Invesco CurrencyShares Euro Currency Trust (FXE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco CurrencyShares Euro Currency Trust (FXE): 1Y return -3.1%, Sharpe ratio -0.56, volatility 5.3%, max drawdown -6.7%. A ETF in the Currency asset class. Compare FXE with other assets and invest through your own broker with pfolio.
Invesco CurrencyShares Euro Currency Trust (FXE) Overview
- Type: ETF
- Asset Class: Currency
- Region: Europe
- Currency: USD
FXE Performance
- MTD
- Return: -1.4%, Sharpe: -7.36, Volatility: 6.0%, Max Drawdown: -1.4%
- YTD
- Return: -4.4%, Sharpe: -0.97, Volatility: 5.6%, Max Drawdown: -6.7%
- 1Y
- Return: -3.1%, Sharpe: -0.56, Volatility: 5.3%, Max Drawdown: -6.7%
- 5Y
- Return: 1.2%, Sharpe: 0.07, Volatility: 7.5%, Max Drawdown: -18.6%
- 10Y
- Return: 1.4%, Sharpe: 0.05, Volatility: 7.1%, Max Drawdown: -26.5%
Frequently Asked Questions
- What is Invesco CurrencyShares Euro Currency Trust (FXE)?
- Invesco CurrencyShares Euro Currency Trust (FXE) 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 FXE compare to other assets?
- You can compare FXE with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in FXE through pfolio?
- pfolio helps you build diversified portfolios that may include FXE. You invest through your own broker — pfolio provides the analytics.