IShares MSCI Correlations

EFG Etf

USD 114.85 0.72 0.63%

The current 90-days correlation between iShares MSCI EAFE and iShares MSCI India is 0.22 (i.e., Modest diversification). The correlation of IShares MSCI 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.

IShares MSCI Correlation With Market

Poor diversification

The correlation between iShares MSCI EAFE and DJI is 0.67 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding iShares MSCI EAFE and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with IShares Etf

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in iShares MSCI EAFE. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in price.

Moving together with IShares Etf

0.86	VIGI	Vanguard International	Pair Corr
0.96	IHDG	WisdomTree International	Pair Corr
0.93	GRIN	VictoryShares International	Pair Corr
0.95	CGXU	Capital Group Intern	Pair Corr
0.97	DNL	WisdomTree Global	Pair Corr
0.85	FPXI	First Trust International	Pair Corr
0.96	IQDG	WisdomTree International	Pair Corr
0.88	PIZ	Invesco DWA Developed	Pair Corr
0.98	IDHQ	Invesco SP International	Pair Corr
0.85	MAGS	Roundhill Magnificent	Pair Corr
0.92	ARP	Advisors Inner Circle	Pair Corr
0.76	ENTR	ERShares Entrepreneurs	Pair Corr
0.67	IGA	Voya Global Advantage	Pair Corr
0.88	SEMI	Columbia Seligman	Pair Corr
0.72	IXP	iShares Global Comm	Pair Corr
0.81	AXSAX	Axonic Strategic Income	Pair Corr
0.68	QMOM	Alpha Architect Quan	Pair Corr
0.85	MGOV	First Trust Exchange	Pair Corr
0.85	ETHO	Amplify Etho Climate	Pair Corr
0.87	HFMF	Unlimited HFMF Managed	Pair Corr
0.76	INDE	Matthews International	Pair Corr
0.91	KARS	KraneShares Electric	Pair Corr
0.84	AIPO	Defiance AI Power	Pair Corr
0.85	YMAG	YieldMax Magnificent Potential Growth	Pair Corr
0.89	TSLP	Kurv Yield Premium Low Volatility	Pair Corr
0.63	LFBB	Stone Ridge	Pair Corr
0.87	BME	BlackRock Health Sciences	Pair Corr
0.85	GAEM	Simplify Exchange Traded	Pair Corr
0.91	JANW	AIM ETF Products	Pair Corr
0.91	UNOV	Innovator SP 500	Pair Corr
0.65	SRET	Global X SuperDividend	Pair Corr
0.68	UCC	ProShares Ultra Consumer	Pair Corr
0.92	NVBT	AIM ETF Products	Pair Corr
0.92	ITOT	iShares Core SP	Pair Corr
0.72	AVEE	American Century ETF	Pair Corr

Related Correlations Analysis

	INDA	IJK	VUIAX	VPU	VONE	SCZ	ESGD	EZU	DUHP	AVUS
INDA		0.32	0.51	0.48	0.55	0.44	0.63	0.57	0.51	0.51	INDA
IJK	0.32		0.19	0.24	0.77	0.83	0.72	0.55	0.74	0.84	IJK
VUIAX	0.51	0.19		0.98	0.68	0.33	0.68	0.77	0.73	0.59	VUIAX
VPU	0.48	0.24	0.98		0.7	0.39	0.71	0.8	0.76	0.62	VPU
VONE	0.55	0.77	0.68	0.7		0.76	0.92	0.86	0.97	0.99	VONE
SCZ	0.44	0.83	0.33	0.39	0.76		0.86	0.76	0.79	0.8	SCZ
ESGD	0.63	0.72	0.68	0.71	0.92	0.86		0.95	0.94	0.91	ESGD
EZU	0.57	0.55	0.77	0.8	0.86	0.76	0.95		0.92	0.83	EZU
DUHP	0.51	0.74	0.73	0.76	0.97	0.79	0.94	0.92		0.96	DUHP
AVUS	0.51	0.84	0.59	0.62	0.99	0.8	0.91	0.83	0.96		AVUS
	INDA	IJK	VUIAX	VPU	VONE	SCZ	ESGD	EZU	DUHP	AVUS

Please upgrade your account to get full access to Macroaxis premium features

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
INDA	0.51	0.05	(0.09)	(1.25)	0.50	(0.55)	0.85	(0.82)	2.82
IJK	0.73	(0.08)	(0.06)	0.03	0.82	(0.81)	1.86	(1.21)	5.13
VUIAX	0.61	0.04	(0.09)	(0.45)	0.69	(0.65)	1.25	(1.13)	3.32
VPU	0.59	0.01	(0.06)	0.14	0.67	(0.61)	1.24	(1.09)	3.28
VONE	0.50	0.01	0.01	0.11	0.58	(0.53)	1.18	(0.72)	4.28
SCZ	0.51	(0.03)	(0.09)	0.05	0.64	(0.53)	1.09	(1.01)	3.87
ESGD	0.53	0.01	(0.02)	0.11	0.57	(0.58)	1.05	(0.98)	3.45
EZU	0.60	0.01	(0.02)	0.12	0.64	(0.66)	1.13	(1.17)	3.26
DUHP	0.45	(0.02)	(0.06)	0.07	0.51	(0.50)	0.90	(0.70)	3.45
AVUS	0.50	0.00	0.00	0.10	0.58	(0.51)	1.14	(0.97)	4.73

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

IShares MSCI Correlations

IShares MSCI Correlation With Market

Poor diversification

Moving together with IShares Etf

Related Correlations Analysis

IShares MSCI Constituents Risk-Adjusted Indicators

COMMON DESTINATIONS

MAIN CATEGORIES

COMPANY