IShares Inflation Correlations

LQDI Etf

USD 26.64 0.02 0.08%

The current 90-days correlation between iShares Inflation Hedged and Nuveen Core Plus is 0.63 (i.e., Poor diversification). The correlation of IShares Inflation 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 Inflation Correlation With Market

Poor diversification

The correlation between iShares Inflation Hedged and DJI is 0.68 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding iShares Inflation Hedged and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with IShares Etf

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in iShares Inflation Hedged. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in small area income & poverty estimates.

Moving together with IShares Etf

0.9	LQD	iShares iBoxx Investment Sell-off Trend	Pair Corr
0.88	IGIB	iShares 5 10 Sell-off Trend	Pair Corr
0.91	USIG	iShares Broad USD Sell-off Trend	Pair Corr
0.86	SPIB	SPDR Barclays Interm Sell-off Trend	Pair Corr
0.91	SUSC	iShares ESG USD	Pair Corr
0.89	QLTA	iShares Aaa	Pair Corr
0.9	CORP	PIMCO Investment Grade	Pair Corr
0.85	FLCO	Franklin Liberty Inv	Pair Corr
0.87	GIGB	Goldman Sachs Access	Pair Corr
0.91	VTC	Vanguard Total Corporate	Pair Corr
0.68	INR	Infinity Natural Res	Pair Corr
0.84	BND	Vanguard Total Bond Sell-off Trend	Pair Corr
0.81	VTV	Vanguard Value Index	Pair Corr
0.78	VO	Vanguard Mid Cap	Pair Corr
0.82	VEA	Vanguard FTSE Developed	Pair Corr
0.77	VB	Vanguard Small Cap	Pair Corr
0.82	FEM	First Trust Emerging	Pair Corr
0.81	LALT	Invesco Multi Strategy	Pair Corr
0.64	GPGCX	Grandeur Peak Global	Pair Corr
0.8	IOCT	Innovator ETFs Trust	Pair Corr
0.81	ISTB	iShares Core 1	Pair Corr
0.79	DXJ	WisdomTree Japan Hedged	Pair Corr
0.85	PID	Invesco International	Pair Corr
0.8	AVMC	American Century ETF	Pair Corr
0.65	DAUG	FT Cboe Vest	Pair Corr
0.78	EAFG	Pacer Funds Trust	Pair Corr
0.66	PAUG	Innovator Equity Power	Pair Corr
0.68	DIA	SPDR Dow Jones	Pair Corr
0.71	URA	Global X Uranium	Pair Corr
0.7	RSST	Return Stacked Stocks	Pair Corr
0.68	NAPR	Innovator Nasdaq 100	Pair Corr
0.81	DFE	WisdomTree Europe	Pair Corr
0.84	RHRX	Starboard Investment	Pair Corr
0.82	ESGD	iShares ESG Aware	Pair Corr

Moving against IShares Etf

0.4	VUG	Vanguard Growth Index	Pair Corr
0.54	ENTR	EntrepreneurShares	Pair Corr

Related Correlations Analysis

	IGBH	IHYF	EMCB	NUHY	GHYB	AGZD	BSSX	RSBT	STXT	NCPB
IGBH		0.8	0.7	0.85	0.85	0.81	0.55	0.78	0.31	0.46	IGBH
IHYF	0.8		0.92	0.95	0.96	0.94	0.89	0.93	0.72	0.82	IHYF
EMCB	0.7	0.92		0.86	0.88	0.89	0.89	0.92	0.73	0.85	EMCB
NUHY	0.85	0.95	0.86		0.99	0.93	0.79	0.9	0.66	0.75	NUHY
GHYB	0.85	0.96	0.88	0.99		0.93	0.82	0.92	0.68	0.77	GHYB
AGZD	0.81	0.94	0.89	0.93	0.93		0.82	0.9	0.61	0.74	AGZD
BSSX	0.55	0.89	0.89	0.79	0.82	0.82		0.9	0.86	0.94	BSSX
RSBT	0.78	0.93	0.92	0.9	0.92	0.9	0.9		0.72	0.85	RSBT
STXT	0.31	0.72	0.73	0.66	0.68	0.61	0.86	0.72		0.92	STXT
NCPB	0.46	0.82	0.85	0.75	0.77	0.74	0.94	0.85	0.92		NCPB
	IGBH	IHYF	EMCB	NUHY	GHYB	AGZD	BSSX	RSBT	STXT	NCPB

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IShares Inflation Constituents Risk-Adjusted Indicators

There is a big difference between IShares Etf performing well and IShares Inflation 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 Inflation'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
IGBH	0.16	0.00	(0.34)	0.09	0.13	(0.17)	0.33	(0.36)	1.18
IHYF	0.12	0.04	(0.44)	(1.14)	0.00	(0.17)	0.32	(0.13)	0.68
EMCB	0.17	0.01	(0.32)	0.20	0.10	(0.18)	0.35	(0.26)	1.04
NUHY	0.10	0.03	(0.49)	1.62	0.00	(0.14)	0.28	(0.19)	0.66
GHYB	0.10	0.03	(0.42)	1.28	0.00	(0.12)	0.27	(0.18)	0.62
AGZD	0.13	0.01	(0.41)	2.48	0.06	(0.15)	0.27	(0.27)	0.94
BSSX	0.10	0.02	(0.49)	0.83	0.00	(0.12)	0.20	(0.19)	0.50
RSBT	0.74	0.11	0.06	0.25	1.07	(0.77)	1.48	(1.75)	6.52
STXT	0.14	0.02	(0.32)	0.82	0.00	(0.16)	0.30	(0.25)	0.90
NCPB	0.13	0.02	(0.39)	0.59	0.00	(0.17)	0.28	(0.20)	0.64

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