Invesco CurrencyShares® Swiss Franc Trust

10-Year Study

FXF.US · · US · ETF

Executive Summary: Invesco CurrencyShares® Swiss Franc Trust has compounded at 1.6% annually over the last 10 years, with a maximum drawdown of 13.4% and an annualized volatility of 8.8%.

1Y CAGR
+4.9%
3Y CAGR
+5.0%
5Y CAGR
+2.3%
10Y CAGR
+1.6%

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 →
13.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +14.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -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 →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.50.4-3.92.1————————1.0%
2025-0.40.92.17.10.33.7-2.51.50.5-1.10.11.314.0%
2024-2.5-2.4-1.9-1.91.80.52.33.30.4-2.0-2.0-3.0-7.5%
20230.9-2.82.92.3-1.91.72.6-1.3-3.50.73.94.19.6%
2022-1.81.1-0.8-5.21.30.50.2-2.7-1.0-1.55.82.4-2.3%
2021-0.8-2.1-3.93.31.5-2.92.1-1.2-1.91.7-0.40.6-4.1%
20200.4-0.20.1-0.40.31.43.51.1-2.00.40.82.68.2%
2019-1.3-0.50.2-2.41.72.4-1.90.3-0.91.1-1.53.10.3%
20184.5-1.5-1.3-3.60.5-0.6-0.12.0-1.3-2.80.81.6-2.0%
20172.8-1.50.20.52.60.9-0.90.7-1.1-3.01.30.93.3%
2016———0.2-3.71.70.7-1.51.2-1.9-2.8-0.2-6.4%

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 8.8%. The dominant macroeconomic risk driver is UUP.US, accounting for 80.8% of variance. Idiosyncratic stock-specific factors contribute 11.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110015.970962612566
2016-05-019648.598870146783
2016-06-019812.313722043324
2016-07-019876.207560587778
2016-08-019723.469624207943
2016-09-019836.714636153703
2016-10-019648.598870146783
2016-11-019380.048981613916
2016-12-019357.096341161336
2017-01-019619.783218403663
2017-02-019471.899495801004
2017-03-019489.868077251915
2017-04-019540.777393347129
2017-05-019792.427426507602
2017-06-019880.202798264469
2017-07-019786.364653333227
2017-08-019858.99807429544
2017-09-019754.412740013902
2017-10-019461.91140160928
2017-11-019582.707412763984
2017-12-019666.567451597695
2018-01-0110105.723977019392
2018-02-019955.243349926886
2018-03-019823.310613748412
2018-04-019466.905448705142
2018-05-019511.831896379515
2018-06-019458.914973351764
2018-07-019450.934486092578
2018-08-019640.598406699213
2018-09-019514.828324637032
2018-10-019250.523376135645
2018-11-019324.14561842284
2018-12-019471.899495801004
2019-01-019352.921317789194
2019-02-019307.175846391101
2019-03-019323.985808915771
2019-04-019101.670808396391
2019-05-019253.27010203837
2019-06-019474.89592405852
2019-07-019297.797025945074
2019-08-019330.138474937874
2019-09-019246.278436104163
2019-10-019348.107056388784
2019-11-019212.079201591701
2019-12-019501.843802187792
2020-01-019543.244452612485
2020-02-019521.180752542969
2020-03-019530.100120656176
2020-04-019494.862124347777
2020-05-019525.565525893135
2020-06-019659.925368960197
2020-07-019998.002381161656
2020-08-0110104.815060447945
2020-09-019901.167807972895
2020-10-019940.111387226425
2020-11-0110014.972153193394
2020-12-0110279.526804049572
2021-01-0110200.660812311724
2021-02-019982.03141854909
2021-03-019595.681947119034
2021-04-019915.360889819334
2021-05-0110063.893838544453
2021-06-019773.380130883987
2021-07-019977.037371453227
2021-08-019858.428752926511
2021-09-019673.978617487952
2021-10-019835.985505277707
2021-11-019801.336806526619
2021-12-019860.236597975212
2022-01-019686.53365188695
2022-02-019788.362272171571
2022-03-019705.910554618895
2022-04-019204.558166665334
2022-05-019321.149190165323
2022-06-019363.808340458174
2022-07-019378.011410398803
2022-08-019125.332603536583
2022-09-019030.32585158491
2022-10-018898.313210652901
2022-11-019412.00089493324
2022-12-019634.61553827837
2023-01-019725.467243046287
2023-02-019449.296438645133
2023-03-019722.530743353922
2023-04-019950.079505229765
2023-05-019758.407977690591
2023-06-019928.645055094326
2023-07-0110186.178075733726
2023-08-0110054.704791888069
2023-09-019703.40354297677
2023-10-019767.127583919966
2023-11-0110146.85494890091
2023-12-0110562.129941110197
2024-01-0110297.455433123716
2024-02-0110047.563304540987
2024-03-019854.333634307903
2024-04-019666.54747540931
2024-05-019841.26920710513
2024-06-019887.214440387057
2024-07-0110113.944178539181
2024-08-0110447.546524542744
2024-09-0110491.494138986329
2024-10-0110278.747732702617
2024-11-0110072.992992353114
2024-12-019774.348976020583
2025-01-019738.391836930377
2025-02-019822.291828140855
2025-03-0110026.048949652013
2025-04-0110741.196493779415
2025-05-0110769.16315751624
2025-06-0111166.689306346832
2025-07-0110893.01552549361
2025-08-0111058.81788907622
2025-09-0111109.757169454011
2025-10-0110982.908373219123
2025-11-0110998.88932392588
2025-12-0111146.713117963387
2026-01-0111426.379755331644
2026-02-0111474.322607451917
2026-03-0111027.854797081878
2026-04-0111254.584535234
Annual Return Matrix
YearAnnual Return
20170.03307341285725718
2018-0.02013827108448052
20190.0031613834585195733
20200.08184548368209543
2021-0.04078886256799119
2022-0.022881911347154893
20230.09626895843916206
2024-0.07458542637535559
20250.14040465971796445
20260.00967741935483879
Total Factor Risk
0.0882658997321233
VTI.US Exposure
0.020213847146239715
VEA.US Exposure
-0.06165926771915455
VWO.US Exposure
0.0066929338377672565
QQQ.US Exposure
-0.00809585593814225
VTV.US Exposure
-0.015297157022423877
IJR.US Exposure
-0.002467104417120361
QUAL.US Exposure
0.04561853543422347
SHV.US Exposure
0.03723719228226536
TLT.US Exposure
-0.0070614059274386205
LQD.US Exposure
0.02592545158635678
HYG.US Exposure
-0.012463774566385241
GLD.US Exposure
0.047384169483477366
USO.US Exposure
0.001289460902039451
VNQ.US Exposure
0.017187642256540528
BTC-USD.CC Exposure
0.0005201232372873464
CPER.US Exposure
-0.017859932467222037
VIX.INDX Exposure
-0.0006019398529215775
UUP.US Exposure
0.8083061356618602
TIP.US Exposure
-0.004199172914563061
Idiosyncratic Exposure
0.11933011899731427
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
8.8%

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
$0
Avg Yield on Cost
0.00%

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 →
-0.2%
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 →
+1.1%
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 →
2.8% 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 →
5.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco CurrencyShares® Swiss Franc Trust a high-risk investment?

Invesco CurrencyShares® Swiss Franc Trust (FXF.US) has an annualized volatility of 8.8% and experienced a maximum drawdown of 13.4% over the last 10 years. Its primary macro risk driver is UUP.US.

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

Over the past 10 years, FXF.US has generated a Compound Annual Growth Rate (CAGR) of 1.6%. 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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