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Performance
^DXY Performance Chart
US Dollar Currency Index (^DXY) is up 0.9% since the beginning of the year. ^DXY is currently trading at $99 per share. Investors who bought $1,000 worth of ^DXY shares 5 years ago would now be looking at an investment worth $1,097.
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Returns By Period
US Dollar Currency Index (^DXY) has returned 0.93% so far this year and 0.54% over the past 12 months. Over the last ten years, ^DXY has returned 0.54% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
US Dollar Currency Index
- 1D
- 0.04%
- 1M
- 1.10%
- YTD
- 0.93%
- 6M
- -0.12%
- 1Y
- 0.54%
- 3Y*
- -1.55%
- 5Y*
- 1.86%
- 10Y*
- 0.54%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
^DXY Monthly Returns History
Based on dividend-adjusted daily data since Nov 8, 1985, ^DXY's average daily return is 0.00%, while the average monthly return is -0.03%.
Historically, 48% of months were positive and 52% were negative. The best month was Mar 1991 with a return of +9.4%, while the worst month was May 2009 at -6.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 10 months.
On a daily basis, ^DXY closed higher 49% of trading days. The best single day was Jan 2, 1986 with a return of +5.3%, while the worst single day was Dec 15, 2008 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.35% | 0.64% | 2.41% | -1.91% | 0.87% | 0.33% | 0.93% | ||||||
| 2025 | -0.11% | -0.70% | -3.16% | -4.55% | -0.14% | -2.47% | 3.19% | -2.20% | 0.00% | 2.08% | -0.36% | -1.13% | -9.37% |
| 2024 | 1.92% | 0.85% | 0.37% | 1.60% | -1.46% | 1.14% | -1.67% | -2.30% | -0.90% | 3.17% | 1.69% | 2.60% | 7.06% |
| 2023 | -1.38% | 2.72% | -2.25% | -0.83% | 2.62% | -1.36% | -1.03% | 1.73% | 2.51% | 0.41% | -2.97% | -2.09% | -2.11% |
| 2022 | 0.60% | 0.17% | 1.66% | 4.73% | -1.17% | 2.88% | 1.16% | 2.64% | 3.14% | -0.53% | -5.00% | -2.29% | 7.87% |
| 2021 | 0.72% | 0.33% | 2.59% | -2.09% | -1.37% | 2.67% | -0.28% | 0.49% | 1.73% | -0.11% | 1.99% | -0.03% | 6.71% |
Benchmark Metrics
US Dollar Currency Index has an annualized alpha of -0.39%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 11, 1985.
- This index tended to rise when S&P 500 Index fell (downside capture of -5.40%), but participation in market rallies was also limited (-4.99%) - a profile typical of counter-cyclical assets.
- Beta of -0.01 may look defensive, but with R2 of 0.00 this index is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R2 of 0.00 means this index moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -0.39%
- Beta
- -0.01
- R²
- 0.00
- Upside Capture
- -4.99%
- Downside Capture
- -5.40%
Return for Risk
Risk / Return Rank
^DXY ranks 13 for risk / return — in the bottom 13% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for US Dollar Currency Index (^DXY) and compare them to S&P 500 Index.
| ^DXY | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 2.39 | -2.30 |
Sortino ratioReturn per unit of downside risk | 0.17 | 3.25 | -3.09 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.43 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 3.11 | -2.98 |
Martin ratioReturn relative to average drawdown | 0.30 | 14.38 | -14.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the US Dollar Currency Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the US Dollar Currency Index was 45.13%, occurring on Apr 22, 2008. The portfolio has not yet recovered.
The current US Dollar Currency Index drawdown is 23.66%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -45.13%Apr 2008 | 22y 3mo | — | 40y 5moJan 1986 - now |
1985 pullback1985 | -4.63%Dec 1985 | 1mo 19d | 2d | 1mo 21dNov 1985 - Jan 1986 |
Drawdown Indicators
| ^DXY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.13% | -56.78% | +11.65% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -9.10% | +5.10% |
Max Drawdown (3Y)Largest decline over 3 years | -12.49% | -18.90% | +6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -15.68% | -25.43% | +9.75% |
Max Drawdown (10Y)Largest decline over 10 years | -15.68% | -33.92% | +18.24% |
Current DrawdownCurrent decline from peak | -23.66% | 0.00% | -23.66% |
Average DrawdownAverage peak-to-trough decline | -28.17% | -10.72% | -17.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.97% | -0.22% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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