IShares Core Correlations

AOM Etf

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The current 90-days correlation between iShares Core Moderate and iShares Core Conservative is 0.03 (i.e., Significant diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IShares Core moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares Core Moderate moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

IShares Core Correlation With Market

Almost no diversification

The correlation between iShares Core Moderate and DJI is 0.94 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding iShares Core Moderate and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with IShares Etf

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in iShares Core Moderate. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment.

Moving together with IShares Etf

0.88	GDMA	Alpha Architect Gdsdn	Pair Corr
0.94	INKM	SPDR SSgA Income	Pair Corr
0.96	FCEF	First Trust Income	Pair Corr
0.99	EAOM	iShares ESG Aware	Pair Corr
0.87	AGQ	ProShares Ultra Silver Trending	Pair Corr
0.84	DFEN	Direxion Daily Aerospace	Pair Corr
0.83	DGP	DB Gold Double	Pair Corr
0.83	UGL	ProShares Ultra Gold	Pair Corr
0.86	NUGT	Direxion Daily Gold	Pair Corr
0.71	DIG	ProShares Ultra Oil	Pair Corr
0.81	URNM	Sprott Uranium Miners	Pair Corr
0.88	EWM	iShares MSCI Malaysia	Pair Corr
0.95	VTI	Vanguard Total Stock	Pair Corr
0.87	TECHX	Wisdomtree Digital Trust	Pair Corr
0.96	PSMO	Pacer Swan SOS	Pair Corr
0.95	DDLS	WisdomTree Dynamic	Pair Corr
0.61	EIPX	First Trust Exchange	Pair Corr
0.93	VOO	Vanguard SP 500	Pair Corr
0.8	BIL	SPDR Bloomberg 1	Pair Corr
0.88	DFAE	Dimensional Emerging Core	Pair Corr
0.85	VTEB	Vanguard Tax Exempt Sell-off Trend	Pair Corr
0.95	HFXI	IQ 50 Percent	Pair Corr
0.83	UX	Roundhill Uranium ETF	Pair Corr
0.92	VIG	Vanguard Dividend	Pair Corr
0.96	SCHF	Schwab International	Pair Corr
0.92	SMH	VanEck Semiconductor ETF	Pair Corr
0.94	BRHY	BlackRock High Yield	Pair Corr
0.81	IBMP	iShares iBonds Dec	Pair Corr
0.94	TOT	Advisor Managed Port	Pair Corr
0.88	GSEE	Goldman Sachs MarketBeta Low Volatility	Pair Corr

Moving against IShares Etf

0.68

FNGU

MicroSectors FANG Index Symbol Change

Pair Corr

Related Correlations Analysis

	IDU	IAI	IDMO	EWA	EEMA	JPEF	SMMD	FLQL	IYJ	AOK
IDU		-0.58	-0.6	-0.11	-0.14	-0.21	-0.48	-0.43	-0.46	-0.41	IDU
IAI	-0.58		0.94	0.68	0.74	0.63	0.94	0.9	0.96	0.87	IAI
IDMO	-0.6	0.94		0.7	0.76	0.54	0.91	0.87	0.92	0.88	IDMO
EWA	-0.11	0.68	0.7		0.82	0.66	0.73	0.78	0.77	0.73	EWA
EEMA	-0.14	0.74	0.76	0.82		0.49	0.78	0.77	0.81	0.82	EEMA
JPEF	-0.21	0.63	0.54	0.66	0.49		0.64	0.86	0.62	0.66	JPEF
SMMD	-0.48	0.94	0.91	0.73	0.78	0.64		0.91	0.96	0.88	SMMD
FLQL	-0.43	0.9	0.87	0.78	0.77	0.86	0.91		0.9	0.89	FLQL
IYJ	-0.46	0.96	0.92	0.77	0.81	0.62	0.96	0.9		0.87	IYJ
AOK	-0.41	0.87	0.88	0.73	0.82	0.66	0.88	0.89	0.87		AOK
	IDU	IAI	IDMO	EWA	EEMA	JPEF	SMMD	FLQL	IYJ	AOK

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

IYJ	+ 0.96	IAI
IYJ	+ 0.96	SMMD
IDMO	+ 0.94	IAI
SMMD	+ 0.94	IAI
IYJ	+ 0.92	IDMO
SMMD	+ 0.91	IDMO

High negative correlations

IDMO	- 0.6	IDU
IAI	- 0.58	IDU
SMMD	- 0.48	IDU
IYJ	- 0.46	IDU
FLQL	- 0.43	IDU
AOK	- 0.41	IDU

IShares Core Constituents Risk-Adjusted Indicators

There is a big difference between IShares Etf performing well and IShares Core ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze IShares Core's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
IDU	0.61	(0.07)	0.00	(0.12)	0.00	0.00	1.14	(1.28)	3.62
IAI	0.89	0.03	0.04	0.09	1.13	(0.87)	1.58	(2.14)	6.26
IDMO	0.58	0.12	0.14	0.24	0.45	(0.66)	1.48	(1.06)	2.82
EWA	0.71	0.03	0.01	0.11	0.80	(0.77)	1.39	(1.37)	3.80
EEMA	0.69	0.10	0.09	0.21	0.62	(0.73)	1.51	(1.17)	4.08
JPEF	0.52	(0.02)	(0.04)	0.04	0.77	(0.48)	1.02	(1.21)	3.90
SMMD	0.81	0.03	0.04	0.09	0.85	(0.87)	1.64	(1.56)	3.71
FLQL	0.60	0.02	0.01	0.09	0.81	(0.58)	1.09	(1.48)	3.87
IYJ	0.70	(0.01)	(0.01)	0.05	0.83	(0.67)	1.67	(1.34)	4.14
AOK	0.23	0.02	(0.10)	0.51	0.30	(0.24)	0.48	(0.64)	1.74

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