IShares MSCI Correlations

IFFF Etf

EUR 68.46 0.89 1.32%

Rolling correlation with major benchmarks shows how the stock's diversification benefit shifts over time. The current 90-days correlation between iShares MSCI AC and iShares Dow Jones is 0.77 (i.e., Poor diversification).

IShares MSCI Market Linkage

Good diversification

The correlation between IShares MSCI and Dow Jones is 0.1, which Macroaxis classifies as Good diversification for the selected horizon. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.

Correlation relationships for IShares MSCI highlight alignment with similar exposures. This information is presented as general reference data.

Moving together with IShares Etf

0.71	TSWE	VanEck Sustainable World	Pair Corr
0.91	TDT	VanEck AEX UCITS	Pair Corr
0.63	SBIO	Invesco NASDAQ Biotech	Pair Corr
0.87	VJPN	Vanguard FTSE Japan	Pair Corr
0.67	PHPT	WisdomTree Physical	Pair Corr
0.86	GCOW	Pacer Global Cash	Pair Corr
0.91	IAEX	iShares AEX UCITS	Pair Corr
0.88	SXLI	SPDR SAMPP Industrials	Pair Corr
0.88	WVAL	SPDR MSCI World	Pair Corr
0.88	LITM	iShares Lithium Battery	Pair Corr
0.66	GEDV	SPDR SAMPP Global	Pair Corr
0.71	DFEU	iShares Europe Defence	Pair Corr
0.87	FLXJ	Franklin FTSE Japan	Pair Corr
0.91	IAEA	iShares AEX UCITS	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.29	0.13	0.47	-0.17	0.33	0.19	0.41	-0.2	-0.3	META
MSFT	0.29		0.85	0.32	-0.93	0.84	0.96	0.67	-0.9	-0.96	MSFT
UBER	0.13	0.85		0.24	-0.91	0.8	0.84	0.54	-0.8	-0.82	UBER
F	0.47	0.32	0.24		-0.33	0.66	0.21	0.6	-0.01	-0.43	F
T	-0.17	-0.93	-0.91	-0.33		-0.85	-0.87	-0.57	0.87	0.89	T
A	0.33	0.84	0.8	0.66	-0.85		0.79	0.82	-0.65	-0.89	A
CRM	0.19	0.96	0.84	0.21	-0.87	0.79		0.69	-0.89	-0.95	CRM
JPM	0.41	0.67	0.54	0.6	-0.57	0.82	0.69		-0.45	-0.76	JPM
MRK	-0.2	-0.9	-0.8	-0.01	0.87	-0.65	-0.89	-0.45		0.83	MRK
XOM	-0.3	-0.96	-0.82	-0.43	0.89	-0.89	-0.95	-0.76	0.83		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

CRM	+ 0.96	MSFT
XOM	+ 0.89	T
MRK	+ 0.87	T
UBER	+ 0.85	MSFT
A	+ 0.84	MSFT
CRM	+ 0.84	UBER

High negative correlations

XOM	- 0.96	MSFT
XOM	- 0.95	CRM
T	- 0.93	MSFT
T	- 0.91	UBER
MRK	- 0.9	MSFT
MRK	- 0.89	CRM

IShares MSCI Competition Risk-Adjusted Indicators

Strong recent returns in IShares Etf do not always mean IShares MSCI ETF is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
META	1.49	-0.10	0.00	-0.16	0.00	0.00	2.33	-2.82	14.24
MSFT	1.29	-0.36	0.00	-0.76	0.00	0.00	2.19	-2.87	13.28
UBER	1.55	-0.09	0.00	-0.21	0.00	0.00	3.18	-3.60	11.09
F	1.37	-0.12	0.00	-0.16	0.00	0.00	3.61	-3.07	10.01
T	1.11	0.27	0.23	-1.67	1.13	-1.23	3.87	-1.92	8.53
A	1.23	-0.23	0.00	-0.31	0.00	0.00	2.48	-3.01	7.20
CRM	1.87	-0.47	0.00	-0.80	0.00	0.00	3.41	-6.09	10.53
JPM	1.13	-0.01	0.00	-0.06	0.00	0.00	2.02	-2.63	8.17
MRK	1.12	0.30	0.24	0.53	1.15	-1.29	2.58	-1.94	7.29
XOM	1.28	0.53	0.38	33.64	1.06	-1.49	2.90	-2.12	6.83

Be your own money manager

Portfolio optimization matters because investors need a repeatable way to decide whether adding iShares MSCI AC improves expected return without taking on disproportionate risk. The better process compares expected return, volatility, and correlation before the position is increased or introduced.

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