IShares Trust Correlations

IBRN Etf

USD 32.13 0.47 1.44%

The current 90-days correlation between iShares Trust and Acruence Active Hedge is 0.38 (i.e., Weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IShares Trust moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

IShares Trust Correlation With Market

Weak diversification

The correlation between iShares Trust and DJI is 0.31 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding iShares Trust 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 Trust . Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in real.

To learn how to invest in IShares Etf, please use our How to Invest in IShares Trust guide.

Moving together with IShares Etf

0.77	XLV	Health Care Select	Pair Corr
0.81	VHT	Vanguard Health Care	Pair Corr
0.84	IBB	iShares Biotechnology ETF	Pair Corr
0.93	XBI	SPDR SP Biotech	Pair Corr
0.67	IHI	iShares Medical Devices	Pair Corr
0.79	IXJ	iShares Global Healthcare	Pair Corr
0.78	IYH	iShares Healthcare ETF	Pair Corr
0.81	FHLC	Fidelity MSCI Health	Pair Corr
0.72	VTI	Vanguard Total Stock Sell-off Trend	Pair Corr
0.72	SPY	SPDR SP 500 Sell-off Trend	Pair Corr
0.72	IVV	iShares Core SP Sell-off Trend	Pair Corr
0.71	TOT	Advisor Managed Port	Pair Corr
0.8	VTV	Vanguard Value Index Sell-off Trend	Pair Corr
0.85	JEPI	JPMorgan Equity Premium Sell-off Trend	Pair Corr
0.71	DD	Dupont De Nemours	Pair Corr
0.66	PFE	Pfizer Inc	Pair Corr
0.74	BAC	Bank of America	Pair Corr
0.69	MCD	McDonalds	Pair Corr
0.72	CAT	Caterpillar Sell-off Trend	Pair Corr
0.74	CSCO	Cisco Systems Sell-off Trend	Pair Corr
0.84	JNJ	Johnson Johnson Earnings Call This Week	Pair Corr
0.62	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.66	AXP	American Express	Pair Corr

Moving against IShares Etf

0.69	IRE	Tidal Trust II Trending	Pair Corr
0.68	MSFT	Microsoft	Pair Corr
0.64	PG	Procter Gamble Earnings Call This Week	Pair Corr
0.61	HPQ	HP Inc	Pair Corr

Related Correlations Analysis

	XVOL	ETEC	ITDJ	TMDV	EPMB	USNG	DYLG	EPSV	SOLR	FOWF
XVOL		0.72	0.82	0.75	0.83	0.56	0.79	0.83	0.75	0.76	XVOL
ETEC	0.72		0.73	0.36	0.5	0.54	0.51	0.61	0.92	0.8	ETEC
ITDJ	0.82	0.73		0.71	0.86	0.5	0.88	0.88	0.67	0.81	ITDJ
TMDV	0.75	0.36	0.71		0.9	0.4	0.78	0.88	0.45	0.67	TMDV
EPMB	0.83	0.5	0.86	0.9		0.48	0.96	0.97	0.5	0.7	EPMB
USNG	0.56	0.54	0.5	0.4	0.48		0.39	0.49	0.6	0.52	USNG
DYLG	0.79	0.51	0.88	0.78	0.96	0.39		0.92	0.43	0.62	DYLG
EPSV	0.83	0.61	0.88	0.88	0.97	0.49	0.92		0.6	0.8	EPSV
SOLR	0.75	0.92	0.67	0.45	0.5	0.6	0.43	0.6		0.82	SOLR
FOWF	0.76	0.8	0.81	0.67	0.7	0.52	0.62	0.8	0.82		FOWF
	XVOL	ETEC	ITDJ	TMDV	EPMB	USNG	DYLG	EPSV	SOLR	FOWF

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IShares Trust Constituents Risk-Adjusted Indicators

There is a big difference between IShares Etf performing well and IShares Trust 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 Trust'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
XVOL	0.51	(0.03)	(0.08)	0.05	0.62	(0.52)	1.05	(1.00)	2.94
ETEC	0.91	0.01	0.01	0.10	1.04	(0.97)	2.05	(1.73)	5.28
ITDJ	0.51	0.06	(0.01)	0.36	0.57	(0.49)	0.99	(1.12)	3.05
TMDV	0.61	0.03	(0.01)	0.14	0.64	(0.68)	1.58	(1.04)	5.21
EPMB	0.63	0.07	0.09	0.17	0.51	(0.69)	1.68	(1.01)	3.42
USNG	0.80	0.04	0.00	0.18	0.90	(0.88)	1.55	(1.54)	4.27
DYLG	0.37	0.03	0.00	0.14	0.21	(0.43)	0.87	(0.54)	1.86
EPSV	0.80	0.10	0.11	0.18	0.72	(0.90)	2.01	(1.40)	4.19
SOLR	0.92	(0.03)	(0.02)	0.06	1.19	(0.87)	1.57	(2.08)	4.73
FOWF	0.63	0.05	0.04	0.15	0.55	(0.72)	1.44	(1.20)	3.14

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