See what your fund actually adds
Invesco CurrencyShares Australian Dollar Trust FXA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FXA | Replication |
|---|---|---|
| Annualized growth | -0.3% | 4.3% |
| Annualized volatility | 9.4% | 7.8% |
| Sharpe ratio | 0.01 | 0.57 |
| Maximum drawdown | 17.2% | 15.6% |
| Replication fit (R²) | 0.60 · Tracking error 5.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model FXA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EMLC | FI · EM Local Currency | 36.0% |
| BCI | Alternatives · Commodities | 20.2% |
| SPHY | FI · High Yield | 18.6% |
| VNQI | Alternatives · Intl Real Estate | 15.8% |
| DGS | EM Small Cap | 9.4% |