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