^DXY vs. EEFT
^DXY (US Dollar Currency Index) is an index, while EEFT (Euronet Worldwide, Inc.) is a stock. Over the past 10 years, ^DXY returned 0.57%/yr vs -1.35%/yr for EEFT. At a correlation of -0.08, they often move in opposite directions.
Performance
^DXY vs. EEFT - Performance Comparison
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Returns By Period
In the year-to-date period, ^DXY achieves a 1.13% return, which is significantly higher than EEFT's -6.90% return. Over the past 10 years, ^DXY has outperformed EEFT with an annualized return of 0.57%, while EEFT has yielded a comparatively lower -1.35% annualized return.
^DXY
- 1D
- -0.10%
- 1M
- 1.00%
- YTD
- 1.13%
- 6M
- 0.45%
- 1Y
- 0.65%
- 3Y*
- -1.49%
- 5Y*
- 1.98%
- 10Y*
- 0.57%
EEFT
- 1D
- 1.78%
- 1M
- 0.64%
- YTD
- -6.90%
- 6M
- -4.26%
- 1Y
- -35.25%
- 3Y*
- -13.98%
- 5Y*
- -13.89%
- 10Y*
- -1.35%
^DXY vs. EEFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^DXY US Dollar Currency Index | 1.13% | -9.37% | 7.06% | -2.11% | 7.87% | 6.71% | -6.69% | 0.22% | 4.40% | -9.87% |
EEFT Euronet Worldwide, Inc. | -6.90% | -25.99% | 1.33% | 7.53% | -20.80% | -17.77% | -8.02% | 53.90% | 21.49% | 16.35% |
Correlation
The correlation between ^DXY and EEFT is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1997 | -0.08 |
The correlation between ^DXY and EEFT shifts across timeframes, from -0.20 (5 years) to -0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
^DXY vs. EEFT — Risk / Return Rank
^DXY
EEFT
^DXY vs. EEFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for US Dollar Currency Index (^DXY) and Euronet Worldwide, Inc. (EEFT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ^DXY | EEFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.82 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | -0.82 | +0.98 |
| Martin ratioReturn relative to average drawdown | 0.36 | -1.18 | +1.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ^DXY | EEFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | -1.09 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | -0.40 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | -0.04 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.10 | -0.18 |
Drawdowns
^DXY vs. EEFT - Drawdown Comparison
The maximum ^DXY drawdown since its inception was -45.13%, smaller than the maximum EEFT drawdown of -87.91%. Use the drawdown chart below to compare losses from any high point for ^DXY and EEFT.
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Drawdown Indicators
| ^DXY | EEFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.13% | -87.91% | +42.78% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -43.19% | +39.19% |
Max Drawdown (3Y)Largest decline over 3 years | -12.49% | -46.26% | +33.77% |
Max Drawdown (5Y)Largest decline over 5 years | -15.68% | -59.19% | +43.51% |
Max Drawdown (10Y)Largest decline over 10 years | -15.68% | -62.37% | +46.69% |
Current DrawdownCurrent decline from peak | -23.51% | -58.37% | +34.86% |
Average DrawdownAverage peak-to-trough decline | -28.17% | -33.90% | +5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 29.83% | -28.07% |
Volatility
^DXY vs. EEFT - Volatility Comparison
The current volatility for US Dollar Currency Index (^DXY) is 0.94%, while Euronet Worldwide, Inc. (EEFT) has a volatility of 11.11%. This indicates that ^DXY experiences smaller price fluctuations and is considered to be less risky than EEFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^DXY | EEFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 11.11% | -10.17% |
Volatility (6M)Calculated over the trailing 6-month period | 3.91% | 26.19% | -22.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.70% | 32.41% | -26.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.97% | 35.06% | -28.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 36.30% | -29.81% |
Frequently Asked Questions
^DXY and EEFT have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EEFT has higher volatility (11.11%) compared to ^DXY (0.94%). In terms of maximum drawdown, ^DXY dropped -45.13% vs EEFT's -87.91%.
^DXY currently has the higher Sharpe Ratio (0.11 vs -1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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