Invesco CurrencyShares British Pound Sterling Trust (FXB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco CurrencyShares British Pound Sterling Trust (FXB): 1Y return 2.0%, Sharpe ratio 0.32, volatility 6.4%, max drawdown -4.5%. 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: -0.8%, Sharpe: -1.64, Volatility: 6.1%, Max Drawdown: -2.3%
- YTD
- Return: 0.7%, Sharpe: 0.27, Volatility: 7.0%, Max Drawdown: -4.4%
- 1Y
- Return: 2.0%, Sharpe: 0.32, Volatility: 6.4%, Max Drawdown: -4.5%
- 5Y
- Return: 3.9%, Sharpe: 0.13, Volatility: 8.3%, Max Drawdown: -24.9%
- 10Y
- Return: -0.5%, Sharpe: 0.04, Volatility: 9.1%, Max Drawdown: -29.3%
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.