US Dollar Currency Index (^DXY) Sharpe Ratio

Sharpe ratio is not yet available for ^DXY. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

^DXY Sharpe Ratio Rank

Concerning

^DXY ranks above 18.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

How it compares to other similar indices

The table compares ^DXY's Sharpe Ratio with other similar indices across multiple time periods, showing relative risk-adjusted performance.

Data shows 1-, 5-, and 10-year periods, plus each index's all-time average, as of Jun 5, 2026.

Symbol	Name	1Y Sharpe Ratio
^CASHX	US Money Market Index	279.32
^NWX	ARCA Networking	3.59
^SOX	PHLX Semiconductor Index	2.49
^NBI	NASDAQ Biotechnology Index	2.34
^PUT	CBOE S&P 500 PutWrite Index	2.29
^XOI	Amex Oil Index	1.85
^IMXL	Dow Jones Islamic Market Titans 100 Index	1.83
^DJT	Dow Jones Transportation Average	1.79
^DJUSST	Dow Jones U.S. Iron & Steel Index	1.79
^DJAT	Dow Jones Asian Titans 50 Index	1.76
^DXY	US Dollar Currency Index	0.11

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows ^DXY's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ^DXY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does ^DXY fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio