Xtrackers SLI Correlations

DXS0 Etf

EUR 252.00 0.90 0.36%

The current 90-days correlation between Xtrackers SLI and Market Access NYSE is 0.04 (i.e., Significant diversification). The correlation of Xtrackers SLI is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Xtrackers SLI Correlation With Market

Very poor diversification

The correlation between Xtrackers SLI and DJI is 0.85 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Xtrackers SLI and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Xtrackers SLI could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Xtrackers SLI when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Xtrackers SLI - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Xtrackers SLI to buy it.

Moving together with Xtrackers Etf

0.97	DBXS	Xtrackers Switzerland	Pair Corr
0.98	EXI1	iShares SLI UCITS	Pair Corr
0.95	EDM4	iShares III Plc	Pair Corr
0.84	EL4F	Deka DAX UCITS	Pair Corr
0.83	VWCE	Vanguard FTSE All	Pair Corr
0.93	EMUX	BNP Paribas Easy	Pair Corr
0.97	SXR7	iShares Core MSCI	Pair Corr
0.87	JER5	Jpmorgan ETFs Ireland	Pair Corr
0.89	LGWS	Lyxor Index Fund	Pair Corr
0.91	IQQT	iShares Public	Pair Corr
0.83	DBX9	Xtrackers FTSE	Pair Corr
0.87	GQWD	Goldman Sachs Alpha	Pair Corr
0.82	IQQP	iShares Public	Pair Corr
0.89	S0LR	Invesco Solar Energy	Pair Corr
0.94	XDWI	Xtrackers MSCI World	Pair Corr
0.8	IBCS	iShares Public	Pair Corr
0.9	LM9E	BNP Paribas Easy	Pair Corr
0.97	VERE	Vanguard FTSE Developed	Pair Corr
0.77	XGUE	Xtrackers USD Corporate	Pair Corr
0.95	EUN2	iShares II Public	Pair Corr
0.9	PRAM	Amundi Prime Emerging	Pair Corr
0.9	SC0S	Invesco Markets plc	Pair Corr
0.87	V9N	Global X Data	Pair Corr
0.93	ZPDI	SPDR SP Industrials	Pair Corr
0.79	IUS2	iShares SP Banks	Pair Corr
0.87	IUSQ	iShares MSCI ACWI	Pair Corr
0.79	XDWS	Xtrackers MSCI World	Pair Corr
0.76	ELCR	Lyxor Index Fund	Pair Corr
0.91	DBXE	Xtrackers Euro	Pair Corr
0.91	UIMI	UBS Fund Solutions	Pair Corr
0.84	LYBK	Multi Units Luxembourg	Pair Corr
0.93	XDDX	Xtrackers DAX Income	Pair Corr
0.96	XESC	Xtrackers EURO STOXX	Pair Corr
0.71	VGEA	Vanguard EUR Eurozone	Pair Corr
0.69	IBCI	iShares Public	Pair Corr
0.91	VMID	Vanguard FTSE 250	Pair Corr
0.75	C099	Lyxor Bloomberg Equal	Pair Corr

Moving against Xtrackers Etf

0.88

DBPD

Xtrackers ShortDAX

Pair Corr

Related Correlations Analysis

	18M1	SPYQ	IUS2	DC4	T3MP	EUHI	M9SD
18M1		0.96	0.75	0.8	0.94	0.94	0.92	18M1
SPYQ	0.96		0.77	0.83	0.91	0.96	0.9	SPYQ
IUS2	0.75	0.77		0.64	0.63	0.79	0.57	IUS2
DC4	0.8	0.83	0.64		0.68	0.81	0.86	DC4
T3MP	0.94	0.91	0.63	0.68		0.86	0.85	T3MP
EUHI	0.94	0.96	0.79	0.81	0.86		0.88	EUHI
M9SD	0.92	0.9	0.57	0.86	0.85	0.88		M9SD
	18M1	SPYQ	IUS2	DC4	T3MP	EUHI	M9SD

Xtrackers SLI Constituents Risk-Adjusted Indicators

There is a big difference between Xtrackers Etf performing well and Xtrackers SLI 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 Xtrackers SLI'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
18M1	0.02	0.00	(3.14)	(0.57)	0.00	(0.03)	0.06	(0.04)	0.14
SPYQ	0.67	0.24	0.19	7.08	0.34	(0.83)	1.73	(0.95)	5.41
IUS2	1.08	0.20	0.05	(2.64)	1.28	(1.19)	2.58	(2.77)	6.28
DC4	1.44	0.32	0.10	(1.12)	1.32	(1.68)	3.41	(2.95)	8.95
T3MP	0.54	0.24	0.18	(4.53)	0.14	(0.61)	1.37	(0.96)	2.81
EUHI	0.09	0.02	(0.67)	(3.10)	0.00	(0.13)	0.21	(0.11)	0.43
M9SD	2.11	0.54	0.17	0.74	2.38	(2.24)	4.72	(3.69)	15.04

Be your own money manager

Our tools can tell you how much better you can do entering a position in Xtrackers SLI without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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