IShares Property Correlations

IUSP Etf

EUR 26.86 -0.19 -0.70%

The current 90-days correlation between iShares Property Yield and iShares AEX UCITS is 0.19 (i.e., Average diversification).The statistical correlation between IShares Property and related instruments captures the linear component of their co-movement; nonlinear tail dependence may require additional analysis.

Correlation to Market: IShares Property

Weak diversification

Across the chosen horizon, IUSP and DJI show a correlation of 0.3 and fall into the 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 Property aligns with comparable exposures. In jurisdictions with wash sale rules, substantially identical replacements can be restricted; this view is informational only.

Moving together with IShares Etf

0.79	EMIM	iShares Core MSCI	Pair Corr
0.71	VWRL	Vanguard FTSE All	Pair Corr
0.86	CNYB	iShares China CNY	Pair Corr
0.82	CYBU	iShares China CNY	Pair Corr
0.73	IMEU	iShares Core MSCI	Pair Corr
0.79	IEMM	iShares MSCI EM	Pair Corr
0.62	IUVE	iShares MSCI USA	Pair Corr
0.67	IGSG	iShares Dow Jones	Pair Corr
0.83	GEDV	SPDR SAMPP Global	Pair Corr
0.86	ISFA	iShares Core FTSE	Pair Corr
0.86	EEDV	SPDR SAMPP Euro	Pair Corr

Related Correlations Analysis

	WHCA	JPSR	PHPT	CITY	IDVA	TDT	TRET	IAEA
WHCA		0.64	0.57	0.52	0.49	0.62	0.39	0.63	WHCA
JPSR	0.64		0.58	0.84	0.79	0.79	0.79	0.79	JPSR
PHPT	0.57	0.58		0.74	0.48	0.83	0.53	0.83	PHPT
CITY	0.52	0.84	0.74		0.81	0.91	0.86	0.92	CITY
IDVA	0.49	0.79	0.48	0.81		0.76	0.64	0.76	IDVA
TDT	0.62	0.79	0.83	0.91	0.76		0.74	1.0	TDT
TRET	0.39	0.79	0.53	0.86	0.64	0.74		0.73	TRET
IAEA	0.63	0.79	0.83	0.92	0.76	1.0	0.73		IAEA
	WHCA	JPSR	PHPT	CITY	IDVA	TDT	TRET	IAEA

IShares Property Constituents Risk-Adjusted Indicators

There is a big difference between IShares Etf performing well and IShares Property 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 Property'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
WHCA	0.54	-0.01	0.01	-0.05	0.68	-0.64	1.24	-1.24	4.36
JPSR	0.81	0.06	0.05	0.28	1.26	-0.83	2.14	-1.94	6.73
PHPT	4.44	1.84	0.34	0.61	3.10	-7.75	6.07	-7.47	131.31
CITY	0.78	0.08	0.07	0.21	1.09	-0.77	1.84	-1.71	5.35
IDVA	0.61	0.04	0.05	0.21	0.87	-0.66	1.25	-1.09	4.86
TDT	0.72	0.08	0.10	-0.77	0.88	-0.81	1.79	-1.57	4.97
TRET	0.58	0.09	0.17	4.88	0.48	-0.70	1.46	-1.03	3.70
IAEA	0.69	0.08	0.09	-0.64	0.88	-0.76	1.82	-1.53	4.91

Be your own money manager

Optimization tools can help investors judge whether capital allocated to iShares Property Yield 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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