Invesco CurrencyShares® Australian Dollar Trust

10-Year Study

FXA.US · · US · ETF

Executive Summary: Invesco CurrencyShares® Australian Dollar Trust has compounded at 0.5% annually over the last 10 years, with a maximum drawdown of 22.8% and an annualized volatility of 12.4%.

1Y CAGR
+13.0%
3Y CAGR
+4.6%
5Y CAGR
-0.8%
10Y CAGR
+0.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
22.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +9.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -8.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.52.2-3.03.7————————7.5%
20250.60.00.82.60.82.2-2.32.01.2-1.00.22.09.1%
2024-3.5-0.80.4-0.42.80.4-1.93.72.2-4.7-0.8-4.9-7.7%
20233.8-4.7-0.5-1.0-1.62.50.9-3.4-0.7-1.24.33.21.2%
2022-2.82.83.0-5.61.5-3.91.2-2.0-6.60.06.20.3-6.5%
2021-1.00.7-1.41.4-0.0-2.8-2.1-0.4-1.24.0-5.31.9-6.2%
2020-4.6-2.7-5.86.12.33.53.53.2-3.0-1.94.45.09.5%
20193.3-2.30.0-0.6-1.51.2-2.5-1.50.22.1-1.93.70.1%
20183.3-3.6-1.0-2.00.6-2.10.5-3.10.6-2.03.2-3.4-8.8%
20175.21.2-0.2-1.9-0.73.54.2-0.6-1.3-2.2-1.13.29.1%
2016———-0.8-4.83.32.0-1.01.9-0.6-2.9-2.2-5.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.4% of variance. Idiosyncratic stock-specific factors contribute 9.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019924.5228144405
2016-05-019445.540512008814
2016-06-019753.21001757592
2016-07-019950.795810303096
2016-08-019848.793945046233
2016-09-0110034.326878575135
2016-10-019973.89479336058
2016-11-019682.92031549967
2016-12-019468.625512631033
2017-01-019959.017482238813
2017-02-0110074.148854209341
2017-03-0110050.910046799212
2017-04-019859.392630976967
2017-05-019788.85124506595
2017-06-0110133.420397296915
2017-07-0110556.053485611374
2017-08-0110491.804195569528
2017-09-0110356.328380288682
2017-10-0110124.317831939517
2017-11-0110009.298319451105
2017-12-0110325.790741670313
2018-01-0110670.639542606577
2018-02-0110289.855883039727
2018-03-0110191.978836185985
2018-04-019992.505414698056
2018-05-0110049.53976814326
2018-06-019838.041452327587
2018-07-019890.923022499139
2018-08-019581.869255840813
2018-09-019641.490359810008
2018-10-019445.456617397227
2018-11-019747.561113728936
2018-12-019412.500017478043
2019-01-019726.265864820612
2019-02-019504.364617167916
2019-03-019506.308175669725
2019-04-019447.260351546389
2019-05-019309.379557399994
2019-06-019421.350899000676
2019-07-019183.383833228698
2019-08-019046.286055457136
2019-09-019066.616516332184
2019-10-019260.007578479914
2019-11-019084.430138859563
2019-12-019424.49694693526
2020-01-018992.271908029135
2020-02-018752.05367017952
2020-03-018242.813377834764
2020-04-018747.55132602425
2020-05-018944.955347092982
2020-06-019256.651794016358
2020-07-019583.113692579382
2020-08-019886.742274354954
2020-09-019589.825261506496
2020-10-019411.143721257356
2020-11-019826.450013493051
2020-12-0110322.029466584077
2021-01-0110223.95666563663
2021-02-0110297.686046788025
2021-03-0110158.127360409851
2021-04-0110298.986413267652
2021-05-0110296.511522225783
2021-06-0110011.689315881391
2021-07-019799.421966126152
2021-08-019759.110605257676
2021-09-019644.916056449889
2021-10-0110031.977829450645
2021-11-019501.51220037389
2021-12-019685.2134348831
2022-01-019413.828348828201
2022-02-019677.159552170564
2022-03-019969.028905888425
2022-04-019409.801407471936
2022-05-019549.89142639017
2022-06-019178.112455133862
2022-07-019291.342215908377
2022-08-019103.586075172369
2022-09-018504.29889972217
2022-10-018505.66917837812
2022-11-019031.85618226384
2022-12-019059.695210876098
2023-01-019399.566264858087
2023-02-018958.350520076681
2023-03-018913.522832617666
2023-04-018825.391543143503
2023-05-018688.517484336178
2023-06-018903.651233320703
2023-07-018986.846723146384
2023-08-018681.847862714858
2023-09-018622.044987087222
2023-10-018517.400441565305
2023-11-018882.090318142351
2023-12-019168.128996354779
2024-01-018844.715268679485
2024-02-018770.258800894317
2024-03-018801.663350499104
2024-04-018763.141741344523
2024-05-019008.239849101557
2024-06-019044.775952448535
2024-07-018876.20371289586
2024-08-019206.161220275091
2024-09-019410.696283328884
2024-10-018971.214360520315
2024-11-018897.848522685803
2024-12-018458.184828218793
2025-01-018505.039968791205
2025-02-018505.29165262597
2025-03-018571.372641687512
2025-04-018796.238165616352
2025-05-018862.68269799478
2025-06-019057.346161751608
2025-07-018847.525738167715
2025-08-019021.495197732609
2025-09-019125.804164808167
2025-10-019033.030706826084
2025-11-019050.816364482938
2025-12-019227.568328665531
2026-01-019640.217958200908
2026-02-019853.422131118889
2026-03-019559.790990557663
2026-04-019917.04221157382
Annual Return Matrix
YearAnnual Return
20170.09052689093003319
2018-0.08844753366021973
20190.0012745741763549034
20200.09523399760245921
2021-0.061694847293603194
2022-0.06458486725280421
20230.011968811638222387
2024-0.07743610156644376
20250.09096319317590074
20260.0747189138406521
Total Factor Risk
0.12359518603972078
VTI.US Exposure
-0.08080655566146544
VEA.US Exposure
-0.0495976099103285
VWO.US Exposure
0.038617860099158616
QQQ.US Exposure
0.11295646782502805
VTV.US Exposure
0.18354857028870508
IJR.US Exposure
0.018669163237428253
QUAL.US Exposure
-0.07705228725255232
SHV.US Exposure
0.45385945400859273
TLT.US Exposure
0.007006375163973995
LQD.US Exposure
-0.010684204250480661
HYG.US Exposure
-0.014545092852481484
GLD.US Exposure
0.010670074044235367
USO.US Exposure
0.0008972831848262912
VNQ.US Exposure
0.048150357565355066
BTC-USD.CC Exposure
-0.0010775792296285793
CPER.US Exposure
0.017600580468667748
VIX.INDX Exposure
0.028992147088277357
UUP.US Exposure
0.2013509691443471
TIP.US Exposure
0.017140260828455864
Idiosyncratic Exposure
0.09430376620988554
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$18
Avg Yield on Cost
0.18%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$18.430.18%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
10.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco CurrencyShares® Australian Dollar Trust a high-risk investment?

Invesco CurrencyShares® Australian Dollar Trust (FXA.US) has an annualized volatility of 12.4% and experienced a maximum drawdown of 22.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FXA.US?

Over the past 10 years, FXA.US has generated a Compound Annual Growth Rate (CAGR) of 0.5%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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