Invesco CurrencyShares Euro Currency Trust (FXE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco CurrencyShares Euro Currency Trust (FXE): 1Y return 3.4%, Sharpe ratio 0.55, volatility 6.2%, max drawdown -5.0%. 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: -0.5%, Sharpe: -1.40, Volatility: 4.1%, Max Drawdown: -1.5%
- YTD
- Return: -0.4%, Sharpe: -0.12, Volatility: 6.3%, Max Drawdown: -5.0%
- 1Y
- Return: 3.4%, Sharpe: 0.55, Volatility: 6.2%, Max Drawdown: -5.0%
- 5Y
- Return: -0.7%, Sharpe: 0.02, Volatility: 7.5%, Max Drawdown: -22.5%
- 10Y
- Return: 4.4%, Sharpe: 0.09, Volatility: 7.2%, 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.