Invesco CurrencyShares® British Pound Sterling Trust

10-Year Study

FXB.US · · US · ETF

Executive Summary: Invesco CurrencyShares® British Pound Sterling Trust has compounded at 0.1% annually over the last 10 years, with a maximum drawdown of 24.9% and an annualized volatility of 11.3%.

1Y CAGR
+2.3%
3Y CAGR
+5.7%
5Y CAGR
+0.8%
10Y CAGR
+0.1%

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 →
24.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
8.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +10.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.6-1.5-1.82.4————————0.6%
2025-0.71.72.93.41.32.1-3.62.5-0.3-2.10.92.110.4%
2024-0.3-0.20.3-0.72.2-0.62.02.42.1-3.4-1.1-1.31.4%
20232.2-2.22.72.1-0.92.41.4-1.0-3.5-0.14.01.48.6%
2022-0.6-0.2-2.2-4.30.1-3.50.1-4.6-3.92.95.20.3-10.4%
20210.11.7-1.10.22.7-2.50.4-1.1-2.01.5-2.91.6-1.5%
2020-0.3-2.9-3.11.3-2.00.35.62.1-3.50.32.92.52.9%
20192.91.1-1.80.2-3.10.4-4.20.01.15.3-0.12.43.9%
20185.2-3.11.9-1.9-3.5-0.7-0.6-1.30.6-1.9-0.30.1-5.8%
20172.1-1.40.93.3-0.51.01.3-2.13.6-0.91.8-0.29.1%
2016———1.7-0.9-8.1-0.6-0.8-1.3-5.62.2-1.5-14.4%

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 11.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.5% of variance. Idiosyncratic stock-specific factors contribute 5.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110167.1913703058
2016-05-0110074.707000452416
2016-06-019259.39307764965
2016-07-019202.479020290186
2016-08-019128.488409669084
2016-09-019006.834514727652
2016-10-018501.709602037663
2016-11-018687.39473157574
2016-12-018555.781460609851
2017-01-018731.50721412347
2017-02-018609.845532336049
2017-03-018689.528327377695
2017-04-018977.664989639603
2017-05-018930.710308304595
2017-06-019022.486075172656
2017-07-019140.44121826763
2017-08-018951.337663338829
2017-09-019272.911042292697
2017-10-019189.66965863246
2017-11-019354.018830150979
2017-12-019334.092291256075
2018-01-019815.92674758238
2018-02-019514.801626204919
2018-03-019696.219564139084
2018-04-019509.818044769694
2018-05-019180.426672439316
2018-06-019112.128246238759
2018-07-019058.764990651893
2018-08-018944.236059793635
2018-09-018994.025153069926
2018-10-018819.72439237294
2018-11-018791.979860101526
2018-12-018796.955654690757
2019-01-019052.364203246025
2019-02-019152.65099278393
2019-03-018985.490769862103
2019-04-018999.00873450515
2019-05-018722.279801622313
2019-06-018760.67673921152
2019-07-018392.148678922644
2019-08-018392.452365916353
2019-09-018483.924445790704
2019-10-018933.55250709187
2019-11-018921.459535265458
2019-12-019137.022792876907
2020-01-019105.7196719869
2020-02-018843.910336025767
2020-03-018570.00802823822
2020-04-018681.702547155193
2020-05-018510.243985245486
2020-06-018535.862708560937
2020-07-019013.235302133518
2020-08-019201.770417304864
2020-09-018880.905641336318
2020-10-018910.075166424367
2020-11-019167.671818703539
2020-12-019399.548518669353
2021-01-019413.066483312401
2021-02-019571.007080579062
2021-03-019464.996959236641
2021-04-019483.498505314914
2021-05-019739.311969861792
2021-06-019492.74927835405
2021-07-019532.586782451875
2021-08-019424.450852153492
2021-09-019234.490744165512
2021-10-019374.646185185215
2021-11-019105.7196719869
2021-12-019255.055804431806
2022-01-019198.920431671595
2022-02-019184.693864043227
2022-03-018985.490769862103
2022-04-018602.969747324636
2022-05-018612.788960121226
2022-06-018313.890876697631
2022-07-018321.71665692013
2022-08-017941.562835564395
2022-09-017635.773393437403
2022-10-017854.319013063993
2022-11-018266.398902989136
2022-12-018288.264366536187
2023-01-018469.604436010426
2023-02-018285.904952200446
2023-03-018513.273068336583
2023-04-018689.870948601367
2023-05-018615.997140670152
2023-06-018819.101444693539
2023-07-018941.00451870673
2023-08-018849.937354823991
2023-09-018544.311436462842
2023-10-018533.207394077483
2023-11-018878.133524162973
2023-12-018999.390289958785
2024-01-018972.829358278235
2024-02-018959.319180481181
2024-03-018982.523981538945
2024-04-018919.403807923429
2024-05-019118.474525722679
2024-06-019067.883387309155
2024-07-019252.85991386191
2024-08-019475.29895648477
2024-09-019672.228291636073
2024-10-019347.61025589912
2024-11-019244.551349187872
2024-12-019121.090905976173
2025-01-019053.212969459213
2025-02-019208.249073170657
2025-03-019477.853041970322
2025-04-019800.734611050937
2025-05-019926.19627368272
2025-06-0110135.179646430472
2025-07-019766.807323061446
2025-08-0110014.226567628368
2025-09-019986.264003669163
2025-10-019773.667534380873
2025-11-019863.885932050425
2025-12-0110067.402938911415
2026-01-0110232.888989944846
2026-02-0110084.432771097097
2026-03-019899.26157339453
2026-04-0110132.244005491284
Annual Return Matrix
YearAnnual Return
20170.09096899380021628
2018-0.05754567448068748
20190.03865736642707929
20200.028732086122966516
2021-0.015372303675070698
2022-0.1044608977325312
20230.08579913622130175
20240.013523206805818422
20250.10374987407648972
20260.006440694484299847
Total Factor Risk
0.1129867467118393
VTI.US Exposure
-0.0396952095160255
VEA.US Exposure
-0.026635627382307223
VWO.US Exposure
0.01968351586896756
QQQ.US Exposure
0.0695549320294055
VTV.US Exposure
0.09756610209972805
IJR.US Exposure
-0.011019582679372215
QUAL.US Exposure
-0.048439931745349545
SHV.US Exposure
0.4253466704126252
TLT.US Exposure
-0.017515224180314523
LQD.US Exposure
-0.00885638226323862
HYG.US Exposure
0.05486965916549056
GLD.US Exposure
-0.01253224656881852
USO.US Exposure
0.011747295438949219
VNQ.US Exposure
-0.003349636674205015
BTC-USD.CC Exposure
0.000373662208748095
CPER.US Exposure
0.011944422767012073
VIX.INDX Exposure
0.0007852949969767917
UUP.US Exposure
0.38423638660844056
TIP.US Exposure
0.03244312399961557
Idiosyncratic Exposure
0.05949277541367198
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.3%

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 →2.36%
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
$33
Avg Yield on Cost
0.33%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$33.210.33%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 →
+0.7%
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 →
+1.4%
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 →
2.1% 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 →
8.59
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco CurrencyShares® British Pound Sterling Trust a high-risk investment?

Invesco CurrencyShares® British Pound Sterling Trust (FXB.US) has an annualized volatility of 11.3% and experienced a maximum drawdown of 24.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FXB.US has generated a Compound Annual Growth Rate (CAGR) of 0.1%. It has had a positive return in 70% 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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