See what your fund actually adds
Invesco CurrencyShares Swiss Franc Trust FXF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FXF | Replication |
|---|---|---|
| Annualized growth | 1.6% | 3.8% |
| Annualized volatility | 8.1% | 5.0% |
| Sharpe ratio | 0.24 | 0.76 |
| Maximum drawdown | 10.1% | 13.6% |
| Replication fit (R²) | 0.36 · Tracking error 6.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model FXF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCSH | FI · Short Corp | 54.6% |
| EMLC | FI · EM Local Currency | 27.2% |
| IAU | Alternatives · Gold | 10.8% |
| VNQI | Alternatives · Intl Real Estate | 7.3% |