FXE vs CFO

Comparison between Invesco CurrencyShares Euro Trust (FXE, ETF) and VictoryShares US 500 Enhanced Volatility Wtd ETF (CFO, ETF).

5-Year PerformanceCFO has outperformed FXE, delivering a return of +4.3% compared to -0.2%

FXE vs CFO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXE(ETF)	CFO(ETF)
Net Assets	$409M	$407M
Expense Ratio	0.40%	0.35%
Max Drawdown	44.67%	28.20%
Sharpe Ratio	-0.65	1.00
5Y Beta	-0.00	0.72
P/E Ratio	N/A	22.56
Forward P/E	N/A	17.39
PEG Ratio	N/A	0.33
5Y Dividends CAGR	N/A	12.61%
5Y EPS CAGR	N/A	12.72%
Debt to Equity	N/A	26.90%
P/S Ratio	N/A	1.89
P/B Ratio	N/A	3.38

Net Assets

Winner

FXE

$409M

CFO

$407M

Expense Ratio

FXE

0.40%

Winner

CFO

0.35%

Max Drawdown

FXE

44.67%

Winner

CFO

28.20%

Sharpe Ratio

FXE

-0.65

Winner

CFO

1.00

5Y Beta

Winner

FXE

-0.00

CFO

0.72

P/E Ratio

FXE

N/A

CFO

22.56

Forward P/E

FXE

N/A

CFO

17.39

PEG Ratio

FXE

N/A

CFO

0.33

5Y Dividends CAGR

FXE

N/A

CFO

12.61%

5Y EPS CAGR

FXE

N/A

CFO

12.72%

Debt to Equity

FXE

N/A

CFO

26.90%

P/S Ratio

FXE

N/A

CFO

1.89

P/B Ratio

FXE

N/A

CFO

3.38

FXE vs CFO - Historical Returns

Returns include dividend reinvestment.

Period	FXE	CFO
1 month	-1.87%	+1.25%
3 months	-1.82%	+6.94%
6 months	-3.08%	+6.58%
1 year	-1.02%	+14.21%
5 years(CAGR)	-0.17%	+4.34%
10 years(CAGR)	-0.05%	+9.39%
Max(CAGR)	+0.07%	+8.72%

FXE

-1.87%

Winner

CFO

+1.25%

FXE

-1.82%

Winner

CFO

+6.94%

FXE

-3.08%

Winner

CFO

+6.58%

FXE

-1.02%

Winner

CFO

+14.21%

5Y(CAGR)

FXE

-0.17%

Winner

CFO

+4.34%

10Y(CAGR)

FXE

-0.05%

Winner

CFO

+9.39%

Max(CAGR)

FXE

+0.07%

Winner

CFO

+8.72%

FXE vs CFO - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	FXE	CFO
2026	-2.53%	+6.95%
2025	+15.55%	+8.60%
2024	-3.36%	+15.27%
2023	+6.37%	-3.59%
2022	-5.88%	-14.02%
2021	-8.08%	+27.99%
2020	+8.40%	+19.35%
2019	-1.97%	+22.09%
2018	-5.78%	-9.10%
2017	+14.54%	+21.81%
2016	-3.55%	+16.25%
2015	-9.98%	-0.70%
2014	-11.81%	+5.54%
2013	+3.90%	N/A
2012	+0.72%	N/A
2011	-2.84%	N/A
2010	-7.48%	N/A
2009	+3.32%	N/A
2008	-2.02%	N/A
2007	+14.49%	N/A
2006	+12.27%	N/A
2005	-0.88%	N/A

FXE vs CFO Drawdown Comparison

The maximum drawdown for FXE was -43.32%, occurring on Sep 27, 2022. This drawdown has not yet recovered.

The maximum drawdown for CFO was -24.33%, occurring on Oct 27, 2023. Recovery took 717 trading sessions.

The current FXE drawdown is -29.29%. The current CFO drawdown is -1.05%.

Rank	FXE	CFO
#1	-43.32% Jul 11, 2008 - Sep 27, 2022	-24.33% Jan 4, 2022 - Nov 11, 2024
#2	-3.60% Nov 26, 2007 - Jan 14, 2008	-20.79% Sep 21, 2018 - Nov 26, 2019
#3	-3.54% Jan 23, 2006 - Apr 4, 2006	-17.24% Nov 29, 2024 - Aug 22, 2025
#4	-3.49% Apr 22, 2008 - Jul 2, 2008	-16.57% Feb 19, 2020 - Aug 5, 2020
#5	-3.04% Jun 2, 2006 - Aug 4, 2006	-14.36% Jun 23, 2015 - Apr 27, 2016
#6	-3.01% Dec 1, 2006 - Mar 15, 2007	-9.22% Jan 26, 2018 - Aug 20, 2018
#7	-2.74% Jan 30, 2008 - Feb 26, 2008	-7.77% Sep 5, 2014 - Oct 31, 2014
#8	-2.73% Jul 20, 2007 - Sep 7, 2007	-7.24% Sep 2, 2020 - Oct 8, 2020
#9	-2.63% Aug 21, 2006 - Nov 9, 2006	-7.10% Mar 2, 2026 - Jun 2, 2026
#10	-2.25% Apr 27, 2007 - Jul 2, 2007	-6.67% Jun 8, 2016 - Jul 11, 2016
#11	-2.09% Mar 17, 2008 - Mar 26, 2008	-6.01% Oct 12, 2020 - Nov 5, 2020
#12	-1.72% Jan 14, 2008 - Jan 30, 2008	-5.55% Nov 16, 2021 - Dec 27, 2021
#13	-1.52% Apr 5, 2006 - Apr 18, 2006	-5.23% Sep 2, 2021 - Oct 21, 2021
#14	-1.51% May 12, 2006 - Jun 2, 2006	-4.91% Dec 29, 2014 - Feb 12, 2015
#15	-1.47% Dec 16, 2005 - Jan 3, 2006	-4.70% Jan 20, 2021 - Feb 8, 2021

Correlation

Correlation between FXE and CFO is -0.29 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.29

-101

Dividend Comparison (2006 - 2026)

FXE vs CFO dividend yield comparison.

Year	FXE	CFO
2026	0.37%	0.65%
2025	0.94%	1.32%
2024	2.28%	1.44%
2023	1.49%	1.72%
2022	0.01%	3.95%
2021	0.00%	1.06%
2020	0.00%	0.90%
2019	0.00%	1.44%
2018	0.00%	1.49%
2017	0.00%	1.18%
2016	0.00%	1.35%
2015	0.00%	1.31%
2014	0.00%	0.50%
2011	0.23%	0.00%
2010	0.01%	0.00%
2009	0.34%	0.00%
2008	3.57%	0.00%
2007	3.01%	0.00%
2006	1.97%	0.00%