FXE vs SOR

Comparison between Invesco CurrencyShares Euro Trust (FXE, ETF) and Source Capital Inc (SOR, ETF).

5-Year PerformanceSOR has outperformed FXE, delivering a return of +8.8% compared to -0.2%

FXE vs SOR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXE(ETF)	SOR(ETF)
Net Assets	$409M	$409M
Expense Ratio	0.40%	N/A
Max Drawdown	44.67%	71.42%
Sharpe Ratio	-0.65	0.58
5Y Beta	-0.00	0.47
5Y Dividends CAGR	N/A	5.77%

Net Assets

FXE

$409M

Winner

SOR

$409M

Expense Ratio

FXE

0.40%

SOR

N/A

Max Drawdown

Winner

FXE

44.67%

SOR

71.42%

Sharpe Ratio

FXE

-0.65

Winner

SOR

0.58

5Y Beta

Winner

FXE

-0.00

SOR

0.47

5Y Dividends CAGR

FXE

N/A

SOR

5.77%

FXE vs SOR - Historical Returns

Returns include dividend reinvestment.

Period	FXE	SOR
1 month	-1.87%	-0.08%
3 months	-1.82%	+0.15%
6 months	-3.08%	-3.11%
1 year	-1.02%	+11.05%
5 years(CAGR)	-0.17%	+8.82%
10 years(CAGR)	-0.05%	+9.29%
Max(CAGR)	+0.07%	+9.55%

FXE

-1.87%

Winner

SOR

-0.08%

FXE

-1.82%

Winner

SOR

+0.15%

Winner

FXE

-3.08%

SOR

-3.11%

FXE

-1.02%

Winner

SOR

+11.05%

5Y(CAGR)

FXE

-0.17%

Winner

SOR

+8.82%

10Y(CAGR)

FXE

-0.05%

Winner

SOR

+9.29%

Max(CAGR)

FXE

+0.07%

Winner

SOR

+9.55%

FXE vs SOR - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	FXE	SOR
2026	-2.53%	-0.77%
2025	+15.55%	+12.70%
2024	-3.36%	+21.04%
2023	+6.37%	+14.33%
2022	-5.88%	-6.78%
2021	-8.08%	+20.81%
2020	+8.40%	+6.91%
2019	-1.97%	+20.90%
2018	-5.78%	-11.01%
2017	+14.54%	+18.05%
2016	-3.55%	+11.69%
2015	-9.98%	-1.07%
2014	-11.81%	+14.62%
2013	+3.90%	+31.34%
2012	+0.72%	+17.49%
2011	-2.84%	-6.87%
2010	-7.48%	+29.92%
2009	+3.32%	+51.89%
2008	-2.02%	-48.98%
2007	+14.49%	-4.79%
2006	+12.27%	-0.98%
2005	-0.88%	+11.54%
2004	N/A	+27.27%
2003	N/A	+19.56%
2002	N/A	-6.69%
2001	N/A	+26.33%
2000	N/A	+27.08%
1999	N/A	+0.79%

FXE vs SOR 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 SOR was -65.48%, occurring on Nov 21, 2008. Recovery took 1230 trading sessions.

The current FXE drawdown is -29.29%. The current SOR drawdown is -7.10%.

Rank	FXE	SOR
#1	-43.32% Jul 11, 2008 - Sep 27, 2022	-65.48% May 11, 2006 - Mar 30, 2011
#2	-3.60% Nov 26, 2007 - Jan 14, 2008	-39.11% Feb 13, 2020 - Nov 24, 2020
#3	-3.54% Jan 23, 2006 - Apr 4, 2006	-38.76% May 13, 2002 - Jan 16, 2004
#4	-3.49% Apr 22, 2008 - Jul 2, 2008	-30.78% Jul 7, 2011 - Jan 2, 2013
#5	-3.04% Jun 2, 2006 - Aug 4, 2006	-19.01% Aug 22, 2001 - Nov 19, 2001
#6	-3.01% Dec 1, 2006 - Mar 15, 2007	-18.01% Jan 26, 2018 - Oct 28, 2019
#7	-2.74% Jan 30, 2008 - Feb 26, 2008	-17.47% Jan 3, 2022 - Nov 14, 2023
#8	-2.73% Jul 20, 2007 - Sep 7, 2007	-13.41% Jun 23, 2015 - Apr 13, 2016
#9	-2.63% Aug 21, 2006 - Nov 9, 2006	-13.16% Jul 1, 2014 - Nov 12, 2014
#10	-2.25% Apr 27, 2007 - Jul 2, 2007	-11.23% Nov 22, 1999 - May 17, 2000
#11	-2.09% Mar 17, 2008 - Mar 26, 2008	-9.47% Feb 5, 2001 - May 3, 2001
#12	-1.72% Jan 14, 2008 - Jan 30, 2008	-9.41% Mar 19, 2004 - Jun 29, 2004
#13	-1.52% Apr 5, 2006 - Apr 18, 2006	-9.37% Apr 5, 2011 - Jul 1, 2011
#14	-1.51% May 12, 2006 - Jun 2, 2006	-9.18% Feb 20, 2026 - Mar 27, 2026
#15	-1.47% Dec 16, 2005 - Jan 3, 2006	-8.30% Dec 31, 2004 - Mar 14, 2005

Correlation

Correlation between FXE and SOR is -0.69 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.69

-101

Dividend Comparison (2000 - 2026)

FXE vs SOR dividend yield comparison.

Year	FXE	SOR
2026	0.37%	2.78%
2025	0.94%	5.46%
2024	2.28%	11.86%
2023	1.49%	7.22%
2022	0.01%	5.74%
2021	0.00%	11.09%
2020	0.00%	4.11%
2019	0.00%	2.58%
2018	0.00%	12.90%
2017	0.00%	4.24%
2016	0.00%	98.00%
2015	0.00%	6.04%
2014	0.00%	5.88%
2013	0.00%	4.47%
2012	0.00%	6.64%
2011	0.23%	6.38%
2010	0.01%	4.52%
2009	0.34%	4.66%
2008	3.57%	12.37%
2007	3.01%	6.72%
2006	1.97%	7.01%
2005	0.00%	7.42%
2004	0.00%	5.59%
2003	0.00%	5.89%
2002	0.00%	8.70%
2001	0.00%	7.54%
2000	0.00%	14.35%