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Red Dot Investor · Investing Education

Currency Risk and Your SGD: The Quiet Second Layer on Every Trade

Take a look at the ETF dashboard on this site and count the currencies. Twelve of the fourteen funds — SPY, VTI, QQQ, VXUS, BND, HYG, LQD, TLT, SHY, GLD, VNQ and even the Ireland-listed emerging-markets ETF (EIMI.L) — are priced in US dollars. The UCITS route readers favour (VWRA, CSPX) trades in USD too. Only two funds speak your language: the STI ETF (ES3.SI) and the SGD investment-grade bond ETF (MBH.SI).

Your rent, your grocery bill and your retirement spending are priced in SGD. So every dollar-denominated fund you buy carries a second, quieter position: a currency bet you never explicitly took.

What Currency Risk Actually Is

A USD fund's return to you is two layers stacked together: what the assets did (in US dollars), plus what the dollar did against the Singapore dollar (in your terms). A 6% gain in the S&P 500 with a dollar that fell 3% against the SGD nets you a little under 3%.

That is the layer that makes an identical portfolio behave differently for a Singaporean than for an American. The assets are the same; the currency layer is local.

The Singapore Twist: a Structurally Strong Dollar

Most currency research across Europe and North America says "over long horizons, currencies wash out — the ups and downs roughly cancel." That holds for neutral currencies. The Singapore dollar is not neutral.

Singapore runs its monetary policy through the exchange rate. The Monetary Authority of Singapore (MAS) guides the SGD against a basket of trading-partner currencies inside an undisclosed band, and its historical bias has been to let the dollar appreciate to keep imported inflation down. The result is visible over four decades: USD/SGD sat near 2.31 in 1985 and trades around 1.28 in mid-2026. Strip out the noise and that is a structural drift of roughly 1–1.5% a year — a slow, deliberate headwind against US-dollar assets held in SGD terms.

It is also current, not ancient history. The SGD gained about 6% against the USD in 2025 alone, MAS tightened again in April and July 2026, and by June 2026 the Singdollar was at its strongest levels since 2014.

Why Unhedged Equity Is Still the Default

If the headwind is real, why not just hedge it away? Because hedging is not free. A currency-hedged fund pays roughly the gap between SGD and USD short-term interest rates — in 2026 that is on the order of 1–2% a year — and the cost is hidden inside the fund's tracking, not listed anywhere as a fee. Pay that every year for thirty years and you have handed over a compounding fortune to remove a noise that equity returns were going to drown out anyway. Vanguard's long-standing rule of thumb says the same thing: hedge fixed income, leave long-term equity unhedged.

There is a second, subtler argument for keeping your equities unhedged: diversification. The US dollar tends to strengthen exactly when global stock markets sell off, which softens the SGD blow at precisely the moments that hurt most. Hedge that away and you have removed one of the few currency positions that might cushion a crash.

Bond Money Is Different

Your bond sleeve is where currency deserves respect — because yields are small. A 5% swing in USD/SGD can eat several years of BND coupons in a single quarter.

For the fixed-income part of a Singapore portfolio, the clean solution is to buy SGD-priced bonds and skip the currency fight entirely: MBH.SI and the ABF Singapore Bond Index Fund (A35) are the natural defaults — both CPFIS-eligible, both priced in your own money. If you hold USD bonds (BND, TLT), you are quietly short the same strong-Singdollar policy that MAS is running.

Practical Rules

The Takeaway

Currency risk on long-term equity is mostly a story you read about rather than a cost you can cheaply remove. The two places it genuinely bites are bonds — solved by buying SGD funds — and frequent conversions — solved by not converting often. Leave the rest alone, and let the assets do the work.

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