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World Explorer - Correlations
Data updated 2024-Nov-20 (Wednesday)Investigate how other selected countries move with respect to United States looking at Trailing 100-day correlations . Relative Movement can be classified as: unrelated (correlation coefficient near 0), generally in the same direction (correlation coefficient near 1), generally in the opposite direction (correlation coefficient near -1)
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Pearson Correlations are calculated using various country ETFs with reference to United States for Trailing 100-day period using daily returns. Regions are color coded on a relative scale (Low correlations in Red & High correlations in Green). Click on map to view correlation value or to select other reference countries
Pearson Correlations calculated between United States (SPY) and other countries using various trailing time periods
| Symbol | Name | 5d Correlation | 10d Correlation | 20d Correlation | 50d Correlation | 100d Correlation | 250d Correlation | Tags |
|---|---|---|---|---|---|---|---|---|
|
iShares MSCI Canada ETF
|
0.94
|
0.48
|
0.58
|
0.62
|
0.78
|
0.70
|
ETF/ETN
|
|
|
iShares MSCI South Africa ETF
|
0.33
|
0.12
|
-0.01
|
0.16
|
0.48
|
0.44
|
ETF/ETN
|
|
|
iShares MSCI Japan ETF
|
0.37
|
0.35
|
0.45
|
0.53
|
0.71
|
0.64
|
ETF/ETN
|
|
|
iShares MSCI South Korea ETF
|
0.17
|
0.13
|
-0.05
|
0.16
|
0.56
|
0.62
|
ETF/ETN
|
|
|
iShares MSCI Brazil ETF
|
0.48
|
-0.10
|
0.24
|
0.27
|
0.46
|
0.38
|
ETF/ETN
|
|
|
iShares MSCI Germany ETF
|
-0.51
|
0.11
|
-0.10
|
0.26
|
0.53
|
0.57
|
ETF/ETN
|
|
|
iShares China Large-Cap ETF
|
0.11
|
0.19
|
0.01
|
0.04
|
0.18
|
0.24
|
ETF/ETN
|
|
|
iShares MSCI Taiwan ETF
|
0.58
|
0.46
|
0.21
|
0.39
|
0.70
|
0.64
|
ETF/ETN
|
|
|
iShares MSCI Mexico ETF
|
0.07
|
0.17
|
0.11
|
0.29
|
0.51
|
0.43
|
ETF/ETN
|
|
|
iShares MSCI India ETF
|
0.89
|
0.21
|
0.44
|
0.49
|
0.60
|
0.42
|
ETF/ETN
|
|
|
iShares MSCI Thailand ETF
|
0.43
|
0.23
|
-0.32
|
-0.01
|
0.26
|
0.33
|
ETF/ETN
|
|
|
iShares MSCI France ETF
|
-0.26
|
0.15
|
-0.03
|
0.32
|
0.47
|
0.50
|
ETF/ETN
|
|
|
iShares MSCI Sweden ETF
|
0.08
|
0.32
|
0.11
|
0.36
|
0.55
|
0.55
|
ETF/ETN
|
|
|
iShares MSCI Singapore ETF
|
0.69
|
0.55
|
0.15
|
0.40
|
0.60
|
0.56
|
ETF/ETN
|
|
|
iShares MSCI Malaysia ETF
|
0.41
|
0.28
|
0.19
|
0.29
|
0.45
|
0.43
|
ETF/ETN
|
|
|
iShares MSCI Chile ETF
|
0.47
|
0.10
|
0.02
|
0.23
|
0.55
|
0.45
|
ETF/ETN
|
|
|
iShares MSCI Spain ETF
|
-0.79
|
-0.23
|
-0.47
|
-0.05
|
0.30
|
0.35
|
ETF/ETN
|
|
|
VanEck Vectors Vietnam ETF
|
0.71
|
0.65
|
0.58
|
0.48
|
0.49
|
0.36
|
ETF/ETN
|
|
|
iShares MSCI Turkey ETF
|
-0.23
|
0.25
|
0.51
|
0.44
|
0.42
|
0.31
|
ETF/ETN
|
|
|
iShares MSCI Indonesia ETF
|
0.42
|
0.26
|
-0.21
|
0.10
|
0.34
|
0.30
|
ETF/ETN
|
|
|
iShares MSCI Netherlands ETF
|
0.29
|
0.32
|
0.02
|
0.43
|
0.68
|
0.70
|
ETF/ETN
|
|
|
iShares MSCI Switzerland ETF
|
0.58
|
0.38
|
0.04
|
0.26
|
0.41
|
0.42
|
ETF/ETN
|
|
|
iShares MSCI United Kingdom ETF
|
0.48
|
0.22
|
0.16
|
0.37
|
0.60
|
0.56
|
ETF/ETN
|
|
|
iShares MSCI Saudi Arabia ETF
|
0.71
|
0.55
|
0.37
|
0.35
|
0.53
|
0.42
|
ETF/ETN
|
|
|
iShares MSCI Australia ETF
|
0.49
|
0.34
|
0.27
|
0.42
|
0.68
|
0.66
|
ETF/ETN
|
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Market Seasonality : Seasonal performance by calendar months across covered assets
Performance Comparison : Chart compare/benchmark performance with multiple assets over time
Side-by-Side Comparison : Contrast with other assets over time in a side-by-side presentation
Sector : Analyze & compare Sector performance
Industry : Analyze & compare Industries within Sectors
Breakouts & Breakdowns : Identifying stocks/etfs which recently traded up/down in unusually elevated volumes
Swing Volatility : Identifying stocks/etfs with elevated volatility
World Explorer : Performance & Correlation between key countries across the world Currently Viewing
Advance/Decline : Sentiment using accumulated advances & declines in S&P 500 stocks
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Moving Average : Sentiment using frequency of S&P 500 stocks above key moving averages
Technical Distribution : Sentiment using frequency distribution of S&P 500 stocks with bullish/bearish technical levels