Hedging Foreign Currency ETFs
For this post, I looked at the hedging costs of a basket of foreign currency ETFs. Something that jumped out of me when running the numbers on them was the hedging cost of the CurrencyShares Aussie Dollar Trust ETF (FXA). Not only was it the most expensive of these currency ETFs to hedge; it was also more than twice as expensive to hedge as the CurrencyShares Euro Trust (FXE). Given the continuing crisis in the Eurozone, I found that interesting.
The table below shows the costs, as of Thursday's close, of hedging FXA, FXE, and 4 other foreign currency ETFs against greater-than-15% declines over the next several months.
