Look into clustered indexes, they can be used to improve performance in some cases with large data sets, apparently that was what the SQL style DB's used back when computing power was very limited.
Source: I'm working with a senior developer who mentioned they would use an index to avoid having to select the actual values in the database because of throughput restrictions.
According to the documentation I've checked they are just 'primary keys' but they're not the same as what they once were, might require digging to get any obscure performance benefit out of it.
Additional information can be found here: https://dev.mysql.com/doc/refman/5.7/en/order-by-optimization.html
See headline "Influencing ORDER BY Optimization" in the referenced article.