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Performance
^DXY Performance Chart
US Dollar Currency Index (^DXY) is up 1.1% 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 $1,103.
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Returns By Period
US Dollar Currency Index
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.79%
- 1M
- 1.13%
- 6M
- 7.71%
- YTD
- 9.79%
- 1Y
- 20.06%
- 3Y*
- 18.60%
- 5Y*
- 11.43%
- 10Y*
- 13.27%
^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% | 0.53% | 1.13% | ||||||
| 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 08, 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 (-4.98%) - 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
- -4.98%
- Downside Capture
- -5.40%
Return for Risk
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^DXY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.21 | — |
| Martin ratioReturn relative to average drawdown | — | 9.61 | — |
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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -45.13%Apr 2008 | 22y 3mo | — | 40y 6moJan 1986 - now |
1985 pullback1985 | -4.63%Dec 1985 | 1mo 19d | 2d | 1mo 21dNov 1985 - Jan 1986 |
1985 pullback1985 | -0.06%Nov 1985 | 0s | 3d | 3dNov 1985 - Nov 1985 |
Drawdown Indicators
| ^DXY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.24% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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