IShares MSCI Correlations

IFFF Etf

USD 81.32 4.21 5.46%

The correlation matrix placing IShares MSCI alongside other assets in a portfolio reveals concentration risks and helps optimize allocation to achieve target diversification.

IShares MSCI Correlation With Broad Market

Very weak diversification

Across the chosen horizon, IFFF and DJI show a correlation of 0.4 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

The correlation view summarizes how IShares MSCI aligns with comparable exposures. Where wash sale rules apply, substantially identical replacements can be restricted; this view is informational context only.

Moving together with IShares Etf

0.96	EMAS	SPDR MSCI EM	Pair Corr
0.99	CSEMAS	iShares VII PLC	Pair Corr
0.98	AASI	Amundi Index Solutions	Pair Corr
0.98	AASU	Amundi Index Solutions	Pair Corr
0.99	HMAF	HSBC MSCI AC	Pair Corr
0.99	AJEUAS	UBS Fund Solutions	Pair Corr
0.86	AUCO	LG Gold Mining	Pair Corr
0.84	GGMUSY	UBS ETF plc	Pair Corr
0.83	GDXJ	VanEck Junior Gold	Pair Corr
0.87	IAUP	iShares Gold Producers	Pair Corr
0.83	XLES	Invesco Energy SAMPP	Pair Corr

Moving against IShares Etf

0.6	ASOL	21Shares Solana staking	Pair Corr
0.42	DAPP	VanEck Crypto Blockchain	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		-0.03	-0.06	-0.03	0.12	-0.09	-0.04	0.11	-0.06	0.08	META
MSFT	-0.03		0.84	-0.2	-0.91	0.83	0.97	0.53	-0.92	-0.95	MSFT
UBER	-0.06	0.84		-0.17	-0.81	0.85	0.8	0.39	-0.81	-0.83	UBER
F	-0.03	-0.2	-0.17		0.01	0.13	-0.19	0.22	0.31	0.16	F
T	0.12	-0.91	-0.81	0.01		-0.86	-0.85	-0.47	0.82	0.86	T
A	-0.09	0.83	0.85	0.13	-0.86		0.81	0.65	-0.74	-0.85	A
CRM	-0.04	0.97	0.8	-0.19	-0.85	0.81		0.61	-0.89	-0.96	CRM
JPM	0.11	0.53	0.39	0.22	-0.47	0.65	0.61		-0.37	-0.59	JPM
MRK	-0.06	-0.92	-0.81	0.31	0.82	-0.74	-0.89	-0.37		0.92	MRK
XOM	0.08	-0.95	-0.83	0.16	0.86	-0.85	-0.96	-0.59	0.92		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	+ 0.97	MSFT
XOM	+ 0.92	MRK
XOM	+ 0.86	T
A	+ 0.85	UBER
UBER	+ 0.84	MSFT
A	+ 0.83	MSFT

High negative correlations

XOM	- 0.96	CRM
XOM	- 0.95	MSFT
MRK	- 0.92	MSFT
T	- 0.91	MSFT
MRK	- 0.89	CRM
A	- 0.86	T

IShares MSCI Competition 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
META	1.46	0.06	0.03	0.06	1.66	-1.51	2.38	-2.81	13.69
MSFT	1.29	-0.23	0.00	-0.67	0.00	0.00	2.19	-2.87	13.28
UBER	1.50	-0.33	0.00	-1.00	0.00	0.00	2.46	-3.82	11.09
F	1.34	-0.06	0.00	-0.07	0.00	0.00	3.61	-2.64	10.01
T	1.10	0.15	0.12	-0.58	1.14	-1.26	3.87	-1.85	8.53
A	1.27	-0.37	0.00	-0.37	0.00	0.00	2.48	-2.73	7.20
CRM	1.83	-0.27	0.00	-0.37	0.00	0.00	4.03	-4.75	12.37
JPM	1.24	-0.09	0.00	-0.07	0.00	0.00	2.34	-3.11	8.17
MRK	1.20	0.23	0.15	0.45	1.31	-1.29	2.54	-2.06	7.29
XOM	1.32	0.36	0.25	3.95	1.16	-1.56	2.90	-2.44	6.83

Be your own money manager

Optimization tools can help investors judge whether capital allocated to iShares MSCI AC is being used efficiently relative to other opportunities in the same equity universe. This is most useful when investors want to improve risk-adjusted return instead of simply owning more ideas at once.

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