FXY vs UTWO
Comparison between Invesco CurrencyShares Japanese Yen Trust (FXY, ETF) and F/M US TREASURY 2 YEAR NOTE ETF (UTWO, ETF).
FXY vs UTWO - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
FXY
$438M
Winner
UTWO
$439M
Expense Ratio
FXY
0.40%
Winner
UTWO
0.15%
Max Drawdown
FXY
56.11%
Winner
UTWO
4.63%
Sharpe Ratio
FXY
-1.73
Winner
UTWO
-0.62
5Y Beta
Winner
FXY
-0.12
UTWO
-0.01
FXY vs UTWO - Historical Returns
Returns include dividend reinvestment.
1M
FXY
-1.23%
Winner
UTWO
+0.03%
3M
FXY
-1.13%
Winner
UTWO
-0.08%
6M
FXY
-3.34%
Winner
UTWO
+0.36%
1Y
FXY
-10.02%
Winner
UTWO
+2.87%
5Y(CAGR)
FXY
-7.74%
UTWO
N/A
10Y(CAGR)
FXY
-4.75%
UTWO
N/A
Max(CAGR)
FXY
-1.90%
Winner
UTWO
+2.92%
FXY vs UTWO - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | FXY | UTWO |
|---|---|---|
| 2026 | -2.56% | +0.19% |
| 2025 | +0.20% | +4.82% |
| 2024 | -10.24% | +3.83% |
| 2023 | -7.66% | +3.41% |
| 2022 | -12.55% | -0.81% |
| 2021 | -10.98% | N/A |
| 2020 | +4.51% | N/A |
| 2019 | -0.25% | N/A |
| 2018 | +1.92% | N/A |
| 2017 | +3.99% | N/A |
| 2016 | +1.78% | N/A |
| 2015 | -0.11% | N/A |
| 2014 | -12.91% | N/A |
| 2013 | -17.46% | N/A |
| 2012 | -12.01% | N/A |
| 2011 | +5.79% | N/A |
| 2010 | +13.59% | N/A |
| 2009 | -1.09% | N/A |
| 2008 | +20.73% | N/A |
| 2007 | +8.36% | N/A |
FXY vs UTWO Drawdown Comparison
The maximum drawdown for FXY was -56.11%, occurring on Jun 17, 2026. This drawdown has not yet recovered.
The maximum drawdown for UTWO was -2.04%, occurring on Nov 7, 2022. Recovery took 144 trading sessions.
The current FXY drawdown is -56.11%. The current UTWO drawdown is -0.49%.
| Rank | FXY | UTWO |
|---|---|---|
| #1 | -56.11% Oct 28, 2011 - Jun 17, 2026 | -2.04% Aug 15, 2022 - Mar 13, 2023 |
| #2 | -13.65% Dec 17, 2008 - Nov 27, 2009 | -1.82% May 4, 2023 - Nov 28, 2023 |
| #3 | -12.05% Mar 17, 2008 - Oct 23, 2008 | -1.08% Sep 24, 2024 - Jan 31, 2025 |
| #4 | -8.76% Nov 30, 2009 - Aug 3, 2010 | -0.90% Feb 27, 2026 - Mar 26, 2026 |
| #5 | -7.63% Mar 17, 2011 - Jul 20, 2011 | -0.77% Apr 30, 2025 - Jun 24, 2025 |
| #6 | -6.54% Mar 5, 2007 - Aug 16, 2007 | -0.75% Apr 5, 2023 - May 3, 2023 |
| #7 | -6.40% Nov 26, 2007 - Jan 15, 2008 | -0.75% Feb 1, 2024 - May 15, 2024 |
| #8 | -6.30% Oct 27, 2008 - Dec 1, 2008 | -0.64% Mar 24, 2023 - Apr 5, 2023 |
| #9 | -4.53% Oct 29, 2010 - Mar 16, 2011 | -0.58% Mar 17, 2023 - Mar 23, 2023 |
| #10 | -3.62% Sep 7, 2007 - Nov 7, 2007 | -0.47% Apr 4, 2025 - Apr 28, 2025 |
| #11 | -3.21% Sep 14, 2010 - Oct 6, 2010 | -0.45% Mar 15, 2023 - Mar 17, 2023 |
| #12 | -2.69% Jul 29, 2011 - Aug 9, 2011 | -0.39% Jan 12, 2024 - Jan 31, 2024 |
| #13 | -1.91% Aug 16, 2007 - Sep 7, 2007 | -0.39% Mar 13, 2023 - Mar 15, 2023 |
| #14 | -1.87% Feb 15, 2007 - Feb 27, 2007 | -0.32% May 15, 2024 - Jun 3, 2024 |
| #15 | -1.80% Jan 30, 2008 - Feb 27, 2008 | -0.32% Jun 30, 2025 - Aug 1, 2025 |
Correlation
Correlation between FXY and UTWO is -0.67 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.
-0.67
-101
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