^SIXT vs. ^DXY

Last updated Jun 27, 2026

^SIXT (Technology Select Sector Index) and ^DXY (US Dollar Currency Index) are both indexes.

Performance

^SIXT vs. ^DXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Technology Select Sector Index (^SIXT) and US Dollar Currency Index (^DXY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^SIXT

• 1D: 0.11%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^DXY

• 1D: -0.10%
• 1M: 0.42%
• YTD: 1.13%
• 6M: 1.44%
• 1Y: 2.08%
• 3Y*: -1.49%
• 5Y*: 1.98%
• 10Y*: 0.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^SIXT vs. ^DXY - Yearly Performance Comparison

	2026 (YTD)
^SIXT Technology Select Sector Index	0.11%
^DXY US Dollar Currency Index	0.00%

Return for Risk

^SIXT vs. ^DXY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SIXT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

^DXY

^DXY Risk / Return Rank: 17
^DXY Sharpe Ratio Rank: 18
^DXY Sortino Ratio Rank: 15
^DXY Omega Ratio Rank: 15
^DXY Calmar Ratio Rank: 19
^DXY Martin Ratio Rank: 19

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^SIXT vs. ^DXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Technology Select Sector Index (^SIXT) and US Dollar Currency Index (^DXY). 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.

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.

	^SIXT	^DXY	Difference
Sharpe ratio: Return per unit of total volatility	—	0.11	—
Sortino ratio: Return per unit of downside risk	—	0.19	—
Omega ratio: Gain probability vs. loss probability	—	1.02	—
Calmar ratio: Return relative to maximum drawdown	—	0.16	—
Martin ratio: Return relative to average drawdown	—	0.36	—

Drawdowns

^SIXT vs. ^DXY - Drawdown Comparison

The maximum ^SIXT drawdown since its inception was 0.00%, smaller than the maximum ^DXY drawdown of -45.13%. Use the drawdown chart below to compare losses from any high point for ^SIXT and ^DXY.

Drawdown Indicators

	^SIXT	^DXY	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-45.13%	+45.13%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.00%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-12.49%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.68%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-15.68%	—
Current Drawdown Current decline from peak	0.00%	-23.51%	+23.51%
Average Drawdown Average peak-to-trough decline	0.00%	-28.16%	+28.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.76%	—

Volatility

Volatility by Period

	^SIXT	^DXY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.94%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.91%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	5.70%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	6.97%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	6.49%	—