UBSFund Solutions Correlations

SW2UKD Etf

CHF 21.11 0.05 0.24%

The current 90-days correlation between UBSFund Solutions MSCI and iShares Swiss Dividend is 0.75 (i.e., Poor diversification). The correlation of UBSFund Solutions 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.

UBSFund Solutions Correlation With Market

Very poor diversification

The correlation between UBSFund Solutions MSCI and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding UBSFund Solutions MSCI and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to UBSFund Solutions could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace UBSFund Solutions 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 UBSFund Solutions - 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 UBSFund Solutions MSCI to buy it.

Moving together with UBSFund Etf

0.99	CSSMI	iShares SMI ETF	Pair Corr
0.99	SMICHA	UBS ETF SMI	Pair Corr
0.99	CHSPI	iShares Core SPI	Pair Corr
0.98	XSMI	Xtrackers Switzerland	Pair Corr
0.99	XSMC	Xtrackers Switzerland	Pair Corr
0.96	CHDVD	iShares Swiss Dividend	Pair Corr
0.98	SPICHA	UBS ETF SPI	Pair Corr
0.94	SLICHA	UBS ETF SLI	Pair Corr
0.97	SW2CHB	UBSFund Solutions MSCI	Pair Corr
0.97	CHSRIA	UBS ETF MSCI	Pair Corr
0.63	IAEX	iShares AEX UCITS	Pair Corr
0.71	XLES	Invesco Energy SP	Pair Corr
0.7	SXLE	SPDR SP Energy	Pair Corr
0.72	CWEUSD	Amundi Index Solutions	Pair Corr
0.82	IAUP	iShares Gold Producers	Pair Corr
0.82	GDX	VanEck Gold Miners	Pair Corr
0.61	MLPS	Invesco Morningstar	Pair Corr
0.77	IEEM	iShares MSCI EM	Pair Corr
0.84	VJPN	Vanguard FTSE Japan	Pair Corr
0.9	WRDUSW-USD	UBSETF MSCIWLD USDa	Pair Corr
0.87	SJPA	iShares Core MSCI	Pair Corr
0.92	TBIL	SPDR Bloomberg 1	Pair Corr
0.9	LYFINW	Lyxor MSCI World	Pair Corr
0.89	SXXEEX	iShares EURO STOXX	Pair Corr
0.7	USEUWH	UBS ETF plc	Pair Corr
0.7	VWRL	Vanguard FTSE All	Pair Corr
0.75	AASI	Amundi Index Solutions	Pair Corr
0.86	SXLI	SPDR SP Industrials	Pair Corr
0.74	HMXJ	HSBC MSCI Pacific	Pair Corr
0.77	ZGLDEU	ZKB Gold ETF	Pair Corr
0.89	SX5D	Invesco EURO STOXX	Pair Corr
0.96	LCEU	BNP Paribas Easy	Pair Corr
0.63	US3	Amundi Treasury Bond	Pair Corr
0.77	SCITY	Amundi Index Solutions	Pair Corr
0.89	C50	Amundi Index Solutions	Pair Corr
0.88	PSRW	Invesco FTSE RAFI	Pair Corr
0.67	MVEC	iShares Edge MSCI	Pair Corr
0.82	JPNC	Lyxor Japan UCITS	Pair Corr

Related Correlations Analysis

	CHSPI	XSMC	CHDVD
CHSPI		0.99	0.96	CHSPI
XSMC	0.99		0.95	XSMC
CHDVD	0.96	0.95		CHDVD
	CHSPI	XSMC	CHDVD

UBSFund Solutions Constituents Risk-Adjusted Indicators

There is a big difference between UBSFund Etf performing well and UBSFund Solutions 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 UBSFund Solutions' 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
CHSPI	0.40	0.14	0.17	1.22	0.25	(0.49)	1.12	(0.77)	3.32
XSMC	0.45	0.15	0.16	1.85	0.26	(0.52)	0.97	(0.78)	3.52
CHDVD	0.50	0.11	0.10	1.11	0.30	(0.61)	1.26	(0.74)	3.40

Be your own money manager

Our tools can tell you how much better you can do entering a position in UBSFund Solutions 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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