IDC-4-7-22
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
IDC-4-7-22
Последнее обновление 25 июл. 2024 г.
Распределение активов
Раз в квартал
Доходность
График доходности
График показывает рост $10,000 инвестированных в IDC-4-7-22 и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал
IDC-4-7-22
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 4 мая 2022 г., начальной даты JEPQ
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| IDC-4-7-22 | 7.59% | 1.91% | 7.75% | 9.19% | N/A | N/A |
| Активы портфеля: | ||||||
VZ | 11.29% | -1.01% | -2.69% | 27.73% | N/A | N/A |
SCHW | -3.02% | -9.58% | 4.19% | 2.23% | N/A | N/A |
BAC Bank of America Corporation | 25.42% | 6.87% | 26.32% | 34.34% | 8.95% | 12.68% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 24.04% | 11.00% | 28.71% | 47.03% | 22.02% | 3.76% |
BCS Barclays PLC | 53.90% | 11.80% | 57.09% | 57.48% | 12.55% | 0.76% |
ADM Archer-Daniels-Midland Company | -10.77% | 4.37% | 23.81% | -24.02% | 12.30% | 5.68% |
NEE | 22.81% | 0.10% | 27.55% | 3.34% | N/A | N/A |
MDT | -3.12% | -1.11% | -7.77% | -8.29% | N/A | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.06% | -4.70% | 6.11% | 18.20% | N/A | N/A |
FRT Federal Realty Investment Trust | 6.15% | 7.97% | 5.59% | 11.15% | 0.14% | 2.06% |
MMM | 15.79% | 1.91% | 31.87% | 17.36% | N/A | N/A |
VTI | 13.14% | -0.48% | 10.85% | 20.07% | N/A | N/A |
JPM | 24.84% | 6.28% | 22.50% | 37.11% | N/A | N/A |
IBM International Business Machines Corporation | 19.63% | 11.70% | 4.39% | 39.99% | 11.03% | 4.64% |
SPGI | 10.18% | 7.80% | 8.68% | 23.22% | N/A | N/A |
PPG | -14.98% | 0.55% | -11.11% | -11.35% | N/A | N/A |
WMT | 33.70% | 2.53% | 28.31% | 33.39% | N/A | N/A |
PG | 16.05% | 0.27% | 8.23% | 12.50% | N/A | N/A |
ENB Enbridge Inc. | 4.75% | 2.80% | 5.07% | 6.53% | 8.77% | 2.30% |
F Ford Motor Company | -4.84% | -7.84% | 1.85% | -14.21% | 7.44% | 0.36% |
JEPI JPMorgan Equity Premium Income ETF | 6.06% | -0.12% | 4.24% | 8.95% | N/A | N/A |
JNJ | 3.45% | 8.73% | 1.66% | -5.21% | N/A | N/A |
TXN | 17.41% | 2.10% | 21.97% | 14.44% | N/A | N/A |
AFL Aflac Incorporated | 15.47% | 5.49% | 11.66% | 33.63% | 14.62% | 14.21% |
CME CME Group Inc. | -4.28% | 2.14% | -2.51% | 5.12% | 3.66% | 14.80% |
LIN | 8.54% | 1.05% | 10.33% | 16.64% | N/A | N/A |
TER | 14.81% | -15.34% | 18.14% | 12.88% | N/A | N/A |
ESS Essex Property Trust, Inc. | 16.26% | 4.41% | 21.93% | 26.92% | 2.00% | 7.20% |
ABT Abbott Laboratories | -2.27% | 1.57% | -4.43% | -3.98% | 5.67% | 11.59% |
ADP Automatic Data Processing, Inc. | 8.37% | 4.86% | 6.93% | 1.75% | 10.42% | 15.71% |
CVX Chevron Corporation | 7.85% | 1.02% | 7.86% | 2.79% | 9.72% | 6.10% |
WPC | -5.71% | 9.26% | -2.75% | -9.60% | N/A | N/A |
VXUS | 5.35% | 0.35% | 6.79% | 8.27% | N/A | N/A |
CAG Conagra Brands, Inc. | 5.46% | 3.65% | 2.04% | -6.55% | 3.85% | 5.12% |
ITW Illinois Tool Works Inc. | -5.87% | 2.68% | -6.03% | -2.43% | 12.03% | 13.78% |
LOW | 7.04% | 7.83% | 11.82% | 2.01% | N/A | N/A |
PEP | 2.26% | 2.57% | 3.47% | -6.52% | N/A | N/A |
ABBV AbbVie Inc. | 20.88% | 7.42% | 12.87% | 27.11% | 27.45% | 17.79% |
UGI | 2.75% | 6.80% | 9.10% | -0.91% | N/A | N/A |
APD Air Products and Chemicals, Inc. | -4.19% | -1.24% | 0.17% | -12.30% | 4.77% | 10.16% |
MCD | -14.16% | -2.47% | -12.91% | -12.79% | N/A | N/A |
SYK | 9.85% | -3.61% | 5.65% | 17.29% | N/A | N/A |
MSFT | 11.67% | -7.47% | 3.96% | 27.50% | N/A | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью IDC-4-7-22, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.34% | 2.49% | 3.68% | -2.98% | 3.11% | -0.25% | 7.59% | ||||||
| 2023 | 3.13% | -2.22% | 1.64% | 1.90% | -4.69% | 6.59% | 2.39% | -2.84% | -4.55% | -3.15% | 7.00% | 5.15% | 9.79% |
| 2022 | -1.85% | -7.08% | 6.94% | -3.47% | -8.10% | 9.20% | 7.71% | -3.03% | -1.32% |
Комиссия
Комиссия IDC-4-7-22 составляет 0.01%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг IDC-4-7-22 среди портфелей на нашем сайте составляет 16, что соответствует нижним 16% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
IDC-4-7-22
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
VZ | 1.13 | 1.83 | 1.23 | 0.72 | 5.71 |
SCHW | 0.10 | 0.34 | 1.04 | 0.07 | 0.26 |
BAC Bank of America Corporation | 1.45 | 2.26 | 1.26 | 1.03 | 4.28 |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 1.74 | 2.21 | 1.30 | 2.61 | 7.52 |
BCS Barclays PLC | 1.48 | 2.04 | 1.28 | 1.55 | 4.63 |
ADM Archer-Daniels-Midland Company | -0.74 | -0.75 | 0.86 | -0.53 | -1.02 |
NEE | 0.01 | 0.22 | 1.03 | 0.01 | 0.02 |
MDT | -0.46 | -0.52 | 0.94 | -0.28 | -0.87 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.56 | 2.08 | 1.30 | 2.74 | 9.65 |
FRT Federal Realty Investment Trust | 0.46 | 0.80 | 1.09 | 0.38 | 1.42 |
MMM | 0.72 | 1.16 | 1.16 | 0.47 | 1.88 |
VTI | 1.62 | 2.29 | 1.28 | 1.79 | 5.98 |
JPM | 2.10 | 2.59 | 1.38 | 2.70 | 7.98 |
IBM International Business Machines Corporation | 2.04 | 2.93 | 1.42 | 2.53 | 6.18 |
SPGI | 0.72 | 1.04 | 1.16 | 0.71 | 1.74 |
PPG | -0.66 | -0.80 | 0.91 | -0.63 | -1.38 |
WMT | 1.96 | 2.63 | 1.41 | 3.09 | 9.21 |
PG | 0.82 | 1.26 | 1.16 | 1.26 | 3.28 |
ENB Enbridge Inc. | 0.27 | 0.48 | 1.06 | 0.16 | 0.79 |
F Ford Motor Company | -0.36 | -0.24 | 0.96 | -0.37 | -1.04 |
JEPI JPMorgan Equity Premium Income ETF | 1.20 | 1.70 | 1.21 | 1.30 | 5.04 |
JNJ | -0.28 | -0.30 | 0.96 | -0.26 | -0.45 |
TXN | 0.40 | 0.73 | 1.08 | 0.40 | 1.07 |
AFL Aflac Incorporated | 1.73 | 2.15 | 1.35 | 2.95 | 10.12 |
CME CME Group Inc. | 0.54 | 0.88 | 1.11 | 0.79 | 1.87 |
LIN | 0.93 | 1.36 | 1.19 | 1.27 | 2.98 |
TER | 0.17 | 0.50 | 1.06 | 0.22 | 0.55 |
ESS Essex Property Trust, Inc. | 1.03 | 1.61 | 1.18 | 0.70 | 3.33 |
ABT Abbott Laboratories | -0.23 | -0.19 | 0.98 | -0.20 | -0.40 |
ADP Automatic Data Processing, Inc. | 0.33 | 0.55 | 1.08 | 0.30 | 1.08 |
CVX Chevron Corporation | 0.05 | 0.20 | 1.03 | 0.04 | 0.11 |
WPC | -0.46 | -0.49 | 0.94 | -0.30 | -0.67 |
VXUS | 0.66 | 1.01 | 1.12 | 0.67 | 1.89 |
CAG Conagra Brands, Inc. | -0.35 | -0.39 | 0.96 | -0.21 | -0.64 |
ITW Illinois Tool Works Inc. | -0.16 | -0.10 | 0.99 | -0.17 | -0.32 |
LOW | 0.11 | 0.32 | 1.04 | 0.11 | 0.23 |
PEP | -0.47 | -0.55 | 0.93 | -0.43 | -0.78 |
ABBV AbbVie Inc. | 1.78 | 2.37 | 1.33 | 2.27 | 5.96 |
UGI | -0.09 | 0.12 | 1.01 | -0.06 | -0.23 |
APD Air Products and Chemicals, Inc. | -0.46 | -0.39 | 0.93 | -0.41 | -0.92 |
MCD | -0.74 | -0.95 | 0.89 | -0.69 | -1.38 |
SYK | 0.65 | 1.05 | 1.13 | 0.83 | 2.52 |
MSFT | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
IDC-4-7-22
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность IDC-4-7-22 за предыдущие двенадцать месяцев составила 3.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IDC-4-7-22 | 3.14% | 3.33% | 3.07% | 2.38% | 2.68% | 2.51% | 2.85% | 2.37% | 2.70% | 2.72% | 2.40% | 2.42% |
| Активы портфеля: | ||||||||||||
VZ | 6.66% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
SCHW | 1.51% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
BAC Bank of America Corporation | 2.30% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 5.39% | 5.58% | 6.28% | 2.79% | 3.53% | 5.20% | 5.67% | 3.92% | 6.02% | 4.29% | 5.71% | 4.43% |
BCS Barclays PLC | 3.43% | 4.84% | 4.02% | 1.61% | 3.90% | 3.76% | 3.21% | 1.40% | 2.32% | 3.02% | 2.84% | 2.05% |
ADM Archer-Daniels-Midland Company | 3.00% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% |
NEE | 2.68% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
MDT | 3.53% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.37% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FRT Federal Realty Investment Trust | 4.07% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
MMM | 4.32% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
VTI | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
JPM | 2.11% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
IBM International Business Machines Corporation | 3.46% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
SPGI | 0.75% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
PPG | 2.06% | 1.70% | 1.92% | 1.31% | 1.46% | 1.48% | 1.82% | 1.46% | 1.65% | 1.43% | 1.13% | 1.28% |
WMT | 1.14% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
PG | 2.33% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
ENB Enbridge Inc. | 7.31% | 7.29% | 6.78% | 6.86% | 7.54% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% | 2.82% |
F Ford Motor Company | 5.63% | 10.20% | 4.03% | 0.45% | 1.60% | 6.05% | 9.18% | 5.20% | 7.01% | 4.26% | 3.23% | 2.35% |
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JNJ | 3.01% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
TXN | 2.61% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
AFL Aflac Incorporated | 1.95% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% | 2.13% |
CME CME Group Inc. | 4.89% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% | 5.61% |
LIN | 1.20% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
TER | 0.37% | 0.41% | 0.50% | 0.24% | 0.33% | 0.53% | 1.15% | 0.67% | 0.94% | 1.16% | 0.91% | 0.00% |
ESS Essex Property Trust, Inc. | 3.37% | 3.73% | 4.15% | 2.37% | 3.50% | 2.59% | 3.03% | 2.90% | 2.75% | 2.41% | 2.47% | 3.37% |
ABT Abbott Laboratories | 2.04% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
ADP Automatic Data Processing, Inc. | 2.18% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% |
CVX Chevron Corporation | 3.99% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
WPC | 6.15% | 6.17% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.48% | 5.26% | 5.70% |
VXUS | 3.06% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
CAG Conagra Brands, Inc. | 4.74% | 4.75% | 3.32% | 3.44% | 2.52% | 2.48% | 3.98% | 2.19% | 1.97% | 2.37% | 2.76% | 2.97% |
ITW Illinois Tool Works Inc. | 2.30% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% | 1.90% |
LOW | 1.90% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
PEP | 3.01% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
ABBV AbbVie Inc. | 3.36% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
UGI | 6.12% | 6.04% | 3.84% | 2.97% | 3.76% | 2.68% | 1.93% | 2.10% | 2.04% | 2.67% | 2.16% | 2.70% |
APD Air Products and Chemicals, Inc. | 2.72% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.13% | 2.54% |
MCD | 2.60% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
SYK | 0.96% | 1.02% | 1.16% | 0.97% | 0.96% | 1.02% | 1.23% | 1.13% | 1.31% | 1.52% | 1.34% | 1.46% |
MSFT | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
IDC-4-7-22
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
IDC-4-7-22 показал максимальную просадку в 14.70%, зарегистрированную 30 сент. 2022 г.. Полное восстановление заняло 39 торговых сессий.
Текущая просадка IDC-4-7-22 составляет 1.91%.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
|---|---|---|---|---|---|---|
| -14.7% | 17 авг. 2022 г. | 32 | 30 сент. 2022 г. | 39 | 25 нояб. 2022 г. | 71 |
| -12.45% | 27 июл. 2023 г. | 66 | 27 окт. 2023 г. | 40 | 26 дек. 2023 г. | 106 |
| -11.74% | 5 мая 2022 г. | 31 | 17 июн. 2022 г. | 38 | 12 авг. 2022 г. | 69 |
| -6.68% | 3 февр. 2023 г. | 25 | 10 мар. 2023 г. | 67 | 15 июн. 2023 г. | 92 |
| -4.96% | 1 апр. 2024 г. | 12 | 16 апр. 2024 г. | 21 | 15 мая 2024 г. | 33 |
Волатильность
График волатильности
Текущая волатильность IDC-4-7-22 составляет 2.74%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
IDC-4-7-22
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| CME | ABBV | CAG | VZ | CVX | WMT | JNJ | ADM | MSFT | PEP | MCD | PG | SCHW | BBVA | BCS | TER | NEE | WPC | IBM | SYK | MDT | ESS | UGI | ABT | F | TXN | LOW | MMM | ENB | AFL | LIN | APD | JEPQ | JPM | ADP | FRT | BAC | SPGI | PPG | ITW | VXUS | VTI | JEPI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CME | 1.00 | 0.23 | 0.17 | 0.18 | 0.13 | 0.25 | 0.27 | 0.15 | 0.22 | 0.30 | 0.27 | 0.29 | 0.18 | 0.20 | 0.21 | 0.11 | 0.24 | 0.24 | 0.20 | 0.27 | 0.21 | 0.27 | 0.19 | 0.31 | 0.19 | 0.13 | 0.13 | 0.16 | 0.20 | 0.29 | 0.25 | 0.23 | 0.23 | 0.32 | 0.32 | 0.24 | 0.23 | 0.32 | 0.22 | 0.24 | 0.21 | 0.28 | 0.36 |
| ABBV | 0.23 | 1.00 | 0.30 | 0.24 | 0.21 | 0.26 | 0.48 | 0.19 | 0.09 | 0.37 | 0.33 | 0.43 | 0.18 | 0.18 | 0.16 | 0.12 | 0.23 | 0.28 | 0.31 | 0.37 | 0.34 | 0.22 | 0.25 | 0.38 | 0.15 | 0.15 | 0.24 | 0.26 | 0.25 | 0.31 | 0.26 | 0.24 | 0.18 | 0.29 | 0.36 | 0.27 | 0.23 | 0.22 | 0.24 | 0.26 | 0.20 | 0.26 | 0.44 |
| CAG | 0.17 | 0.30 | 1.00 | 0.32 | 0.18 | 0.32 | 0.41 | 0.31 | 0.09 | 0.57 | 0.39 | 0.50 | 0.23 | 0.18 | 0.16 | 0.04 | 0.36 | 0.33 | 0.27 | 0.20 | 0.30 | 0.27 | 0.37 | 0.29 | 0.21 | 0.14 | 0.23 | 0.28 | 0.30 | 0.33 | 0.22 | 0.29 | 0.10 | 0.28 | 0.32 | 0.30 | 0.26 | 0.23 | 0.26 | 0.28 | 0.17 | 0.21 | 0.41 |
| VZ | 0.18 | 0.24 | 0.32 | 1.00 | 0.23 | 0.22 | 0.36 | 0.25 | 0.14 | 0.32 | 0.25 | 0.33 | 0.21 | 0.27 | 0.27 | 0.08 | 0.31 | 0.33 | 0.33 | 0.23 | 0.30 | 0.31 | 0.42 | 0.33 | 0.23 | 0.21 | 0.29 | 0.32 | 0.34 | 0.29 | 0.24 | 0.29 | 0.17 | 0.29 | 0.25 | 0.35 | 0.36 | 0.21 | 0.29 | 0.31 | 0.27 | 0.29 | 0.37 |
| CVX | 0.13 | 0.21 | 0.18 | 0.23 | 1.00 | 0.17 | 0.17 | 0.51 | 0.14 | 0.16 | 0.23 | 0.17 | 0.34 | 0.33 | 0.40 | 0.25 | 0.27 | 0.29 | 0.30 | 0.18 | 0.21 | 0.22 | 0.39 | 0.17 | 0.37 | 0.27 | 0.25 | 0.27 | 0.58 | 0.40 | 0.33 | 0.34 | 0.20 | 0.41 | 0.27 | 0.31 | 0.42 | 0.21 | 0.25 | 0.37 | 0.40 | 0.37 | 0.38 |
| WMT | 0.25 | 0.26 | 0.32 | 0.22 | 0.17 | 1.00 | 0.30 | 0.24 | 0.30 | 0.48 | 0.36 | 0.46 | 0.21 | 0.21 | 0.17 | 0.21 | 0.30 | 0.26 | 0.31 | 0.37 | 0.33 | 0.30 | 0.28 | 0.32 | 0.29 | 0.24 | 0.34 | 0.28 | 0.30 | 0.33 | 0.34 | 0.30 | 0.36 | 0.31 | 0.34 | 0.30 | 0.28 | 0.36 | 0.30 | 0.35 | 0.30 | 0.41 | 0.48 |
| JNJ | 0.27 | 0.48 | 0.41 | 0.36 | 0.17 | 0.30 | 1.00 | 0.27 | 0.18 | 0.50 | 0.45 | 0.48 | 0.15 | 0.20 | 0.18 | 0.11 | 0.33 | 0.33 | 0.34 | 0.33 | 0.44 | 0.30 | 0.35 | 0.49 | 0.21 | 0.20 | 0.29 | 0.33 | 0.31 | 0.32 | 0.31 | 0.32 | 0.17 | 0.30 | 0.42 | 0.29 | 0.27 | 0.35 | 0.28 | 0.32 | 0.24 | 0.29 | 0.46 |
| ADM | 0.15 | 0.19 | 0.31 | 0.25 | 0.51 | 0.24 | 0.27 | 1.00 | 0.18 | 0.36 | 0.33 | 0.32 | 0.40 | 0.34 | 0.40 | 0.26 | 0.34 | 0.36 | 0.39 | 0.24 | 0.31 | 0.27 | 0.42 | 0.26 | 0.36 | 0.32 | 0.34 | 0.39 | 0.48 | 0.45 | 0.36 | 0.38 | 0.26 | 0.43 | 0.39 | 0.37 | 0.47 | 0.29 | 0.35 | 0.46 | 0.42 | 0.39 | 0.47 |
| MSFT | 0.22 | 0.09 | 0.09 | 0.14 | 0.14 | 0.30 | 0.18 | 0.18 | 1.00 | 0.28 | 0.30 | 0.29 | 0.30 | 0.37 | 0.29 | 0.56 | 0.30 | 0.21 | 0.36 | 0.45 | 0.32 | 0.33 | 0.20 | 0.37 | 0.38 | 0.55 | 0.40 | 0.33 | 0.26 | 0.31 | 0.45 | 0.34 | 0.83 | 0.32 | 0.44 | 0.29 | 0.32 | 0.56 | 0.41 | 0.39 | 0.55 | 0.75 | 0.55 |
| PEP | 0.30 | 0.37 | 0.57 | 0.32 | 0.16 | 0.48 | 0.50 | 0.36 | 0.28 | 1.00 | 0.55 | 0.67 | 0.23 | 0.21 | 0.15 | 0.14 | 0.43 | 0.39 | 0.33 | 0.36 | 0.41 | 0.32 | 0.33 | 0.44 | 0.22 | 0.24 | 0.33 | 0.32 | 0.35 | 0.35 | 0.37 | 0.38 | 0.31 | 0.26 | 0.47 | 0.35 | 0.25 | 0.40 | 0.34 | 0.34 | 0.29 | 0.37 | 0.58 |
| MCD | 0.27 | 0.33 | 0.39 | 0.25 | 0.23 | 0.36 | 0.45 | 0.33 | 0.30 | 0.55 | 1.00 | 0.55 | 0.28 | 0.28 | 0.23 | 0.20 | 0.40 | 0.39 | 0.35 | 0.38 | 0.39 | 0.27 | 0.30 | 0.45 | 0.29 | 0.29 | 0.35 | 0.33 | 0.35 | 0.41 | 0.39 | 0.38 | 0.33 | 0.39 | 0.45 | 0.35 | 0.31 | 0.41 | 0.36 | 0.40 | 0.35 | 0.41 | 0.59 |
| PG | 0.29 | 0.43 | 0.50 | 0.33 | 0.17 | 0.46 | 0.48 | 0.32 | 0.29 | 0.67 | 0.55 | 1.00 | 0.21 | 0.24 | 0.19 | 0.16 | 0.46 | 0.33 | 0.35 | 0.46 | 0.42 | 0.31 | 0.33 | 0.48 | 0.18 | 0.26 | 0.33 | 0.36 | 0.36 | 0.34 | 0.42 | 0.42 | 0.29 | 0.29 | 0.44 | 0.34 | 0.25 | 0.37 | 0.36 | 0.39 | 0.32 | 0.37 | 0.57 |
| SCHW | 0.18 | 0.18 | 0.23 | 0.21 | 0.34 | 0.21 | 0.15 | 0.40 | 0.30 | 0.23 | 0.28 | 0.21 | 1.00 | 0.42 | 0.41 | 0.40 | 0.35 | 0.37 | 0.37 | 0.27 | 0.26 | 0.40 | 0.37 | 0.27 | 0.45 | 0.44 | 0.40 | 0.41 | 0.40 | 0.52 | 0.40 | 0.38 | 0.40 | 0.55 | 0.40 | 0.47 | 0.64 | 0.37 | 0.42 | 0.46 | 0.47 | 0.54 | 0.50 |
| BBVA | 0.20 | 0.18 | 0.18 | 0.27 | 0.33 | 0.21 | 0.20 | 0.34 | 0.37 | 0.21 | 0.28 | 0.24 | 0.42 | 1.00 | 0.67 | 0.40 | 0.29 | 0.28 | 0.36 | 0.34 | 0.32 | 0.31 | 0.32 | 0.36 | 0.39 | 0.40 | 0.34 | 0.36 | 0.44 | 0.47 | 0.43 | 0.37 | 0.46 | 0.53 | 0.35 | 0.37 | 0.53 | 0.39 | 0.44 | 0.46 | 0.65 | 0.54 | 0.49 |
| BCS | 0.21 | 0.16 | 0.16 | 0.27 | 0.40 | 0.17 | 0.18 | 0.40 | 0.29 | 0.15 | 0.23 | 0.19 | 0.41 | 0.67 | 1.00 | 0.40 | 0.30 | 0.30 | 0.32 | 0.27 | 0.35 | 0.36 | 0.44 | 0.35 | 0.49 | 0.38 | 0.35 | 0.40 | 0.51 | 0.46 | 0.39 | 0.38 | 0.40 | 0.58 | 0.32 | 0.46 | 0.64 | 0.41 | 0.46 | 0.45 | 0.67 | 0.54 | 0.46 |
| TER | 0.11 | 0.12 | 0.04 | 0.08 | 0.25 | 0.21 | 0.11 | 0.26 | 0.56 | 0.14 | 0.20 | 0.16 | 0.40 | 0.40 | 0.40 | 1.00 | 0.26 | 0.27 | 0.38 | 0.42 | 0.31 | 0.39 | 0.29 | 0.34 | 0.49 | 0.81 | 0.46 | 0.42 | 0.36 | 0.30 | 0.46 | 0.45 | 0.73 | 0.41 | 0.43 | 0.40 | 0.44 | 0.52 | 0.55 | 0.54 | 0.66 | 0.75 | 0.54 |
| NEE | 0.24 | 0.23 | 0.36 | 0.31 | 0.27 | 0.30 | 0.33 | 0.34 | 0.30 | 0.43 | 0.40 | 0.46 | 0.35 | 0.29 | 0.30 | 0.26 | 1.00 | 0.42 | 0.31 | 0.34 | 0.37 | 0.45 | 0.51 | 0.38 | 0.36 | 0.34 | 0.42 | 0.40 | 0.51 | 0.38 | 0.42 | 0.46 | 0.34 | 0.33 | 0.39 | 0.44 | 0.36 | 0.45 | 0.43 | 0.42 | 0.43 | 0.45 | 0.58 |
| WPC | 0.24 | 0.28 | 0.33 | 0.33 | 0.29 | 0.26 | 0.33 | 0.36 | 0.21 | 0.39 | 0.39 | 0.33 | 0.37 | 0.28 | 0.30 | 0.27 | 0.42 | 1.00 | 0.43 | 0.30 | 0.40 | 0.59 | 0.48 | 0.38 | 0.41 | 0.35 | 0.38 | 0.41 | 0.45 | 0.36 | 0.35 | 0.42 | 0.29 | 0.36 | 0.44 | 0.68 | 0.41 | 0.45 | 0.40 | 0.45 | 0.42 | 0.43 | 0.54 |
| IBM | 0.20 | 0.31 | 0.27 | 0.33 | 0.30 | 0.31 | 0.34 | 0.39 | 0.36 | 0.33 | 0.35 | 0.35 | 0.37 | 0.36 | 0.32 | 0.38 | 0.31 | 0.43 | 1.00 | 0.36 | 0.33 | 0.35 | 0.42 | 0.39 | 0.40 | 0.45 | 0.41 | 0.41 | 0.40 | 0.44 | 0.42 | 0.40 | 0.44 | 0.44 | 0.46 | 0.44 | 0.46 | 0.44 | 0.39 | 0.51 | 0.44 | 0.54 | 0.59 |
| SYK | 0.27 | 0.37 | 0.20 | 0.23 | 0.18 | 0.37 | 0.33 | 0.24 | 0.45 | 0.36 | 0.38 | 0.46 | 0.27 | 0.34 | 0.27 | 0.42 | 0.34 | 0.30 | 0.36 | 1.00 | 0.59 | 0.39 | 0.31 | 0.63 | 0.34 | 0.43 | 0.41 | 0.35 | 0.35 | 0.34 | 0.47 | 0.43 | 0.56 | 0.36 | 0.42 | 0.38 | 0.35 | 0.55 | 0.48 | 0.44 | 0.49 | 0.60 | 0.61 |
| MDT | 0.21 | 0.34 | 0.30 | 0.30 | 0.21 | 0.33 | 0.44 | 0.31 | 0.32 | 0.41 | 0.39 | 0.42 | 0.26 | 0.32 | 0.35 | 0.31 | 0.37 | 0.40 | 0.33 | 0.59 | 1.00 | 0.41 | 0.42 | 0.64 | 0.39 | 0.35 | 0.35 | 0.47 | 0.38 | 0.36 | 0.41 | 0.43 | 0.41 | 0.40 | 0.46 | 0.40 | 0.44 | 0.48 | 0.48 | 0.43 | 0.46 | 0.51 | 0.55 |
| ESS | 0.27 | 0.22 | 0.27 | 0.31 | 0.22 | 0.30 | 0.30 | 0.27 | 0.33 | 0.32 | 0.27 | 0.31 | 0.40 | 0.31 | 0.36 | 0.39 | 0.45 | 0.59 | 0.35 | 0.39 | 0.41 | 1.00 | 0.46 | 0.41 | 0.44 | 0.41 | 0.47 | 0.44 | 0.41 | 0.37 | 0.34 | 0.44 | 0.41 | 0.43 | 0.45 | 0.67 | 0.47 | 0.50 | 0.48 | 0.48 | 0.48 | 0.55 | 0.56 |
| UGI | 0.19 | 0.25 | 0.37 | 0.42 | 0.39 | 0.28 | 0.35 | 0.42 | 0.20 | 0.33 | 0.30 | 0.33 | 0.37 | 0.32 | 0.44 | 0.29 | 0.51 | 0.48 | 0.42 | 0.31 | 0.42 | 0.46 | 1.00 | 0.36 | 0.49 | 0.37 | 0.40 | 0.53 | 0.56 | 0.44 | 0.35 | 0.42 | 0.29 | 0.40 | 0.41 | 0.53 | 0.52 | 0.40 | 0.44 | 0.51 | 0.46 | 0.47 | 0.52 |
| ABT | 0.31 | 0.38 | 0.29 | 0.33 | 0.17 | 0.32 | 0.49 | 0.26 | 0.37 | 0.44 | 0.45 | 0.48 | 0.27 | 0.36 | 0.35 | 0.34 | 0.38 | 0.38 | 0.39 | 0.63 | 0.64 | 0.41 | 0.36 | 1.00 | 0.37 | 0.38 | 0.42 | 0.41 | 0.37 | 0.34 | 0.46 | 0.44 | 0.42 | 0.42 | 0.52 | 0.40 | 0.40 | 0.49 | 0.46 | 0.45 | 0.46 | 0.52 | 0.59 |
| F | 0.19 | 0.15 | 0.21 | 0.23 | 0.37 | 0.29 | 0.21 | 0.36 | 0.38 | 0.22 | 0.29 | 0.18 | 0.45 | 0.39 | 0.49 | 0.49 | 0.36 | 0.41 | 0.40 | 0.34 | 0.39 | 0.44 | 0.49 | 0.37 | 1.00 | 0.51 | 0.54 | 0.48 | 0.50 | 0.43 | 0.37 | 0.41 | 0.51 | 0.49 | 0.42 | 0.54 | 0.56 | 0.49 | 0.56 | 0.53 | 0.56 | 0.64 | 0.53 |
| TXN | 0.13 | 0.15 | 0.14 | 0.21 | 0.27 | 0.24 | 0.20 | 0.32 | 0.55 | 0.24 | 0.29 | 0.26 | 0.44 | 0.40 | 0.38 | 0.81 | 0.34 | 0.35 | 0.45 | 0.43 | 0.35 | 0.41 | 0.37 | 0.38 | 0.51 | 1.00 | 0.48 | 0.48 | 0.39 | 0.34 | 0.45 | 0.47 | 0.69 | 0.42 | 0.50 | 0.45 | 0.45 | 0.51 | 0.53 | 0.56 | 0.63 | 0.73 | 0.58 |
| LOW | 0.13 | 0.24 | 0.23 | 0.29 | 0.25 | 0.34 | 0.29 | 0.34 | 0.40 | 0.33 | 0.35 | 0.33 | 0.40 | 0.34 | 0.35 | 0.46 | 0.42 | 0.38 | 0.41 | 0.41 | 0.35 | 0.47 | 0.40 | 0.42 | 0.54 | 0.48 | 1.00 | 0.53 | 0.41 | 0.38 | 0.41 | 0.43 | 0.51 | 0.40 | 0.47 | 0.52 | 0.47 | 0.55 | 0.59 | 0.58 | 0.50 | 0.63 | 0.61 |
| MMM | 0.16 | 0.26 | 0.28 | 0.32 | 0.27 | 0.28 | 0.33 | 0.39 | 0.33 | 0.32 | 0.33 | 0.36 | 0.41 | 0.36 | 0.40 | 0.42 | 0.40 | 0.41 | 0.41 | 0.35 | 0.47 | 0.44 | 0.53 | 0.41 | 0.48 | 0.48 | 0.53 | 1.00 | 0.45 | 0.42 | 0.41 | 0.47 | 0.42 | 0.49 | 0.45 | 0.52 | 0.51 | 0.48 | 0.53 | 0.58 | 0.53 | 0.57 | 0.56 |
| ENB | 0.20 | 0.25 | 0.30 | 0.34 | 0.58 | 0.30 | 0.31 | 0.48 | 0.26 | 0.35 | 0.35 | 0.36 | 0.40 | 0.44 | 0.51 | 0.36 | 0.51 | 0.45 | 0.40 | 0.35 | 0.38 | 0.41 | 0.56 | 0.37 | 0.50 | 0.39 | 0.41 | 0.45 | 1.00 | 0.46 | 0.45 | 0.47 | 0.37 | 0.46 | 0.36 | 0.50 | 0.53 | 0.44 | 0.45 | 0.47 | 0.64 | 0.54 | 0.57 |
| AFL | 0.29 | 0.31 | 0.33 | 0.29 | 0.40 | 0.33 | 0.32 | 0.45 | 0.31 | 0.35 | 0.41 | 0.34 | 0.52 | 0.47 | 0.46 | 0.30 | 0.38 | 0.36 | 0.44 | 0.34 | 0.36 | 0.37 | 0.44 | 0.34 | 0.43 | 0.34 | 0.38 | 0.42 | 0.46 | 1.00 | 0.49 | 0.45 | 0.40 | 0.63 | 0.50 | 0.47 | 0.61 | 0.44 | 0.49 | 0.55 | 0.48 | 0.55 | 0.62 |
| LIN | 0.25 | 0.26 | 0.22 | 0.24 | 0.33 | 0.34 | 0.31 | 0.36 | 0.45 | 0.37 | 0.39 | 0.42 | 0.40 | 0.43 | 0.39 | 0.46 | 0.42 | 0.35 | 0.42 | 0.47 | 0.41 | 0.34 | 0.35 | 0.46 | 0.37 | 0.45 | 0.41 | 0.41 | 0.45 | 0.49 | 1.00 | 0.67 | 0.51 | 0.47 | 0.49 | 0.39 | 0.42 | 0.52 | 0.58 | 0.56 | 0.59 | 0.61 | 0.64 |
| APD | 0.23 | 0.24 | 0.29 | 0.29 | 0.34 | 0.30 | 0.32 | 0.38 | 0.34 | 0.38 | 0.38 | 0.42 | 0.38 | 0.37 | 0.38 | 0.45 | 0.46 | 0.42 | 0.40 | 0.43 | 0.43 | 0.44 | 0.42 | 0.44 | 0.41 | 0.47 | 0.43 | 0.47 | 0.47 | 0.45 | 0.67 | 1.00 | 0.45 | 0.45 | 0.49 | 0.47 | 0.46 | 0.50 | 0.57 | 0.56 | 0.56 | 0.59 | 0.62 |
| JEPQ | 0.23 | 0.18 | 0.10 | 0.17 | 0.20 | 0.36 | 0.17 | 0.26 | 0.83 | 0.31 | 0.33 | 0.29 | 0.40 | 0.46 | 0.40 | 0.73 | 0.34 | 0.29 | 0.44 | 0.56 | 0.41 | 0.41 | 0.29 | 0.42 | 0.51 | 0.69 | 0.51 | 0.42 | 0.37 | 0.40 | 0.51 | 0.45 | 1.00 | 0.45 | 0.50 | 0.41 | 0.45 | 0.63 | 0.55 | 0.50 | 0.69 | 0.90 | 0.70 |
| JPM | 0.32 | 0.29 | 0.28 | 0.29 | 0.41 | 0.31 | 0.30 | 0.43 | 0.32 | 0.26 | 0.39 | 0.29 | 0.55 | 0.53 | 0.58 | 0.41 | 0.33 | 0.36 | 0.44 | 0.36 | 0.40 | 0.43 | 0.40 | 0.42 | 0.49 | 0.42 | 0.40 | 0.49 | 0.46 | 0.63 | 0.47 | 0.45 | 0.45 | 1.00 | 0.46 | 0.49 | 0.79 | 0.44 | 0.51 | 0.57 | 0.55 | 0.61 | 0.60 |
| ADP | 0.32 | 0.36 | 0.32 | 0.25 | 0.27 | 0.34 | 0.42 | 0.39 | 0.44 | 0.47 | 0.45 | 0.44 | 0.40 | 0.35 | 0.32 | 0.43 | 0.39 | 0.44 | 0.46 | 0.42 | 0.46 | 0.45 | 0.41 | 0.52 | 0.42 | 0.50 | 0.47 | 0.45 | 0.36 | 0.50 | 0.49 | 0.49 | 0.50 | 0.46 | 1.00 | 0.48 | 0.46 | 0.56 | 0.52 | 0.54 | 0.47 | 0.61 | 0.69 |
| FRT | 0.24 | 0.27 | 0.30 | 0.35 | 0.31 | 0.30 | 0.29 | 0.37 | 0.29 | 0.35 | 0.35 | 0.34 | 0.47 | 0.37 | 0.46 | 0.40 | 0.44 | 0.68 | 0.44 | 0.38 | 0.40 | 0.67 | 0.53 | 0.40 | 0.54 | 0.45 | 0.52 | 0.52 | 0.50 | 0.47 | 0.39 | 0.47 | 0.41 | 0.49 | 0.48 | 1.00 | 0.57 | 0.52 | 0.56 | 0.56 | 0.55 | 0.58 | 0.61 |
| BAC | 0.23 | 0.23 | 0.26 | 0.36 | 0.42 | 0.28 | 0.27 | 0.47 | 0.32 | 0.25 | 0.31 | 0.25 | 0.64 | 0.53 | 0.64 | 0.44 | 0.36 | 0.41 | 0.46 | 0.35 | 0.44 | 0.47 | 0.52 | 0.40 | 0.56 | 0.45 | 0.47 | 0.51 | 0.53 | 0.61 | 0.42 | 0.46 | 0.45 | 0.79 | 0.46 | 0.57 | 1.00 | 0.46 | 0.55 | 0.57 | 0.60 | 0.64 | 0.57 |
| SPGI | 0.32 | 0.22 | 0.23 | 0.21 | 0.21 | 0.36 | 0.35 | 0.29 | 0.56 | 0.40 | 0.41 | 0.37 | 0.37 | 0.39 | 0.41 | 0.52 | 0.45 | 0.45 | 0.44 | 0.55 | 0.48 | 0.50 | 0.40 | 0.49 | 0.49 | 0.51 | 0.55 | 0.48 | 0.44 | 0.44 | 0.52 | 0.50 | 0.63 | 0.44 | 0.56 | 0.52 | 0.46 | 1.00 | 0.57 | 0.58 | 0.60 | 0.72 | 0.69 |
| PPG | 0.22 | 0.24 | 0.26 | 0.29 | 0.25 | 0.30 | 0.28 | 0.35 | 0.41 | 0.34 | 0.36 | 0.36 | 0.42 | 0.44 | 0.46 | 0.55 | 0.43 | 0.40 | 0.39 | 0.48 | 0.48 | 0.48 | 0.44 | 0.46 | 0.56 | 0.53 | 0.59 | 0.53 | 0.45 | 0.49 | 0.58 | 0.57 | 0.55 | 0.51 | 0.52 | 0.56 | 0.55 | 0.57 | 1.00 | 0.65 | 0.62 | 0.68 | 0.65 |
| ITW | 0.24 | 0.26 | 0.28 | 0.31 | 0.37 | 0.35 | 0.32 | 0.46 | 0.39 | 0.34 | 0.40 | 0.39 | 0.46 | 0.46 | 0.45 | 0.54 | 0.42 | 0.45 | 0.51 | 0.44 | 0.43 | 0.48 | 0.51 | 0.45 | 0.53 | 0.56 | 0.58 | 0.58 | 0.47 | 0.55 | 0.56 | 0.56 | 0.50 | 0.57 | 0.54 | 0.56 | 0.57 | 0.58 | 0.65 | 1.00 | 0.61 | 0.66 | 0.69 |
| VXUS | 0.21 | 0.20 | 0.17 | 0.27 | 0.40 | 0.30 | 0.24 | 0.42 | 0.55 | 0.29 | 0.35 | 0.32 | 0.47 | 0.65 | 0.67 | 0.66 | 0.43 | 0.42 | 0.44 | 0.49 | 0.46 | 0.48 | 0.46 | 0.46 | 0.56 | 0.63 | 0.50 | 0.53 | 0.64 | 0.48 | 0.59 | 0.56 | 0.69 | 0.55 | 0.47 | 0.55 | 0.60 | 0.60 | 0.62 | 0.61 | 1.00 | 0.81 | 0.68 |
| VTI | 0.28 | 0.26 | 0.21 | 0.29 | 0.37 | 0.41 | 0.29 | 0.39 | 0.75 | 0.37 | 0.41 | 0.37 | 0.54 | 0.54 | 0.54 | 0.75 | 0.45 | 0.43 | 0.54 | 0.60 | 0.51 | 0.55 | 0.47 | 0.52 | 0.64 | 0.73 | 0.63 | 0.57 | 0.54 | 0.55 | 0.61 | 0.59 | 0.90 | 0.61 | 0.61 | 0.58 | 0.64 | 0.72 | 0.68 | 0.66 | 0.81 | 1.00 | 0.81 |
| JEPI | 0.36 | 0.44 | 0.41 | 0.37 | 0.38 | 0.48 | 0.46 | 0.47 | 0.55 | 0.58 | 0.59 | 0.57 | 0.50 | 0.49 | 0.46 | 0.54 | 0.58 | 0.54 | 0.59 | 0.61 | 0.55 | 0.56 | 0.52 | 0.59 | 0.53 | 0.58 | 0.61 | 0.56 | 0.57 | 0.62 | 0.64 | 0.62 | 0.70 | 0.60 | 0.69 | 0.61 | 0.57 | 0.69 | 0.65 | 0.69 | 0.68 | 0.81 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 5 мая 2022 г.