Listed Funds Correlations

BCDF ETF

USD 32.23 0.10 0.31%

The current 90-days correlation between Listed Funds Trust and Invesco SAMPP SmallCap is 0.1 (i.e., Good diversification).Investors use its correlation structure to evaluate hedging opportunities and diversification potential.

Correlation to Market: Listed Funds

Good diversification

The correlation between Listed Funds and Dow Jones is 0.19, which Macroaxis classifies as Good diversification for the selected horizon. This chart measures the degree of risk overlap between Listed Funds and Dow Jones.

Sector and factor exposure at the portfolio level determines how concentrated or diversified the allocation is. Understanding allocation structure supports portfolio context. Historical return correlation between positions is a key input for construction decisions. Broader economic conditions can influence Listed Funds Trust's ETF valuation - related indicators include signals in persons.

Moving together with Listed ETF

0.62	GBTC	Grayscale Bitcoin Trust	Pair Corr
0.61	BITO	ProShares Bitcoin	Pair Corr
0.64	SPBC	Simplify Equity PLUS	Pair Corr
0.62	BTC	Grayscale Bitcoin Mini	Pair Corr
0.65	XOVR	ERShares Private Public	Pair Corr
0.71	QQQ	Invesco QQQ Trust	Pair Corr
0.74	JXX	Janus Henderson Potential Growth	Pair Corr

Moving Against Listed ETF

0.56	T	ATT Inc	Pair Corr
0.49	MRK	Merck Company Earnings Call Today	Pair Corr
0.36	PFE	Pfizer Inc Earnings Call This Week	Pair Corr
0.34	KO	Coca Cola Aggressive Push	Pair Corr
0.34	MCD	McDonalds Earnings Call This Week	Pair Corr
0.32	VZ	Verizon Communications Aggressive Push	Pair Corr

Related Correlations Analysis

	STXI	EWK	COPJ	FPWR	STXM	FORH	CAFG	ITDH	DIEM	PSCD
STXI		-0.62	-0.6	0.41	0.88	-0.62	-0.64	-0.83	-0.72	-0.66	STXI
EWK	-0.62		0.76	-0.33	-0.49	0.63	0.35	0.78	0.69	0.91	EWK
COPJ	-0.6	0.76		-0.53	-0.57	0.75	0.17	0.69	0.51	0.79	COPJ
FPWR	0.41	-0.33	-0.53		0.5	-0.17	0.29	-0.15	0.08	-0.41	FPWR
STXM	0.88	-0.49	-0.57	0.5		-0.47	-0.53	-0.71	-0.56	-0.53	STXM
FORH	-0.62	0.63	0.75	-0.17	-0.47		0.44	0.75	0.67	0.68	FORH
CAFG	-0.64	0.35	0.17	0.29	-0.53	0.44		0.78	0.85	0.41	CAFG
ITDH	-0.83	0.78	0.69	-0.15	-0.71	0.75	0.78		0.95	0.81	ITDH
DIEM	-0.72	0.69	0.51	0.08	-0.56	0.67	0.85	0.95		0.69	DIEM
PSCD	-0.66	0.91	0.79	-0.41	-0.53	0.68	0.41	0.81	0.69		PSCD
	STXI	EWK	COPJ	FPWR	STXM	FORH	CAFG	ITDH	DIEM	PSCD

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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

DIEM	+ 0.95	ITDH
PSCD	+ 0.91	EWK
STXM	+ 0.88	STXI
DIEM	+ 0.85	CAFG
PSCD	+ 0.81	ITDH
PSCD	+ 0.79	COPJ

High negative correlations

ITDH	- 0.83	STXI
DIEM	- 0.72	STXI
ITDH	- 0.71	STXM
PSCD	- 0.66	STXI
CAFG	- 0.64	STXI
FORH	- 0.62	STXI

Listed Funds Constituents Risk-Adjusted Indicators

Listed Funds ETF can look attractive on recent price action while risk efficiency lags the peer group. Reviewing Listed Funds' risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
STXI	0.83	-0.02	0.00	-0.49	0.00	0.00	1.54	-2.11	5.37
EWK	0.98	-0.03	0.00	-0.05	0.00	0.00	2.21	-2.34	6.61
COPJ	2.64	-0.24	0.00	-0.13	0.00	0.00	4.81	-6.61	14.81
FPWR	0.51	0.14	0.23	1.60	0.45	-0.55	1.72	-1.02	3.94
STXM	0.75	0.00	0.02	-0.01	1.09	-0.72	1.58	-2.02	5.51
FORH	0.76	-0.05	0.00	0.21	0.00	0.00	1.51	-1.54	5.00
CAFG	0.95	0.14	0.11	0.11	1.14	-0.98	1.96	-2.07	6.57
ITDH	0.80	0.05	0.05	0.03	0.95	-0.84	1.81	-1.73	4.50
DIEM	1.18	0.15	0.09	0.09	1.48	-1.24	2.34	-2.76	6.54
PSCD	1.08	-0.03	0.00	-0.04	0.00	0.00	2.82	-2.23	5.71