Invesco KBW Correlations

KBWP Etf

USD 123.69 1.70 1.39%

The current 90-days correlation between Invesco KBW Property and Vanguard Quality Factor is 0.25 (i.e., Modest diversification). The correlation of Invesco KBW 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Invesco KBW Correlation With Market

Average diversification

The correlation between Invesco KBW Property and DJI is 0.15 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Invesco KBW Property and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Invesco Etf

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Invesco KBW Property. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in private.

Moving together with Invesco Etf

0.66	XLF	Financial Select Sector Sell-off Trend	Pair Corr
0.63	VFH	Vanguard Financials Index	Pair Corr
0.63	FNCL	Fidelity MSCI Financials	Pair Corr

Moving against Invesco Etf

0.44	IMRA	Bitwise Funds Trust	Pair Corr
0.36	MRAL	GraniteShares 2x Long Buyout Trend	Pair Corr
0.39	XLU	Utilities Select Sector Aggressive Push	Pair Corr

Related Correlations Analysis

	KBWD	EPOL	RSPG	EIS	DDLS	GRPM	HYGH	VFMF	EELV	VFQY
KBWD		0.77	0.5	0.83	0.79	0.84	0.9	0.8	0.69	0.87	KBWD
EPOL	0.77		0.74	0.96	0.95	0.79	0.92	0.93	0.93	0.84	EPOL
RSPG	0.5	0.74		0.75	0.84	0.54	0.66	0.78	0.91	0.53	RSPG
EIS	0.83	0.96	0.75		0.96	0.83	0.95	0.95	0.91	0.88	EIS
DDLS	0.79	0.95	0.84	0.96		0.81	0.93	0.96	0.95	0.85	DDLS
GRPM	0.84	0.79	0.54	0.83	0.81		0.9	0.9	0.69	0.97	GRPM
HYGH	0.9	0.92	0.66	0.95	0.93	0.9		0.95	0.85	0.94	HYGH
VFMF	0.8	0.93	0.78	0.95	0.96	0.9	0.95		0.9	0.93	VFMF
EELV	0.69	0.93	0.91	0.91	0.95	0.69	0.85	0.9		0.72	EELV
VFQY	0.87	0.84	0.53	0.88	0.85	0.97	0.94	0.93	0.72		VFQY
	KBWD	EPOL	RSPG	EIS	DDLS	GRPM	HYGH	VFMF	EELV	VFQY

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Invesco KBW Constituents Risk-Adjusted Indicators

There is a big difference between Invesco Etf performing well and Invesco KBW 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 Invesco KBW'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
KBWD	0.70	0.03	0.01	0.11	0.78	(0.85)	1.61	(1.24)	4.92
EPOL	0.99	0.14	0.11	0.25	0.94	(1.14)	2.30	(2.13)	5.45
RSPG	1.15	0.24	0.15	0.62	1.13	(1.23)	2.72	(2.03)	5.76
EIS	0.86	0.20	0.15	0.33	0.94	(0.93)	1.78	(1.56)	4.83
DDLS	0.48	0.13	0.15	0.29	0.38	(0.53)	1.23	(0.89)	3.16
GRPM	0.79	0.00	0.00	0.06	0.83	(0.87)	2.09	(1.40)	3.76
HYGH	0.16	0.01	(0.26)	0.10	0.06	(0.18)	0.34	(0.27)	1.01
VFMF	0.65	0.12	0.13	0.19	0.55	(0.70)	1.83	(1.31)	3.90
EELV	0.45	0.10	0.10	0.29	0.39	(0.51)	0.97	(0.95)	3.16
VFQY	0.68	0.01	0.01	0.07	0.73	(0.70)	1.84	(1.44)	3.89

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