^DXY vs. ^XAU
Compare and contrast key facts about US Dollar Currency Index (^DXY) and Philadelphia Gold and Silver Index (^XAU).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DXY or ^XAU.
Correlation
The correlation between ^DXY and ^XAU is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
^DXY vs. ^XAU - Performance Comparison
Key characteristics
^DXY:
-0.75
^XAU:
1.31
^DXY:
-0.93
^XAU:
1.83
^DXY:
0.88
^XAU:
1.24
^DXY:
-0.13
^XAU:
1.06
^DXY:
-1.49
^XAU:
4.68
^DXY:
3.49%
^XAU:
9.52%
^DXY:
6.92%
^XAU:
34.10%
^DXY:
-56.70%
^XAU:
-83.04%
^DXY:
-39.54%
^XAU:
-17.28%
Returns By Period
In the year-to-date period, ^DXY achieves a -8.20% return, which is significantly lower than ^XAU's 38.06% return. Over the past 10 years, ^DXY has underperformed ^XAU with an annualized return of 0.26%, while ^XAU has yielded a comparatively higher 10.24% annualized return.
^DXY
-8.20%
-4.41%
-4.29%
-5.92%
-0.14%
0.26%
^XAU
38.06%
6.93%
11.77%
42.34%
10.05%
10.24%
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Risk-Adjusted Performance
^DXY vs. ^XAU — Risk-Adjusted Performance Rank
^DXY
^XAU
^DXY vs. ^XAU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for US Dollar Currency Index (^DXY) and Philadelphia Gold and Silver Index (^XAU). 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.
Drawdowns
^DXY vs. ^XAU - Drawdown Comparison
The maximum ^DXY drawdown since its inception was -56.70%, smaller than the maximum ^XAU drawdown of -83.04%. Use the drawdown chart below to compare losses from any high point for ^DXY and ^XAU. For additional features, visit the drawdowns tool.
Volatility
^DXY vs. ^XAU - Volatility Comparison
The current volatility for US Dollar Currency Index (^DXY) is 3.47%, while Philadelphia Gold and Silver Index (^XAU) has a volatility of 16.34%. This indicates that ^DXY experiences smaller price fluctuations and is considered to be less risky than ^XAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.