharpe: -0.06, Volatility: 6.2%, Max Drawdown: -4.4%
- 1Y
- Return: 1.1%, Sharpe: 0.20, Volatility: 6.0%, Max Drawdown: -4.4%
- 5Y
- Return: 7.4%, Sharpe: 0.21, Volatility: 8.2%, Max Drawdown: -22.8%
- 10Y
- Return: 17.9%, Sharpe: 0.23, Volatility: 8.4%, Max Drawdown: -26.1%
Frequently Asked Questions
- What is Invesco CurrencyShares British Pound Sterling Trust (FXB)?
- Invesco CurrencyShares British Pound Sterling Trust (FXB) is a ETF in the Currency asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does FXB compare to other assets?
- You can compare FXB with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in FXB through pfolio?
- pfolio helps you build diversified portfolios that may include FXB. You invest through your own broker — pfolio provides the analytics.