Invesco CurrencyShares® Canadian Dollar Trust

10-Year Study

FXC.US · · US · ETF

Executive Summary: Invesco CurrencyShares® Canadian Dollar Trust has compounded at 0.1% annually over the last 10 years, with a maximum drawdown of 13.3% and an annualized volatility of 7.6%.

1Y CAGR
+0.3%
3Y CAGR
+1.0%
5Y CAGR
-1.6%
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 →
13.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +6.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -7.5%
% 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.
20260.9-0.2-1.91.5————————0.1%
2025-0.90.40.74.40.50.8-1.60.8-1.2-0.80.41.85.2%
2024-1.2-0.70.5-1.51.2-0.3-0.62.6-0.2-2.7-0.5-2.5-6.0%
20231.9-2.31.1-0.1-0.02.70.6-2.2-0.2-1.92.32.64.3%
2022-0.60.21.4-2.71.5-1.80.5-2.4-4.81.41.3-0.5-6.4%
2021-0.60.51.22.21.7-2.6-0.7-1.2-0.42.4-3.31.10.2%
2020-1.8-1.3-4.61.11.11.41.42.7-2.1-0.12.62.01.9%
20194.0-0.2-1.4-0.2-0.93.3-0.7-0.70.50.7-0.82.35.9%
20182.2-4.1-0.40.4-0.9-1.31.1-0.31.0-1.8-0.9-2.6-7.5%
20173.2-2.1-0.2-2.51.04.14.0-0.20.1-3.3-0.02.76.7%
2016———3.5-4.31.5-1.1-0.5-0.1-2.2-0.20.0-3.6%

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 7.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.6% of variance. Idiosyncratic stock-specific factors contribute 14.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110345.862119077965
2016-05-019896.497082299284
2016-06-0110041.920987323094
2016-07-019931.864421937531
2016-08-019886.01683546851
2016-09-019880.776712053123
2016-10-019660.677554944441
2016-11-019638.403537013437
2016-12-019638.403537013437
2017-01-019950.211840722606
2017-02-019743.219978983612
2017-03-019726.186084467996
2017-04-019478.572786012923
2017-05-019571.595456882867
2017-06-019968.545285845239
2017-07-0110365.509088470053
2017-08-0110348.475193954437
2017-09-0110358.955440785208
2017-10-0110019.255706843742
2017-11-0110016.712500279475
2017-12-0110286.082791155231
2018-01-0110510.150468397165
2018-02-0110075.835066067479
2018-03-0110034.025868043913
2018-04-0110072.704965680685
2018-05-019977.684061081673
2018-06-019844.319426744474
2018-07-019953.132336172783
2018-08-019922.991146287479
2018-09-0110026.340353701344
2018-10-019848.190131240639
2018-11-019761.790976367743
2018-12-019510.712209627296
2019-01-019892.500614841148
2019-02-019874.195117043397
2019-03-019734.52836094529
2019-04-019716.921546269592
2019-05-019628.510184005188
2019-06-019946.969951036288
2019-07-019878.862320298702
2019-08-019808.602745545197
2019-09-019859.676481767166
2019-10-019926.27495696112
2019-11-019844.948241554319
2019-12-0110075.90493437968
2020-01-019892.221141592328
2020-02-019760.295794486554
2020-03-019309.421602164242
2020-04-019412.365573367319
2020-05-019511.327050774702
2020-06-019642.847161669686
2020-07-019773.025800970332
2020-08-0110034.528919891787
2020-09-019822.171171775437
2020-10-019812.878686252154
2020-11-0110065.284950924497
2020-12-0110269.845395398754
2021-01-0110212.721063339817
2021-02-0110260.804435799404
2021-03-0110382.766561584727
2021-04-0110615.232409953718
2021-05-0110795.897891653813
2021-06-0110514.272698817269
2021-07-0110445.200885371252
2021-08-0110324.314731593893
2021-09-0110284.461846312071
2021-10-0110528.889149730589
2021-11-0110182.174637243725
2021-12-0110292.42683390346
2022-01-0110233.975003912625
2022-02-0110251.24645068974
2022-03-0110396.600487401347
2022-04-0110119.740313457198
2022-05-0110271.843629127821
2022-06-0110091.569409976079
2022-07-0110137.668522369038
2022-08-019891.242985221454
2022-09-019419.268562613188
2022-10-019553.010485836297
2022-11-019681.204865070316
2022-12-019629.711918975117
2023-01-019816.120575938472
2023-02-019588.936771972187
2023-03-019692.942741520781
2023-04-019686.291278198853
2023-05-019681.749837905516
2023-06-019938.823305833166
2023-07-019999.692579426299
2023-08-019779.635343304939
2023-09-019757.54298298567
2023-10-019574.907214881392
2023-11-019796.613343170791
2023-12-0110048.48860867038
2024-01-019923.074988262124
2024-02-019854.520200326424
2024-03-019900.633286381826
2024-04-019753.602410177298
2024-05-019873.091197710557
2024-06-019846.387528785745
2024-07-019782.569812417556
2024-08-0110034.864287790375
2024-09-0110016.922105216088
2024-10-019746.112527108906
2024-11-019693.012609832987
2024-12-019449.423726160932
2025-01-019360.690969660385
2025-02-019402.737719945448
2025-03-019466.443647014108
2025-04-019880.818633040446
2025-05-019932.451315760058
2025-06-0110012.143112661255
2025-07-019849.056498311984
2025-08-019932.591052384467
2025-09-019810.335479687885
2025-10-019731.440181545822
2025-11-019766.094864399582
2025-12-019944.468665459344
2026-01-0110030.700136382946
2026-02-0110007.098620520044
2026-03-019814.150289534286
2026-04-019959.029221722896
Annual Return Matrix
YearAnnual Return
20170.06719777312234054
2018-0.07538055032909707
20190.05942696112497914
20200.019247944703937536
20210.002198809975739735
2022-0.0643885961613394
20230.043487976921726235
2024-0.059617411716279545
20250.052388902608724086
20260.0014641864491089507
Total Factor Risk
0.07623540698225896
VTI.US Exposure
-0.03907931239313938
VEA.US Exposure
-0.043460412039692364
VWO.US Exposure
-0.02068001950446303
QQQ.US Exposure
0.05810700565474491
VTV.US Exposure
0.16671703519219697
IJR.US Exposure
0.0025022815745795045
QUAL.US Exposure
-0.04089490575825759
SHV.US Exposure
0.37550249950438114
TLT.US Exposure
-0.006449707833483083
LQD.US Exposure
0.023534935227640396
HYG.US Exposure
-0.016174625126976205
GLD.US Exposure
0.008812895379558087
USO.US Exposure
0.01218772727689012
VNQ.US Exposure
0.017326303836821714
BTC-USD.CC Exposure
-0.0014999451839832992
CPER.US Exposure
0.002296407241304647
VIX.INDX Exposure
0.030758087018527162
UUP.US Exposure
0.32571881854593865
TIP.US Exposure
-0.0026018371934079863
Idiosyncratic Exposure
0.14737676858081958
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.6%

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 →0.42%
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.870.02%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 →
+0.0%
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 →
+0.8%
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 →
1.6% 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 →
1.09
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Invesco CurrencyShares® Canadian Dollar Trust (FXC.US) has an annualized volatility of 7.6% and experienced a maximum drawdown of 13.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FXC.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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