FlexShares Real Correlations

ASET Etf

USD 33.66 0.39 1.17%

The current 90-days correlation between FlexShares Real Assets and WisdomTree Interest Rate is 0.15 (i.e., Average diversification). The correlation of FlexShares Real 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. If the correlation is 0, the equities are not correlated; they are entirely random.

FlexShares Real Correlation With Market

Very weak diversification

The correlation between FlexShares Real Assets and DJI is 0.49 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding FlexShares Real Assets and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with FlexShares Etf

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in FlexShares Real Assets. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in consumer price index.

Moving together with FlexShares Etf

0.93	GCOW	Pacer Global Cash	Pair Corr
0.71	WDIV	SPDR SP Global	Pair Corr
0.92	DGT	SPDR Global Dow	Pair Corr
0.68	WLDR	Affinity World Leaders	Pair Corr
0.9	HERD	Pacer Cash Cows	Pair Corr
0.7	FPAG	Northern Lights Low Volatility	Pair Corr
0.77	SWP	SWP Growth Income	Pair Corr
0.75	WINN	Harbor Long Term	Pair Corr
0.68	EMM	Global X Funds	Pair Corr
0.78	GENT	Spinnaker ETF Series	Pair Corr
0.69	QABA	First Trust NASDAQ	Pair Corr
0.96	HDEF	Xtrackers MSCI EAFE	Pair Corr
0.79	SPXN	ProShares SP 500	Pair Corr
0.67	SIXD	AIM ETF Products	Pair Corr
0.93	YMAR	First Trust Exchange	Pair Corr
0.67	SFYF	SoFi Social 50	Pair Corr
0.72	DES	WisdomTree SmallCap	Pair Corr
0.85	SSEUF	SSgA SPDR ETFs	Pair Corr
0.61	IYH	iShares Healthcare ETF	Pair Corr
0.68	IWO	iShares Russell 2000	Pair Corr

Moving against FlexShares Etf

0.31

FIEE

FiEE, Inc

Pair Corr

Related Correlations Analysis

	AGZD	CIL	FDTS
AGZD		0.54	0.56	AGZD
CIL	0.54		0.91	CIL
FDTS	0.56	0.91		FDTS
	AGZD	CIL	FDTS

FlexShares Real Constituents Risk-Adjusted Indicators

There is a big difference between FlexShares Etf performing well and FlexShares Real 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 FlexShares Real'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
AGZD	0.16	0.00	(0.39)	0.16	0.15	(0.21)	0.63	(0.36)	1.49
CIL	0.55	0.02	(0.04)	0.15	0.60	(0.60)	1.21	(1.19)	3.25
FDTS	0.60	0.18	0.19	0.38	0.35	(0.71)	1.64	(1.16)	3.52

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