IShares International Correlations

A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IShares International moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares International Developed moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

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0.99	FNDC	Schwab Fundamental	Pair Corr
1.0	AVDV	Avantis International	Pair Corr
0.99	DLS	WisdomTree International	Pair Corr
0.99	PDN	Invesco FTSE RAFI	Pair Corr
0.9	DISV	Dimensional ETF Trust	Pair Corr
0.61	DDLS	WisdomTree Dynamic	Pair Corr
0.83	DHF	BNY Mellon High	Pair Corr
0.66	MAGS	Roundhill Magnificent	Pair Corr
0.9	ARP	Advisors Inner Circle	Pair Corr
0.85	SEMI	Columbia Seligman	Pair Corr
0.83	VWO	Vanguard FTSE Emerging Sell-off Trend	Pair Corr
0.9	VSS	Vanguard FTSE All	Pair Corr
0.72	CPSD	Calamos ETF Trust	Pair Corr
0.82	PALL	abrdn Physical Palladium	Pair Corr
0.84	BUFD	FT Cboe Vest	Pair Corr
0.88	ULST	SPDR SSgA Ultra	Pair Corr
0.83	SPY	SPDR SP 500 Sell-off Trend	Pair Corr
0.63	SAUG	First Trust Exchange	Pair Corr
0.74	PFUT	Putnam Sustainable Future	Pair Corr
0.79	DFAS	Dimensional Small Cap	Pair Corr
0.84	EFAA	Invesco Actively Managed	Pair Corr
0.87	SRLN	SPDR Blackstone Senior	Pair Corr
0.69	CERY	SPDR Series Trust	Pair Corr
0.8	SPIB	SPDR Barclays Interm	Pair Corr
0.8	VFVA	Vanguard Value Factor	Pair Corr
0.84	DECW	AIM ETF Products	Pair Corr
0.68	SUPP	TCW Transform Supply	Pair Corr
0.84	CGGO	Capital Group Global	Pair Corr
0.85	MYMF	SPDR SSGA My2026	Pair Corr
0.85	SOXX	iShares Semiconductor ETF	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.98	0.84	0.82	0.55	0.93	0.29	0.94	0.23	0.56	META
MSFT	0.98		0.87	0.85	0.52	0.89	0.29	0.96	0.24	0.55	MSFT
UBER	0.84	0.87		0.9	0.42	0.81	0.54	0.88	0.21	0.5	UBER
F	0.82	0.85	0.9		0.4	0.84	0.28	0.91	0.43	0.72	F
T	0.55	0.52	0.42	0.4		0.57	0.17	0.5	0.27	0.22	T
A	0.93	0.89	0.81	0.84	0.57		0.24	0.89	0.37	0.67	A
CRM	0.29	0.29	0.54	0.28	0.17	0.24		0.23	-0.26	-0.11	CRM
JPM	0.94	0.96	0.88	0.91	0.5	0.89	0.23		0.32	0.64	JPM
MRK	0.23	0.24	0.21	0.43	0.27	0.37	-0.26	0.32		0.55	MRK
XOM	0.56	0.55	0.5	0.72	0.22	0.67	-0.11	0.64	0.55		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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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

MSFT	+ 0.98	META
JPM	+ 0.96	MSFT
JPM	+ 0.94	META
A	+ 0.93	META
JPM	+ 0.91	F
F	+ 0.9	UBER

High negative correlations

MRK	- 0.26	CRM
XOM	- 0.11	CRM

IShares International Competition Risk-Adjusted Indicators

There is a big difference between IShares Etf performing well and IShares International 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 International'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
META	1.51	0.26	0.21	0.32	1.10	(1.82)	3.99	(2.35)	10.48
MSFT	0.90	0.30	0.27	0.47	0.54	(1.09)	2.33	(1.08)	8.85
UBER	1.64	0.20	0.13	0.33	1.40	(2.08)	4.19	(2.54)	10.87
F	1.32	0.14	0.06	0.32	1.47	(1.42)	2.69	(2.61)	7.46
T	1.02	(0.05)	(0.10)	0.00	1.35	(1.06)	2.35	(2.35)	5.71
A	1.46	(0.07)	0.00	0.09	1.81	(1.51)	2.54	(2.89)	14.01
CRM	1.33	(0.13)	(0.04)	0.04	1.74	(1.28)	2.95	(3.19)	9.31
JPM	0.90	0.22	0.18	0.38	0.67	(1.02)	2.25	(1.36)	6.03
MRK	1.39	(0.09)	(0.05)	0.04	1.96	(1.32)	2.88	(3.31)	10.58
XOM	1.13	0.05	(0.04)	0.41	1.36	(1.15)	2.40	(2.58)	5.84

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IShares International Correlations

Moving together with IShares Etf

Related Correlations Analysis

Correlation Matchups

IShares International Competition Risk-Adjusted Indicators

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