IShares SAMPPTSX Correlations

XGD Etf

CAD 50.74 1.68 3.42%

The current 90-days correlation between iShares SAMPPTSX Global and iShares Canadian Short is 0.24 (i.e., Moderate diversification).Investors use its correlation structure to evaluate hedging opportunities and diversification potential.

IShares SAMPPTSX Correlation With Market

Weak diversification

For the present investment horizon, the measured correlation between IShares SAMPPTSX and Dow Jones stands at 0.45, or Weak diversification. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.

This module presents correlation context for IShares SAMPPTSX across related exposures. The data is presented as reference information within a regulatory context.

Moving together with IShares Etf

0.99	ZGD	BMO Equal Weight	Pair Corr
0.99	ZJG	BMO Junior Gold	Pair Corr
0.97	HEP	Global X Enhanced	Pair Corr
0.99	HGGG	Harvest Global Gold	Pair Corr
0.83	HGU	BetaPro Canadian Gold	Pair Corr
0.77	HBU	BetaPro Gold Bullion	Pair Corr
0.76	HURA	Global X Uranium	Pair Corr

Related Correlations Analysis

	XEC	XDIV	VEE	VXC	XSB	VCE	TPE	NUBF	QCN	XAW
XEC		0.09	0.89	0.74	0.86	0.65	0.92	0.72	0.82	0.76	XEC
XDIV	0.09		-0.02	-0.33	0.52	0.33	0.0	-0.09	0.26	-0.31	XDIV
VEE	0.89	-0.02		0.93	0.71	0.58	0.95	0.8	0.68	0.93	VEE
VXC	0.74	-0.33	0.93		0.63	0.58	0.87	0.8	0.61	1.0	VXC
XSB	0.86	0.52	0.71	0.63		0.76	0.89	0.81	0.84	0.66	XSB
VCE	0.65	0.33	0.58	0.58	0.76		0.67	0.6	0.94	0.59	VCE
TPE	0.92	0.0	0.95	0.87	0.89	0.67		0.88	0.76	0.89	TPE
NUBF	0.72	-0.09	0.8	0.8	0.81	0.6	0.88		0.65	0.82	NUBF
QCN	0.82	0.26	0.68	0.61	0.84	0.94	0.76	0.65		0.63	QCN
XAW	0.76	-0.31	0.93	1.0	0.66	0.59	0.89	0.82	0.63		XAW
	XEC	XDIV	VEE	VXC	XSB	VCE	TPE	NUBF	QCN	XAW

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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

XAW	+ 1.0	VXC
TPE	+ 0.95	VEE
QCN	+ 0.94	VCE
VXC	+ 0.93	VEE
XAW	+ 0.93	VEE
TPE	+ 0.92	XEC

High negative correlations

VXC	- 0.33	XDIV
XAW	- 0.31	XDIV
NUBF	- 0.09	XDIV
VEE	- 0.02	XDIV
TPE	- 0.0	XDIV

IShares SAMPPTSX Constituents Risk-Adjusted Indicators

IShares SAMPPTSX ETF can look attractive on recent price action while risk efficiency lags the peer group. Reviewing IShares SAMPPTSX's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. 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
XEC	0.95	0.19	0.12	0.12	1.40	-0.93	2.09	-2.02	7.40
XDIV	0.37	0.07	0.19	0.25	0.55	-0.37	0.73	-0.72	2.95
VEE	0.82	0.06	0.05	0.00	1.31	-0.71	1.58	-1.66	5.69
VXC	0.64	0.04	0.00	-0.02	0.00	0.00	1.09	-1.76	4.20
XSB	0.08	-0.01	0.00	-0.16	0.00	0.00	0.15	-0.22	0.82
VCE	0.74	0.05	0.06	0.00	1.13	-0.69	1.53	-1.87	3.92
TPE	0.70	0.07	0.06	0.01	1.19	-0.63	1.34	-1.64	5.12
NUBF	0.29	-0.04	0.00	-0.62	0.00	0.00	0.67	-0.78	2.44
QCN	0.78	0.09	0.08	0.04	1.25	-0.69	1.62	-1.96	4.24
XAW	0.62	0.04	0.00	-0.02	0.00	0.00	1.09	-1.81	4.12

Be your own money manager

A disciplined portfolio workflow around iShares SAMPPTSX Global should test whether the position strengthens diversification, return efficiency, and overall portfolio fit. Used correctly, optimization turns position sizing and rebalancing into measurable decisions rather than guesswork.

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