Vanguard FTSE Correlations

VEA Etf

USD 56.64 0.13 0.23%

The current 90-days correlation between Vanguard FTSE Developed and Vanguard FTSE Emerging is 0.62 (i.e., Poor diversification). The correlation of Vanguard FTSE 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.

Vanguard FTSE Correlation With Market

Very weak diversification

The correlation between Vanguard FTSE Developed and DJI is 0.58 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard FTSE Developed and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Vanguard Etf

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard FTSE Developed. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in income.

Moving together with Vanguard Etf

1.0	IEFA	iShares Core MSCI	Pair Corr
0.98	VEU	Vanguard FTSE All	Pair Corr
0.99	EFA	iShares MSCI EAFE	Pair Corr
1.0	IXUS	iShares Core MSCI	Pair Corr
1.0	SPDW	SPDR SP World	Pair Corr
1.0	IDEV	iShares Core MSCI	Pair Corr
0.99	ESGD	iShares ESG Aware	Pair Corr
0.99	JIRE	JP Morgan Exchange	Pair Corr
1.0	DFAX	Dimensional World	Pair Corr
0.66	PMBS	PIMCO Mortgage Backed	Pair Corr
0.98	ITDD	iShares Trust	Pair Corr
0.93	CAT	Caterpillar	Pair Corr
0.78	CVX	Chevron Corp	Pair Corr
0.95	DIS	Walt Disney	Pair Corr
0.86	DD	Dupont De Nemours	Pair Corr
0.67	INTC	Intel Earnings Call This Week	Pair Corr
0.96	MSFT	Microsoft	Pair Corr
0.91	IBM	International Business Earnings Call This Week	Pair Corr
0.88	PFE	Pfizer Inc	Pair Corr

Moving against Vanguard Etf

0.43	PG	Procter Gamble	Pair Corr
0.64	MCD	McDonalds	Pair Corr
0.33	VZ	Verizon Communications Earnings Call This Week	Pair Corr

Related Correlations Analysis

	VWO	VB	VTV	VBR	VNQ
VWO		0.97	0.96	0.96	0.85	VWO
VB	0.97		0.98	1.0	0.86	VB
VTV	0.96	0.98		0.98	0.87	VTV
VBR	0.96	1.0	0.98		0.85	VBR
VNQ	0.85	0.86	0.87	0.85		VNQ
	VWO	VB	VTV	VBR	VNQ

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Vanguard FTSE Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard FTSE 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 Vanguard FTSE'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
VWO	0.56	0.17	0.13	0.51	0.35	(0.64)	1.57	(1.18)	4.17
VB	0.82	0.10	0.11	0.23	0.76	(0.97)	2.32	(1.62)	6.49
VTV	0.59	0.02	(0.01)	0.16	0.60	(0.63)	1.49	(1.15)	4.05
VBR	0.83	0.09	0.09	0.22	0.80	(0.94)	2.13	(1.53)	6.46
VNQ	0.60	0.01	(0.04)	0.15	0.88	(0.59)	1.50	(1.47)	4.61

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