The Sioux are a group of Native American tribes who primarily populated the American Midwest, in the states now known as North and South Dakota, Minnesota, Wisconsin and Nebraska. The term Sioux encompasses a number of diverse ethnic and linguistic groups.
The word Sioux is an exonym that derives from the French transcription of the term Nadouessioux, which is the word for any of the members of the Ethnic group or languages of the Sioux. The term Nadouessioux derives from the Anishnaabe languages, which was spoken by another diverse Native American group that are not part of the Sioux group.
The correct pronunciation of Sioux in English is Soo. The letters that appear in Sioux are not pronounced phonetically, as they appear. Instead, after the "S", you must pronounce and stress the "oo" sound.