IShares Inflation Correlations

LQDI Etf

USD 26.41 0.13 0.49%

The current 90-days correlation between iShares Inflation Hedged and iShares Interest Rate is -0.02 (i.e., Good 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

Average diversification

The correlation between iShares Inflation Hedged and DJI is 0.18 (i.e., Average 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 american community survey.

Moving together with IShares Etf

0.66	LQD	iShares iBoxx Investment	Pair Corr
0.71	HD	Home Depot	Pair Corr
0.72	MSFT	Microsoft	Pair Corr
0.69	HPQ	HP Inc	Pair Corr

Moving against IShares Etf

0.6	DD	Dupont De Nemours	Pair Corr
0.54	CSCO	Cisco Systems Sell-off Trend	Pair Corr
0.5	JNJ	Johnson Johnson	Pair Corr
0.48	PFE	Pfizer Inc	Pair Corr
0.46	XOM	Exxon Mobil Corp	Pair Corr
0.44	VZ	Verizon Communications	Pair Corr

Related Correlations Analysis

	IGBH	IHYF	EMCB	NUHY	GHYB	AGZD	BSSX	RSBT	STXT	NCPB
IGBH		0.97	0.83	0.94	0.95	0.85	0.66	0.81	0.14	0.77	IGBH
IHYF	0.97		0.86	0.96	0.98	0.78	0.64	0.82	0.2	0.81	IHYF
EMCB	0.83	0.86		0.91	0.9	0.8	0.77	0.74	-0.03	0.77	EMCB
NUHY	0.94	0.96	0.91		0.99	0.84	0.75	0.76	0.09	0.83	NUHY
GHYB	0.95	0.98	0.9	0.99		0.82	0.74	0.81	0.13	0.83	GHYB
AGZD	0.85	0.78	0.8	0.84	0.82		0.71	0.66	-0.17	0.59	AGZD
BSSX	0.66	0.64	0.77	0.75	0.74	0.71		0.68	0.02	0.75	BSSX
RSBT	0.81	0.82	0.74	0.76	0.81	0.66	0.68		0.29	0.73	RSBT
STXT	0.14	0.2	-0.03	0.09	0.13	-0.17	0.02	0.29		0.41	STXT
NCPB	0.77	0.81	0.77	0.83	0.83	0.59	0.75	0.73	0.41		NCPB
	IGBH	IHYF	EMCB	NUHY	GHYB	AGZD	BSSX	RSBT	STXT	NCPB

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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

GHYB	+ 0.99	NUHY
GHYB	+ 0.98	IHYF
IHYF	+ 0.97	IGBH
NUHY	+ 0.96	IHYF
GHYB	+ 0.95	IGBH
NUHY	+ 0.94	IGBH

High negative correlations

STXT	- 0.17	AGZD
STXT	- 0.03	EMCB

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	0.19	0.01	(0.23)	0.13	0.15	(0.20)	0.41	(0.37)	1.24
IHYF	0.17	0.00	(0.29)	0.06	0.16	(0.19)	0.35	(0.40)	1.21
EMCB	0.16	0.00	(0.33)	0.13	0.12	(0.19)	0.34	(0.26)	1.20
NUHY	0.16	0.00	(0.29)	0.10	0.07	(0.18)	0.33	(0.28)	0.80
GHYB	0.15	0.00	(0.32)	0.08	0.08	(0.16)	0.36	(0.34)	0.83
AGZD	0.15	0.01	(0.32)	(1.00)	0.13	(0.17)	0.27	(0.36)	0.93
BSSX	0.11	0.02	(0.40)	0.72	0.00	(0.13)	0.27	(0.23)	0.66
RSBT	0.77	0.03	0.02	0.12	0.93	(0.76)	1.78	(1.76)	4.48
STXT	0.15	(0.01)	(0.38)	(0.21)	0.20	(0.17)	0.30	(0.30)	0.89
NCPB	0.13	0.01	(0.38)	0.22	0.04	(0.15)	0.24	(0.24)	0.72

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