DXY (US Dollar Index) sector & asset correlations. Current regime, rolling 90-day correlation matrix, asset-class sensitivities, and regime-conditioned trade ideas. Data: UUP ETF via Polygon (DXY proxy) + literature priors (Lustig-Roussanov-Verdelhan 2011; Koijen et al. 2018).
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DXY Level (UUP Proxy)
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1D—
1W—
1M—
YTD—
52-week range
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Dollar Regime
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52-Week Percentile
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vs prior year
DXY Sector Correlations — Rolling 90d (Pearson r)
GICS Sectors vs DollarLiterature Prior
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Correlation Legend
Correlation r measures co-movement between DXY daily returns and each sector ETF's daily returns over the prior 90 trading days.
Positive r— sector moves WITH dollar strength
Negative r— sector moves AGAINST dollar strength
Scale
±0.0–0.2 → Neutral±0.2–0.4 → Moderate±0.4–0.7 → Strong>0.7 → Very strong
Live data: Computed from Polygon daily bars (UUP + sector ETFs) when API key is configured. Falls back to literature-median priors (LRV 2011, KMPV 2018) otherwise.
Asset Class DXY Sensitivity
DXY vs Key Asset Classes — Direction & Correlation rLiterature Prior
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Trade Ideas — Current Regime
⇧ Overweight / Favour
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⇩ Underweight / Avoid
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Historical DXY Impact — When USD Was at Similar Levels
Sector Returns at Current Regime
Annualised median (2000–2024)
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Asset Returns at Current Regime
Annualised median (2000–2024)
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Data & methodology: DXY level proxied via UUP ETF (Invesco DB US Dollar Bullish Fund) from Polygon.io — Polygon does not license ICE/DXY directly. Sector correlations: Pearson r on log-returns, rolling 90 trading days (UUP vs XLK/XLF/XLE/XLV/XLU/XLI/XLP/XLY/XLB/XLRE/XLC). Asset correlations: GLD, EEM, USO, DJP. Literature priors used when Polygon bars are unavailable. Historical returns: annualised median from Lustig-Roussanov-Verdelhan (2011), Koijen-Moskowitz-Pedersen-Vrugt (2018), NBER databases 2000–2024. Not investment advice. Past correlations are not predictive of future returns. Regime regime bands: STRONG DOLLAR = 52w percentile >80%; NEUTRAL = 20–80%; WEAK DOLLAR = <20%.