IShares MSCI Correlations

IMTM Etf

USD 44.99 0.10 0.22%

The current 90-days correlation between iShares MSCI Intl and iShares MSCI Intl is -0.26 (i.e., Very good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IShares MSCI moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares MSCI Intl moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

IShares MSCI Correlation With Market

Very weak diversification

The correlation between iShares MSCI Intl and DJI is 0.46 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding iShares MSCI Intl 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 MSCI Intl. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in estimate.

Moving together with IShares Etf

0.99	VEA	Vanguard FTSE Developed	Pair Corr
0.99	IEFA	iShares Core MSCI	Pair Corr
0.97	VEU	Vanguard FTSE All	Pair Corr
0.99	EFA	iShares MSCI EAFE	Pair Corr
0.98	IXUS	iShares Core MSCI	Pair Corr
0.99	SPDW	SPDR SP World	Pair Corr
0.99	IDEV	iShares Core MSCI	Pair Corr
0.99	ESGD	iShares ESG Aware	Pair Corr
0.99	JIRE	JP Morgan Exchange	Pair Corr
0.98	DFAX	Dimensional World	Pair Corr
0.63	PMBS	PIMCO Mortgage Backed	Pair Corr
0.96	ITDD	iShares Trust	Pair Corr
0.89	CAT	Caterpillar	Pair Corr
0.71	CVX	Chevron Corp	Pair Corr
0.93	DIS	Walt Disney	Pair Corr
0.81	DD	Dupont De Nemours	Pair Corr
0.95	MSFT	Microsoft	Pair Corr
0.89	IBM	International Business Earnings Call This Week	Pair Corr
0.84	PFE	Pfizer Inc	Pair Corr

Moving against IShares Etf

0.39	PG	Procter Gamble	Pair Corr
0.6	MCD	McDonalds	Pair Corr

Related Correlations Analysis

	IQLT	IVLU	EMGF	ISCF	SMLF
IQLT		0.98	0.93	0.95	0.93	IQLT
IVLU	0.98		0.95	0.98	0.95	IVLU
EMGF	0.93	0.95		0.98	0.97	EMGF
ISCF	0.95	0.98	0.98		0.96	ISCF
SMLF	0.93	0.95	0.97	0.96		SMLF
	IQLT	IVLU	EMGF	ISCF	SMLF

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

IShares MSCI Constituents Risk-Adjusted Indicators

There is a big difference between IShares Etf performing well and IShares MSCI 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 MSCI'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
IQLT	0.51	0.17	0.04	(1.67)	0.34	(0.58)	1.26	(0.88)	3.15
IVLU	0.60	0.13	0.07	0.41	0.41	(0.64)	1.19	(1.16)	3.86
EMGF	0.59	0.20	0.16	0.56	0.32	(0.67)	1.51	(1.34)	4.70
ISCF	0.51	0.21	0.18	0.71	0.00	(0.58)	1.43	(0.85)	2.97
SMLF	0.84	0.13	0.13	0.26	0.74	(0.96)	2.32	(1.56)	6.54

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC