See what your fund actually adds
Invesco CurrencyShares British Pound Sterling Trust FXB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FXB | Replication |
|---|---|---|
| Annualized growth | 1.2% | 2.9% |
| Annualized volatility | 7.8% | 6.1% |
| Sharpe ratio | 0.20 | 0.51 |
| Maximum drawdown | 21.0% | 16.1% |
| Replication fit (R²) | 0.42 · Tracking error 5.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model FXB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EMLC | FI · EM Local Currency | 47.1% |
| AGG | FI · Aggregate | 30.4% |
| SPHY | FI · High Yield | 9.0% |
| BCI | Alternatives · Commodities | 7.7% |
| EFV | Intl · Value | 5.9% |