Invesco CurrencyShares Euro Currency Trust (FXE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco CurrencyShares Euro Currency Trust (FXE): 1Y return 0.9%, Sharpe ratio 0.18, volatility 5.4%, max drawdown -5.4%. 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: 1.1%, Sharpe: 3.31, Volatility: 4.3%, Max Drawdown: -0.3%
- YTD
- Return: -0.3%, Sharpe: -0.06, Volatility: 5.8%, Max Drawdown: -5.4%
- 1Y
- Return: 0.9%, Sharpe: 0.18, Volatility: 5.4%, Max Drawdown: -5.4%
- 5Y
- Return: 2.9%, Sharpe: 0.11, Volatility: 7.5%, Max Drawdown: -20.1%
- 10Y
- Return: 4.0%, Sharpe: 0.09, 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.