IShares MSCI Correlations

ISCF Etf

USD 42.24 0.42 1.00%

The current 90-days correlation between iShares MSCI Intl and WisdomTree International High is 0.82 (i.e., Very poor diversification). The correlation of IShares MSCI 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.

IShares MSCI Correlation With Market

Poor diversification

The correlation between iShares MSCI Intl and DJI is 0.75 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding iShares MSCI Intl and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with IShares Etf

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iShares MSCI Intl. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in manufacturing.

Moving together with IShares Etf

0.99	SCZ	iShares MSCI EAFE	Pair Corr
0.98	VSS	Vanguard FTSE All	Pair Corr
0.99	GWX	SPDR SP International	Pair Corr
0.98	DFIS	Dimensional ETF Trust	Pair Corr
0.83	HSCZ	iShares Currency Hedged	Pair Corr
0.67	UPRO	ProShares UltraPro SP500	Pair Corr
0.62	QTJA	Innovator ETFs Trust	Pair Corr
0.73	QTOC	Innovator ETFs Trust	Pair Corr
0.82	XTOC	Innovator ETFs Trust	Pair Corr
0.75	QTAP	Innovator Growth 100	Pair Corr
0.63	XTJA	Innovator ETFs Trust	Pair Corr
0.75	XTAP	Innovator Equity Acc	Pair Corr
0.75	AGQ	ProShares Ultra Silver Buyout Trend	Pair Corr
0.83	OUSA	ALPS ETF Trust	Pair Corr
0.84	SCHF	Schwab International	Pair Corr
0.72	IDEC	Innovator ETFs Trust	Pair Corr
0.82	ICOP	iShares Copper	Pair Corr
0.8	PJFM	PGIM ETF Trust	Pair Corr
0.7	CPSL	Calamos Laddered	Pair Corr
0.71	NJAN	Innovator Nasdaq 100	Pair Corr
0.66	EVMT	Invesco Electric Vehicle	Pair Corr
0.8	DDFO	Innovator Equity Dual	Pair Corr

Moving against IShares Etf

0.54

IONZ

Defiance Daily Target

Pair Corr

Related Correlations Analysis

	DTH	IEO	EIS	JPSE	JKL	EZA	GXC	DWX	DDLS	DWLD
DTH		0.27	0.92	0.68	0.86	0.91	-0.43	0.95	0.87	0.92	DTH
IEO	0.27		0.26	0.08	0.24	0.06	0.04	0.16	0.14	0.2	IEO
EIS	0.92	0.26		0.63	0.8	0.85	-0.5	0.81	0.76	0.87	EIS
JPSE	0.68	0.08	0.63		0.94	0.61	-0.16	0.66	0.82	0.82	JPSE
JKL	0.86	0.24	0.8	0.94		0.76	-0.31	0.81	0.91	0.92	JKL
EZA	0.91	0.06	0.85	0.61	0.76		-0.46	0.87	0.82	0.82	EZA
GXC	-0.43	0.04	-0.5	-0.16	-0.31	-0.46		-0.4	-0.22	-0.2	GXC
DWX	0.95	0.16	0.81	0.66	0.81	0.87	-0.4		0.87	0.87	DWX
DDLS	0.87	0.14	0.76	0.82	0.91	0.82	-0.22	0.87		0.92	DDLS
DWLD	0.92	0.2	0.87	0.82	0.92	0.82	-0.2	0.87	0.92		DWLD
	DTH	IEO	EIS	JPSE	JKL	EZA	GXC	DWX	DDLS	DWLD

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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

DWX	+ 0.95	DTH
JKL	+ 0.94	JPSE
EIS	+ 0.92	DTH
DWLD	+ 0.92	DTH
DWLD	+ 0.92	JKL
DWLD	+ 0.92	DDLS

High negative correlations

GXC	- 0.5	EIS
GXC	- 0.46	EZA
GXC	- 0.43	DTH
DWX	- 0.4	GXC
GXC	- 0.31	JKL
DDLS	- 0.22	GXC

IShares MSCI Constituents Risk-Adjusted Indicators

There is a big difference between IShares Etf performing well and IShares MSCI 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 MSCI'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
DTH	0.47	0.06	0.05	0.15	0.45	(0.52)	0.99	(0.87)	2.10
IEO	1.18	(0.05)	0.00	(0.02)	0.00	0.00	2.17	(2.15)	7.00
EIS	0.94	0.12	0.09	0.17	1.18	(0.94)	1.93	(1.79)	5.60
JPSE	0.75	(0.04)	(0.03)	0.02	0.94	(0.76)	1.58	(1.40)	4.40
JKL	0.82	(0.01)	0.00	0.05	0.99	(0.86)	2.13	(1.71)	4.22
EZA	1.35	0.15	0.08	0.22	1.69	(1.35)	3.09	(2.67)	8.69
GXC	0.88	(0.11)	0.00	(0.06)	0.00	0.00	1.57	(1.51)	6.37
DWX	0.41	0.04	0.01	0.14	0.46	(0.42)	0.73	(0.93)	2.63
DDLS	0.47	0.02	(0.01)	0.08	0.58	(0.49)	1.13	(0.89)	3.15
DWLD	0.67	0.03	0.03	0.08	0.89	(0.66)	1.44	(1.54)	4.16

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