FXF vs ROCY
Comparison between Invesco CurrencyShares Swiss Franc Trust (FXF, ETF) and JPMORGAN EQUITY PREMIUM YIELD ETF (ROCY, ETF).
FXF vs ROCY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
FXF
$398M
ROCY
$398M
Expense Ratio
FXF
0.40%
Winner
ROCY
0.35%
Max Drawdown
FXF
35.58%
Winner
ROCY
3.79%
Sharpe Ratio
FXF
-0.54
Winner
ROCY
2.34
5Y Beta
Winner
FXF
-0.08
ROCY
0.75
P/E Ratio
FXF
N/A
ROCY
24.48
Forward P/E
FXF
N/A
ROCY
19.77
PEG Ratio
FXF
N/A
ROCY
0.31
5Y EPS CAGR
FXF
N/A
ROCY
28.52%
Debt to Equity
FXF
N/A
ROCY
17.38%
P/S Ratio
FXF
N/A
ROCY
3.89
P/B Ratio
FXF
N/A
ROCY
5.52
FXF vs ROCY - Historical Returns
Returns include dividend reinvestment.
1M
FXF
+2.10%
Winner
ROCY
+2.34%
3M
FXF
-2.05%
Winner
ROCY
+3.04%
6M
FXF
-3.76%
Winner
ROCY
+13.31%
1Y
FXF
+0.17%
ROCY
N/A
5Y(CAGR)
FXF
+2.14%
ROCY
N/A
10Y(CAGR)
FXF
+1.06%
ROCY
N/A
Max(CAGR)
FXF
+1.70%
Winner
ROCY
+33.26%
FXF vs ROCY - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | FXF | ROCY |
|---|---|---|
| 2026 | -1.46% | +13.31% |
| 2025 | +14.70% | N/A |
| 2024 | -6.46% | N/A |
| 2023 | +11.03% | N/A |
| 2022 | -1.57% | N/A |
| 2021 | -4.45% | N/A |
| 2020 | +8.45% | N/A |
| 2019 | +1.08% | N/A |
| 2018 | -2.27% | N/A |
| 2017 | +4.24% | N/A |
| 2016 | -2.62% | N/A |
| 2015 | -1.07% | N/A |
| 2014 | -9.80% | N/A |
| 2013 | +2.54% | N/A |
| 2012 | +1.42% | N/A |
| 2011 | -1.00% | N/A |
| 2010 | +9.94% | N/A |
| 2009 | +4.08% | N/A |
| 2008 | +6.11% | N/A |
| 2007 | +9.72% | N/A |
| 2006 | +2.39% | N/A |
FXF vs ROCY Drawdown Comparison
The maximum drawdown for FXF was -35.58%, occurring on Nov 3, 2022. This drawdown has not yet recovered.
The maximum drawdown for ROCY was -3.53%, occurring on Jun 10, 2026. Recovery took 25 trading sessions.
The current FXF drawdown is -19.57%. The current ROCY drawdown is -1.45%.
| Rank | FXF | ROCY |
|---|---|---|
| #1 | -35.58% Aug 9, 2011 - Nov 3, 2022 | -3.53% Jun 2, 2026 - Jul 9, 2026 |
| #2 | -18.94% Mar 17, 2008 - Sep 27, 2010 | -3.35% Mar 25, 2026 - Apr 6, 2026 |
| #3 | -5.35% Nov 26, 2007 - Jan 14, 2008 | -2.35% Jul 15, 2026 - Aug 3, 2026 |
| #4 | -5.08% Oct 14, 2010 - Dec 22, 2010 | -1.76% Aug 13, 2026 - Aug 20, 2026 |
| #5 | -4.80% Dec 5, 2006 - Jul 20, 2007 | -1.31% May 14, 2026 - May 22, 2026 |
| #6 | -4.14% Dec 31, 2010 - Feb 24, 2011 | -1.13% Mar 19, 2026 - Mar 25, 2026 |
| #7 | -4.07% Aug 4, 2006 - Nov 24, 2006 | -0.71% Apr 17, 2026 - Apr 24, 2026 |
| #8 | -3.55% May 3, 2011 - May 27, 2011 | -0.42% Jul 10, 2026 - Jul 14, 2026 |
| #9 | -2.88% Mar 17, 2011 - Apr 12, 2011 | -0.29% Aug 7, 2026 - Aug 12, 2026 |
| #10 | -2.54% Jul 7, 2006 - Aug 4, 2006 | -0.28% Apr 27, 2026 - Apr 30, 2026 |
| #11 | -2.40% Aug 3, 2007 - Sep 7, 2007 | -0.19% May 6, 2026 - May 11, 2026 |
| #12 | -2.36% Jan 31, 2008 - Feb 26, 2008 | -0.19% May 1, 2026 - May 5, 2026 |
| #13 | -2.20% Jun 3, 2011 - Jun 28, 2011 | -0.16% Aug 4, 2026 - Aug 7, 2026 |
| #14 | -1.95% Jun 28, 2011 - Jul 12, 2011 | -0.16% Apr 9, 2026 - Apr 13, 2026 |
| #15 | -1.86% Sep 28, 2007 - Oct 26, 2007 | -0.08% Apr 6, 2026 - Apr 8, 2026 |
Correlation
Correlation between FXF and ROCY is -0.17 which considered as a very weak or no correlation - the stocks move independently of each other.
-0.17
-101
Dividend Comparison (2006 - 2026)
FXF vs ROCY dividend yield comparison.
| Year | FXF | ROCY |
|---|---|---|
| 2026 | 0.00% | 2.83% |
| 2024 | 0.03% | 0.00% |
| 2023 | 0.02% | 0.00% |
| 2008 | 1.14% | 0.00% |
| 2007 | 1.25% | 0.00% |
| 2006 | 0.30% | 0.00% |
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