Country ETFs
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Country ETFs
Последнее обновление 15 апр. 2025 г.
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в Country ETFs и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель перебалансируется каждые 3 месяца
Country ETFs
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 26 янв. 2012 г., начальной даты EDEN
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| Country ETFs | 3.89% | -3.59% | -0.23% | 8.09% | N/A | N/A |
| Активы портфеля: | ||||||
EGPT VanEck Vectors Egypt Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | N/A | N/A |
PAK | 0.00% | 0.00% | 0.00% | 0.00% | N/A | N/A |
EPOL iShares MSCI Poland ETF | 32.20% | -3.19% | 21.58% | 26.07% | 16.76% | 3.57% |
GREK | 20.96% | -2.15% | 20.30% | 28.37% | N/A | N/A |
ARGT Global X MSCI Argentina ETF | 1.80% | 0.18% | 19.86% | 59.54% | 38.53% | 15.92% |
INDA | -3.06% | 4.33% | -9.83% | 0.27% | N/A | N/A |
EIRL iShares MSCI Ireland ETF | -0.62% | -5.44% | -12.76% | -9.75% | 15.08% | 5.63% |
GXG | 13.82% | -5.91% | 14.50% | 7.13% | N/A | N/A |
VTI | -8.53% | -4.30% | -7.13% | 7.13% | N/A | N/A |
EWW | 10.87% | -0.86% | -0.44% | -18.85% | N/A | N/A |
EDEN iShares MSCI Denmark ETF | -5.21% | -8.15% | -17.59% | -12.96% | 11.87% | 8.17% |
EWJ iShares MSCI Japan ETF | -0.30% | -4.90% | -2.53% | -0.47% | 7.65% | 4.37% |
EWZ | 11.11% | -3.21% | -7.86% | -12.27% | N/A | N/A |
EWI iShares MSCI Italy ETF | 13.76% | -4.90% | 8.66% | 18.19% | 19.16% | 6.72% |
EPU iShares MSCI Peru ETF | 8.91% | -0.53% | 3.65% | 15.74% | 16.72% | 7.15% |
EWP | 22.54% | 0.61% | 13.01% | 29.91% | N/A | N/A |
EWT | -11.57% | -8.95% | -15.86% | -3.63% | N/A | N/A |
TUR | -10.40% | -16.20% | -3.42% | -14.89% | N/A | N/A |
EWN | 4.77% | -4.25% | -2.46% | -1.12% | N/A | N/A |
EWD iShares MSCI Sweden ETF | 9.08% | -8.60% | -1.17% | 6.25% | 12.95% | 5.44% |
KSA | -2.03% | -1.16% | -2.50% | -6.12% | N/A | N/A |
EWQ | 8.28% | -5.91% | 1.51% | 1.13% | N/A | N/A |
EWL | 11.40% | -2.64% | 0.23% | 14.57% | N/A | N/A |
EWG iShares MSCI Germany ETF | 15.71% | -4.66% | 11.04% | 24.65% | 13.61% | 4.81% |
EWO | 18.51% | -5.73% | 16.15% | 24.35% | N/A | N/A |
UAE | 1.52% | -1.53% | 11.53% | 16.93% | N/A | N/A |
VNM | 3.92% | -5.77% | -3.40% | -4.94% | N/A | N/A |
EWC iShares MSCI Canada ETF | 0.35% | 0.82% | -1.21% | 12.16% | 14.87% | 5.65% |
EWU | 6.64% | -4.14% | 1.09% | 11.90% | N/A | N/A |
PGAL | 0.00% | 0.00% | 0.00% | 0.00% | N/A | N/A |
EIS iShares MSCI Israel ETF | -2.41% | -3.76% | 12.18% | 30.16% | 11.64% | 5.23% |
NORW | 7.75% | -4.95% | 2.55% | 8.44% | N/A | N/A |
EWA iShares MSCI-Australia ETF | -2.39% | -0.89% | -10.19% | 1.73% | 11.75% | 4.43% |
EWK iShares MSCI Belgium ETF | 8.01% | -1.89% | -2.14% | 11.92% | 9.03% | 4.00% |
EIDO iShares MSCI Indonesia ETF | -12.93% | -2.90% | -26.10% | -21.30% | 3.76% | -3.23% |
EWY | 6.80% | -3.19% | -10.39% | -10.62% | N/A | N/A |
EPHE iShares MSCI Philippines ETF | 0.64% | -2.33% | -11.45% | 1.32% | 1.83% | -3.92% |
QAT | -0.78% | -1.82% | -1.77% | 8.82% | N/A | N/A |
EWS | 1.24% | -4.98% | 3.69% | 29.13% | N/A | N/A |
EWM | -7.66% | -2.41% | -10.51% | 8.72% | N/A | N/A |
ENZL iShares MSCI New Zealand ETF | -4.60% | 1.53% | -10.80% | -0.64% | 0.61% | 3.59% |
ECH iShares MSCI Chile ETF | 16.33% | -3.09% | 11.21% | 14.44% | 8.55% | -0.65% |
EZA | 12.67% | 0.47% | 1.20% | 29.47% | N/A | N/A |
THD | -13.90% | -2.38% | -22.17% | -8.76% | N/A | N/A |
EWH iShares MSCI Hong Kong ETF | -1.80% | -9.86% | -6.67% | 14.10% | -1.98% | -0.37% |
NGE | 0.00% | 0.00% | 0.00% | 0.00% | N/A | N/A |
FXI | 9.63% | -11.39% | 8.90% | 42.05% | N/A | N/A |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Country ETFs, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.30% | 1.33% | 1.07% | -1.80% | 3.89% | ||||||||
| 2024 | -2.26% | 2.38% | 1.84% | -1.61% | 3.45% | -1.54% | 2.25% | 2.67% | 2.37% | -3.76% | -0.21% | -1.95% | 3.34% |
| 2023 | 1.10% | 1.10% |
Комиссия
Комиссия Country ETFs составляет 0.57%, что примерно соответствует среднему уровню по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
EGPT: 0.98%
EPOL: 0.61%
ARGT: 0.60%
EIRL: 0.49%
EPU: 0.59%
EIS: 0.59%
EIDO: 0.59%
EPHE: 0.59%
EWD: 0.55%
EDEN: 0.53%
EWA: 0.50%
EWJ: 0.49%
EWI: 0.49%
EWG: 0.49%
ECH: 0.59%
EWC: 0.49%
ENZL: 0.50%
EWK: 0.49%
EWH: 0.49%
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг Country ETFs составляет 50, что указывает на средний уровень результатов по сравнению с другими портфелей на нашем сайте. Ниже представлена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.
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.
Portfolio: 0.35
^GSPC: 0.21
Portfolio: 0.60
^GSPC: 0.43
Portfolio: 1.08
^GSPC: 1.06
Portfolio: 0.42
^GSPC: 0.21
Portfolio: 1.48
^GSPC: 1.00
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
EGPT VanEck Vectors Egypt Index ETF | — | — | — | 0.00 | — |
PAK | — | — | — | 0.00 | — |
EPOL iShares MSCI Poland ETF | 0.71 | 1.18 | 1.15 | 1.23 | 2.62 |
GREK | 0.93 | 1.32 | 1.19 | 1.33 | 3.91 |
ARGT Global X MSCI Argentina ETF | 1.48 | 2.10 | 1.26 | 2.31 | 7.25 |
INDA | -0.12 | -0.06 | 0.99 | -0.10 | -0.21 |
EIRL iShares MSCI Ireland ETF | -0.66 | -0.84 | 0.90 | -0.55 | -1.27 |
GXG | 0.09 | 0.27 | 1.03 | 0.10 | 0.18 |
VTI | 0.22 | 0.45 | 1.07 | 0.22 | 1.04 |
EWW | -0.76 | -0.92 | 0.88 | -0.69 | -1.04 |
EDEN iShares MSCI Denmark ETF | -0.76 | -0.96 | 0.88 | -0.52 | -1.25 |
EWJ iShares MSCI Japan ETF | -0.10 | 0.00 | 1.00 | -0.15 | -0.45 |
EWZ | -0.61 | -0.71 | 0.91 | -0.48 | -1.13 |
EWI iShares MSCI Italy ETF | 0.78 | 1.21 | 1.16 | 0.99 | 3.71 |
EPU iShares MSCI Peru ETF | 0.51 | 0.85 | 1.11 | 0.80 | 1.98 |
EWP | 1.29 | 1.78 | 1.25 | 2.27 | 5.66 |
EWT | -0.26 | -0.18 | 0.98 | -0.25 | -0.88 |
TUR | -0.59 | -0.62 | 0.92 | -0.53 | -0.97 |
EWN | -0.18 | -0.10 | 0.99 | -0.20 | -0.45 |
EWD iShares MSCI Sweden ETF | 0.20 | 0.44 | 1.06 | 0.26 | 0.66 |
KSA | -0.56 | -0.72 | 0.91 | -0.65 | -1.77 |
EWQ | -0.04 | 0.09 | 1.01 | -0.05 | -0.10 |
EWL | 0.81 | 1.21 | 1.16 | 0.95 | 2.29 |
EWG iShares MSCI Germany ETF | 1.10 | 1.68 | 1.22 | 1.44 | 5.79 |
EWO | 0.98 | 1.45 | 1.20 | 1.27 | 3.98 |
UAE | 0.88 | 1.40 | 1.19 | 1.37 | 4.68 |
VNM | -0.41 | -0.41 | 0.94 | -0.40 | -1.15 |
EWC iShares MSCI Canada ETF | 0.56 | 0.89 | 1.11 | 0.74 | 2.89 |
EWU | 0.64 | 0.94 | 1.14 | 0.82 | 2.61 |
PGAL | — | — | — | 0.00 | — |
EIS iShares MSCI Israel ETF | 1.30 | 1.83 | 1.23 | 1.60 | 6.19 |
NORW | 0.25 | 0.49 | 1.07 | 0.36 | 1.18 |
EWA iShares MSCI-Australia ETF | -0.04 | 0.10 | 1.01 | -0.04 | -0.13 |
EWK iShares MSCI Belgium ETF | 0.56 | 0.88 | 1.12 | 0.76 | 1.69 |
EIDO iShares MSCI Indonesia ETF | -0.92 | -1.27 | 0.85 | -0.59 | -1.42 |
EWY | -0.55 | -0.67 | 0.92 | -0.52 | -1.08 |
EPHE iShares MSCI Philippines ETF | -0.12 | -0.04 | 1.00 | -0.11 | -0.22 |
QAT | 0.58 | 0.85 | 1.11 | 0.77 | 3.45 |
EWS | 1.24 | 1.82 | 1.28 | 1.52 | 8.63 |
EWM | 0.47 | 0.75 | 1.10 | 0.35 | 0.90 |
ENZL iShares MSCI New Zealand ETF | -0.15 | -0.08 | 0.99 | -0.14 | -0.39 |
ECH iShares MSCI Chile ETF | 0.39 | 0.67 | 1.09 | 0.53 | 1.00 |
EZA | 0.89 | 1.39 | 1.17 | 1.39 | 3.67 |
THD | -0.42 | -0.51 | 0.94 | -0.30 | -0.85 |
EWH iShares MSCI Hong Kong ETF | 0.35 | 0.65 | 1.08 | 0.37 | 0.71 |
NGE | — | — | — | 0.00 | — |
FXI | 1.06 | 1.66 | 1.22 | 1.62 | 3.38 |
Country ETFs
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность Country ETFs за предыдущие двенадцать месяцев составила 3.05%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 3.05% | 3.22% | 4.67% | 3.76% | 3.08% | 1.81% | 2.88% | 2.95% | 2.37% | 2.56% | 3.35% | 2.37% |
| Активы портфеля: | ||||||||||||
EGPT VanEck Vectors Egypt Index ETF | 0.00% | 0.15% | 6.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PAK | 0.00% | 0.00% | 5.94% | 9.17% | 8.36% | 2.49% | 3.49% | 5.62% | 3.53% | 2.97% | 2.80% | 0.00% |
EPOL iShares MSCI Poland ETF | 4.57% | 6.04% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.15% | 2.53% | 3.44% |
GREK | 3.83% | 4.63% | 2.61% | 2.82% | 2.16% | 2.62% | 2.25% | 2.41% | 2.13% | 1.95% | 1.52% | 0.97% |
ARGT Global X MSCI Argentina ETF | 1.39% | 1.41% | 1.59% | 2.45% | 0.93% | 0.28% | 1.21% | 1.34% | 0.49% | 0.36% | 0.89% | 0.47% |
INDA | 0.78% | 0.76% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% |
EIRL iShares MSCI Ireland ETF | 2.58% | 2.56% | 1.00% | 1.13% | 0.81% | 0.50% | 2.11% | 1.52% | 1.44% | 1.34% | 1.70% | 2.26% |
GXG | 5.34% | 6.08% | 7.00% | 12.55% | 2.32% | 3.23% | 3.04% | 3.03% | 1.83% | 1.48% | 1.58% | 3.20% |
VTI | 1.42% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
EWW | 3.96% | 4.39% | 2.19% | 3.64% | 2.06% | 1.43% | 2.92% | 2.30% | 2.22% | 1.77% | 2.34% | 1.23% |
EDEN iShares MSCI Denmark ETF | 1.58% | 1.50% | 1.92% | 1.47% | 0.74% | 0.42% | 2.36% | 2.01% | 2.03% | 1.28% | 1.46% | 0.87% |
EWJ iShares MSCI Japan ETF | 2.35% | 2.34% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% |
EWZ | 8.02% | 8.91% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% | 3.78% |
EWI iShares MSCI Italy ETF | 3.58% | 4.07% | 3.40% | 4.57% | 2.63% | 1.65% | 3.80% | 4.70% | 2.19% | 3.64% | 2.31% | 2.51% |
EPU iShares MSCI Peru ETF | 5.31% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.91% | 1.66% |
EWP | 3.55% | 4.35% | 2.70% | 3.07% | 3.29% | 2.56% | 3.72% | 3.69% | 2.72% | 4.65% | 3.85% | 4.72% |
EWT | 3.75% | 3.32% | 12.01% | 18.82% | 2.64% | 1.83% | 2.49% | 3.16% | 2.81% | 2.39% | 3.12% | 1.93% |
TUR | 2.00% | 1.79% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.63% | 2.89% | 3.04% | 1.63% |
EWN | 2.09% | 2.18% | 1.79% | 1.98% | 1.02% | 0.78% | 2.58% | 2.40% | 1.68% | 2.71% | 1.92% | 2.30% |
EWD iShares MSCI Sweden ETF | 1.62% | 1.77% | 2.41% | 3.68% | 5.46% | 0.98% | 4.15% | 5.17% | 3.23% | 3.91% | 4.08% | 3.92% |
KSA | 3.51% | 3.44% | 2.44% | 1.93% | 1.58% | 1.76% | 2.15% | 2.51% | 2.30% | 3.06% | 0.04% | 0.00% |
EWQ | 3.06% | 3.31% | 2.73% | 3.23% | 3.79% | 1.02% | 2.44% | 2.90% | 1.90% | 2.84% | 2.25% | 3.38% |
EWL | 1.99% | 2.21% | 2.12% | 2.04% | 1.73% | 1.45% | 1.85% | 2.56% | 2.05% | 2.75% | 2.58% | 2.49% |
EWG iShares MSCI Germany ETF | 2.06% | 2.38% | 2.56% | 3.24% | 2.70% | 2.10% | 2.51% | 2.93% | 2.06% | 2.35% | 1.93% | 2.30% |
EWO | 6.25% | 7.40% | 5.65% | 4.75% | 2.42% | 0.98% | 3.11% | 4.04% | 2.03% | 1.99% | 1.51% | 3.93% |
UAE | 3.27% | 3.32% | 3.24% | 2.67% | 4.88% | 4.75% | 3.54% | 5.56% | 3.38% | 4.74% | 3.77% | 2.58% |
VNM | 0.00% | 0.00% | 5.22% | 0.96% | 0.48% | 0.40% | 0.76% | 0.83% | 0.99% | 2.44% | 3.69% | 2.65% |
EWC iShares MSCI Canada ETF | 2.22% | 2.23% | 2.27% | 2.34% | 1.85% | 2.09% | 2.16% | 2.65% | 1.97% | 1.75% | 2.34% | 2.15% |
EWU | 3.90% | 4.16% | 4.14% | 3.42% | 4.35% | 2.48% | 4.13% | 4.98% | 3.91% | 3.97% | 4.11% | 7.59% |
PGAL | 0.00% | 0.00% | 4.15% | 3.33% | 3.43% | 2.41% | 3.49% | 4.60% | 3.05% | 4.29% | 4.53% | 2.23% |
EIS iShares MSCI Israel ETF | 1.42% | 1.38% | 1.39% | 1.66% | 1.04% | 0.17% | 2.06% | 0.87% | 2.02% | 1.78% | 2.55% | 1.86% |
NORW | 5.59% | 6.03% | 5.27% | 4.01% | 2.42% | 1.13% | 2.47% | 3.54% | 3.64% | 3.78% | 2.95% | 3.85% |
EWA iShares MSCI-Australia ETF | 3.80% | 3.71% | 3.72% | 5.28% | 5.08% | 2.02% | 3.97% | 6.11% | 4.44% | 4.03% | 5.48% | 4.92% |
EWK iShares MSCI Belgium ETF | 3.01% | 3.25% | 2.09% | 2.58% | 3.63% | 1.66% | 2.77% | 2.77% | 2.91% | 1.75% | 2.06% | 1.85% |
EIDO iShares MSCI Indonesia ETF | 5.99% | 5.21% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.15% | 1.66% | 1.32% |
EWY | 2.39% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% | 1.20% |
EPHE iShares MSCI Philippines ETF | 2.31% | 2.32% | 2.01% | 1.73% | 1.05% | 0.72% | 0.78% | 0.45% | 0.36% | 0.71% | 1.03% | 0.97% |
QAT | 5.95% | 5.90% | 3.93% | 4.78% | 2.34% | 2.63% | 3.57% | 4.63% | 4.10% | 3.52% | 4.49% | 0.00% |
EWS | 4.23% | 4.28% | 6.49% | 2.56% | 6.00% | 2.68% | 4.70% | 4.21% | 3.46% | 3.96% | 4.20% | 3.35% |
EWM | 3.59% | 3.32% | 3.47% | 2.99% | 6.48% | 1.89% | 2.91% | 3.84% | 5.58% | 5.97% | 37.55% | 4.03% |
ENZL iShares MSCI New Zealand ETF | 2.24% | 2.13% | 3.00% | 1.62% | 2.46% | 1.66% | 3.35% | 3.60% | 3.69% | 4.78% | 4.29% | 5.15% |
ECH iShares MSCI Chile ETF | 2.68% | 3.12% | 4.76% | 6.73% | 5.49% | 2.16% | 2.47% | 2.37% | 1.42% | 1.85% | 2.13% | 1.74% |
EZA | 6.44% | 7.26% | 2.84% | 3.90% | 2.05% | 5.51% | 12.27% | 3.81% | 1.55% | 4.10% | 3.03% | 2.20% |
THD | 3.66% | 3.15% | 2.92% | 2.41% | 3.16% | 2.31% | 2.42% | 2.57% | 2.16% | 2.61% | 3.58% | 2.34% |
EWH iShares MSCI Hong Kong ETF | 4.25% | 4.18% | 4.28% | 2.91% | 2.78% | 2.56% | 2.70% | 2.94% | 4.35% | 3.07% | 2.62% | 3.52% |
NGE | 0.00% | 0.00% | 58.96% | 8.08% | 7.90% | 6.76% | 6.31% | 5.49% | 1.92% | 2.46% | 4.30% | 2.90% |
FXI | 1.61% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% | 2.51% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Country ETFs
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
Country ETFs показал максимальную просадку в 12.52%, зарегистрированную 8 апр. 2025 г.. Портфель еще не восстановился от этой просадки.
Текущая просадка Country ETFs составляет 4.61%.
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 |
|---|---|---|---|---|---|---|
| -12.52% | 18 мар. 2025 г. | 16 | 8 апр. 2025 г. | — | — | — |
| -7.29% | 27 сент. 2024 г. | 73 | 13 янв. 2025 г. | 35 | 5 мар. 2025 г. | 108 |
| -6.73% | 15 июл. 2024 г. | 16 | 5 авг. 2024 г. | 10 | 19 авг. 2024 г. | 26 |
| -4.48% | 10 апр. 2024 г. | 6 | 17 апр. 2024 г. | 13 | 6 мая 2024 г. | 19 |
| -4.47% | 21 мая 2024 г. | 18 | 14 июн. 2024 г. | 18 | 12 июл. 2024 г. | 36 |
Волатильность
График волатильности
Текущая волатильность Country ETFs составляет 10.40%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Country ETFs
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| EGPT | PAK | NGE | PGAL | UAE | TUR | QAT | VNM | EIDO | EPHE | INDA | KSA | EWM | FXI | GXG | EWZ | ARGT | ENZL | EWH | THD | EIS | EWW | GREK | ECH | EDEN | EPOL | NORW | EWJ | EPU | EWL | EZA | EWY | EWT | EWP | VTI | EIRL | EWO | EWK | EWS | EWI | EWQ | EWC | EWN | EWU | EWA | EWD | EWG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EGPT | 1.00 | 0.04 | -0.03 | 0.02 | 0.02 | 0.13 | 0.04 | 0.13 | 0.04 | -0.02 | 0.07 | -0.00 | 0.05 | -0.09 | 0.01 | -0.06 | -0.07 | -0.02 | -0.03 | 0.02 | 0.04 | 0.01 | 0.04 | 0.03 | -0.03 | 0.02 | -0.03 | 0.02 | 0.04 | 0.02 | 0.01 | 0.04 | 0.03 | 0.02 | 0.03 | 0.04 | -0.02 | -0.00 | 0.07 | -0.01 | 0.02 | 0.01 | 0.00 | 0.04 | -0.01 | 0.01 | 0.05 |
| PAK | 0.04 | 1.00 | 0.18 | 0.01 | 0.04 | -0.02 | 0.02 | -0.08 | -0.05 | 0.04 | -0.04 | -0.04 | -0.04 | 0.00 | -0.02 | -0.00 | -0.01 | 0.06 | 0.03 | 0.03 | 0.04 | 0.02 | -0.03 | -0.01 | -0.04 | -0.05 | -0.05 | -0.04 | -0.05 | -0.09 | 0.03 | 0.00 | -0.05 | -0.03 | -0.05 | -0.06 | -0.03 | -0.06 | 0.02 | -0.02 | -0.04 | -0.05 | -0.03 | -0.08 | -0.01 | -0.08 | -0.05 |
| NGE | -0.03 | 0.18 | 1.00 | 0.02 | 0.07 | 0.11 | 0.05 | -0.02 | 0.04 | 0.06 | 0.05 | 0.09 | 0.07 | 0.06 | 0.06 | 0.10 | 0.06 | 0.09 | 0.08 | 0.10 | 0.04 | 0.07 | 0.06 | 0.07 | 0.10 | -0.02 | 0.10 | 0.01 | 0.14 | 0.14 | 0.09 | -0.02 | 0.03 | 0.14 | -0.01 | -0.02 | 0.08 | 0.14 | 0.11 | 0.13 | 0.10 | 0.08 | 0.02 | 0.08 | 0.08 | 0.08 | 0.08 |
| PGAL | 0.02 | 0.01 | 0.02 | 1.00 | 0.05 | -0.01 | 0.06 | 0.07 | 0.15 | 0.03 | 0.15 | 0.08 | 0.06 | -0.02 | 0.06 | 0.03 | 0.06 | 0.06 | 0.02 | 0.13 | 0.09 | 0.10 | 0.02 | 0.08 | 0.04 | 0.09 | 0.10 | 0.09 | 0.10 | 0.11 | 0.04 | 0.08 | 0.10 | 0.18 | 0.13 | 0.09 | 0.16 | 0.14 | 0.09 | 0.14 | 0.11 | 0.15 | 0.08 | 0.10 | 0.11 | 0.13 | 0.15 |
| UAE | 0.02 | 0.04 | 0.07 | 0.05 | 1.00 | 0.22 | 0.32 | 0.16 | 0.15 | 0.19 | 0.23 | 0.40 | 0.23 | 0.19 | 0.11 | 0.17 | 0.22 | 0.21 | 0.18 | 0.18 | 0.24 | 0.15 | 0.16 | 0.17 | 0.14 | 0.18 | 0.20 | 0.24 | 0.16 | 0.18 | 0.17 | 0.23 | 0.22 | 0.17 | 0.33 | 0.21 | 0.21 | 0.20 | 0.26 | 0.17 | 0.17 | 0.28 | 0.26 | 0.22 | 0.24 | 0.21 | 0.21 |
| TUR | 0.13 | -0.02 | 0.11 | -0.01 | 0.22 | 1.00 | 0.17 | 0.13 | 0.20 | 0.21 | 0.19 | 0.23 | 0.15 | 0.15 | 0.23 | 0.17 | 0.25 | 0.20 | 0.21 | 0.15 | 0.25 | 0.24 | 0.29 | 0.18 | 0.16 | 0.27 | 0.16 | 0.26 | 0.24 | 0.23 | 0.26 | 0.20 | 0.26 | 0.17 | 0.29 | 0.21 | 0.25 | 0.22 | 0.21 | 0.22 | 0.26 | 0.26 | 0.31 | 0.28 | 0.28 | 0.29 | 0.30 |
| QAT | 0.04 | 0.02 | 0.05 | 0.06 | 0.32 | 0.17 | 1.00 | 0.23 | 0.23 | 0.23 | 0.28 | 0.39 | 0.18 | 0.18 | 0.21 | 0.20 | 0.21 | 0.16 | 0.20 | 0.22 | 0.33 | 0.17 | 0.22 | 0.24 | 0.26 | 0.26 | 0.26 | 0.27 | 0.18 | 0.29 | 0.27 | 0.29 | 0.27 | 0.24 | 0.36 | 0.29 | 0.27 | 0.23 | 0.34 | 0.26 | 0.27 | 0.36 | 0.29 | 0.29 | 0.35 | 0.30 | 0.31 |
| VNM | 0.13 | -0.08 | -0.02 | 0.07 | 0.16 | 0.13 | 0.23 | 1.00 | 0.26 | 0.25 | 0.32 | 0.30 | 0.26 | 0.20 | 0.29 | 0.23 | 0.28 | 0.27 | 0.27 | 0.28 | 0.30 | 0.21 | 0.31 | 0.32 | 0.24 | 0.32 | 0.28 | 0.33 | 0.25 | 0.27 | 0.27 | 0.39 | 0.31 | 0.27 | 0.42 | 0.33 | 0.28 | 0.28 | 0.33 | 0.27 | 0.27 | 0.36 | 0.35 | 0.32 | 0.36 | 0.32 | 0.31 |
| EIDO | 0.04 | -0.05 | 0.04 | 0.15 | 0.15 | 0.20 | 0.23 | 0.26 | 1.00 | 0.45 | 0.30 | 0.36 | 0.39 | 0.22 | 0.31 | 0.31 | 0.24 | 0.40 | 0.26 | 0.48 | 0.29 | 0.33 | 0.34 | 0.25 | 0.27 | 0.31 | 0.36 | 0.35 | 0.28 | 0.32 | 0.37 | 0.38 | 0.36 | 0.32 | 0.32 | 0.30 | 0.29 | 0.33 | 0.43 | 0.35 | 0.32 | 0.37 | 0.33 | 0.34 | 0.42 | 0.40 | 0.36 |
| EPHE | -0.02 | 0.04 | 0.06 | 0.03 | 0.19 | 0.21 | 0.23 | 0.25 | 0.45 | 1.00 | 0.42 | 0.35 | 0.36 | 0.34 | 0.27 | 0.29 | 0.28 | 0.32 | 0.40 | 0.38 | 0.36 | 0.28 | 0.36 | 0.31 | 0.33 | 0.34 | 0.31 | 0.40 | 0.39 | 0.29 | 0.43 | 0.49 | 0.45 | 0.36 | 0.43 | 0.39 | 0.32 | 0.39 | 0.38 | 0.32 | 0.35 | 0.43 | 0.37 | 0.38 | 0.45 | 0.38 | 0.37 |
| INDA | 0.07 | -0.04 | 0.05 | 0.15 | 0.23 | 0.19 | 0.28 | 0.32 | 0.30 | 0.42 | 1.00 | 0.40 | 0.31 | 0.22 | 0.31 | 0.29 | 0.35 | 0.33 | 0.21 | 0.38 | 0.35 | 0.26 | 0.34 | 0.30 | 0.35 | 0.40 | 0.33 | 0.47 | 0.34 | 0.31 | 0.40 | 0.45 | 0.40 | 0.33 | 0.48 | 0.38 | 0.32 | 0.35 | 0.40 | 0.35 | 0.35 | 0.45 | 0.44 | 0.40 | 0.45 | 0.42 | 0.40 |
| KSA | -0.00 | -0.04 | 0.09 | 0.08 | 0.40 | 0.23 | 0.39 | 0.30 | 0.36 | 0.35 | 0.40 | 1.00 | 0.31 | 0.28 | 0.37 | 0.38 | 0.31 | 0.34 | 0.29 | 0.36 | 0.41 | 0.32 | 0.35 | 0.34 | 0.26 | 0.35 | 0.36 | 0.37 | 0.37 | 0.33 | 0.42 | 0.41 | 0.40 | 0.29 | 0.48 | 0.40 | 0.30 | 0.35 | 0.37 | 0.32 | 0.31 | 0.45 | 0.36 | 0.39 | 0.46 | 0.41 | 0.34 |
| EWM | 0.05 | -0.04 | 0.07 | 0.06 | 0.23 | 0.15 | 0.18 | 0.26 | 0.39 | 0.36 | 0.31 | 0.31 | 1.00 | 0.34 | 0.34 | 0.37 | 0.32 | 0.39 | 0.38 | 0.45 | 0.29 | 0.30 | 0.32 | 0.40 | 0.30 | 0.41 | 0.34 | 0.34 | 0.39 | 0.39 | 0.39 | 0.44 | 0.40 | 0.40 | 0.37 | 0.40 | 0.34 | 0.38 | 0.46 | 0.34 | 0.42 | 0.40 | 0.37 | 0.42 | 0.43 | 0.43 | 0.41 |
| FXI | -0.09 | 0.00 | 0.06 | -0.02 | 0.19 | 0.15 | 0.18 | 0.20 | 0.22 | 0.34 | 0.22 | 0.28 | 0.34 | 1.00 | 0.31 | 0.40 | 0.24 | 0.36 | 0.83 | 0.41 | 0.26 | 0.44 | 0.34 | 0.50 | 0.30 | 0.46 | 0.45 | 0.34 | 0.47 | 0.37 | 0.58 | 0.44 | 0.40 | 0.37 | 0.30 | 0.37 | 0.46 | 0.38 | 0.48 | 0.42 | 0.47 | 0.40 | 0.45 | 0.47 | 0.46 | 0.44 | 0.41 |
| GXG | 0.01 | -0.02 | 0.06 | 0.06 | 0.11 | 0.23 | 0.21 | 0.29 | 0.31 | 0.27 | 0.31 | 0.37 | 0.34 | 0.31 | 1.00 | 0.44 | 0.45 | 0.38 | 0.33 | 0.37 | 0.37 | 0.49 | 0.35 | 0.46 | 0.38 | 0.36 | 0.48 | 0.39 | 0.52 | 0.34 | 0.47 | 0.40 | 0.38 | 0.41 | 0.37 | 0.39 | 0.41 | 0.37 | 0.38 | 0.40 | 0.39 | 0.50 | 0.42 | 0.45 | 0.47 | 0.42 | 0.44 |
| EWZ | -0.06 | -0.00 | 0.10 | 0.03 | 0.17 | 0.17 | 0.20 | 0.23 | 0.31 | 0.29 | 0.29 | 0.38 | 0.37 | 0.40 | 0.44 | 1.00 | 0.41 | 0.35 | 0.37 | 0.33 | 0.36 | 0.50 | 0.35 | 0.47 | 0.32 | 0.41 | 0.47 | 0.40 | 0.44 | 0.37 | 0.48 | 0.42 | 0.37 | 0.43 | 0.35 | 0.39 | 0.44 | 0.40 | 0.45 | 0.44 | 0.45 | 0.47 | 0.39 | 0.48 | 0.49 | 0.42 | 0.45 |
| ARGT | -0.07 | -0.01 | 0.06 | 0.06 | 0.22 | 0.25 | 0.21 | 0.28 | 0.24 | 0.28 | 0.35 | 0.31 | 0.32 | 0.24 | 0.45 | 0.41 | 1.00 | 0.42 | 0.30 | 0.37 | 0.50 | 0.46 | 0.37 | 0.41 | 0.40 | 0.38 | 0.44 | 0.49 | 0.53 | 0.34 | 0.44 | 0.46 | 0.48 | 0.36 | 0.54 | 0.42 | 0.35 | 0.38 | 0.45 | 0.38 | 0.38 | 0.56 | 0.53 | 0.44 | 0.52 | 0.42 | 0.43 |
| ENZL | -0.02 | 0.06 | 0.09 | 0.06 | 0.21 | 0.20 | 0.16 | 0.27 | 0.40 | 0.32 | 0.33 | 0.34 | 0.39 | 0.36 | 0.38 | 0.35 | 0.42 | 1.00 | 0.40 | 0.40 | 0.38 | 0.43 | 0.35 | 0.39 | 0.33 | 0.30 | 0.48 | 0.43 | 0.43 | 0.46 | 0.46 | 0.40 | 0.44 | 0.38 | 0.46 | 0.40 | 0.42 | 0.46 | 0.50 | 0.41 | 0.46 | 0.52 | 0.48 | 0.50 | 0.61 | 0.48 | 0.47 |
| EWH | -0.03 | 0.03 | 0.08 | 0.02 | 0.18 | 0.21 | 0.20 | 0.27 | 0.26 | 0.40 | 0.21 | 0.29 | 0.38 | 0.83 | 0.33 | 0.37 | 0.30 | 0.40 | 1.00 | 0.45 | 0.30 | 0.45 | 0.35 | 0.50 | 0.30 | 0.42 | 0.47 | 0.35 | 0.51 | 0.40 | 0.59 | 0.45 | 0.42 | 0.39 | 0.36 | 0.41 | 0.47 | 0.46 | 0.52 | 0.43 | 0.48 | 0.46 | 0.49 | 0.52 | 0.51 | 0.48 | 0.46 |
| THD | 0.02 | 0.03 | 0.10 | 0.13 | 0.18 | 0.15 | 0.22 | 0.28 | 0.48 | 0.38 | 0.38 | 0.36 | 0.45 | 0.41 | 0.37 | 0.33 | 0.37 | 0.40 | 0.45 | 1.00 | 0.33 | 0.39 | 0.34 | 0.37 | 0.36 | 0.42 | 0.46 | 0.44 | 0.40 | 0.40 | 0.49 | 0.45 | 0.48 | 0.41 | 0.42 | 0.41 | 0.42 | 0.44 | 0.51 | 0.44 | 0.47 | 0.46 | 0.45 | 0.46 | 0.53 | 0.47 | 0.46 |
| EIS | 0.04 | 0.04 | 0.04 | 0.09 | 0.24 | 0.25 | 0.33 | 0.30 | 0.29 | 0.36 | 0.35 | 0.41 | 0.29 | 0.26 | 0.37 | 0.36 | 0.50 | 0.38 | 0.30 | 0.33 | 1.00 | 0.36 | 0.42 | 0.35 | 0.37 | 0.36 | 0.35 | 0.52 | 0.43 | 0.37 | 0.42 | 0.48 | 0.51 | 0.35 | 0.67 | 0.47 | 0.37 | 0.37 | 0.44 | 0.42 | 0.44 | 0.56 | 0.58 | 0.47 | 0.55 | 0.52 | 0.55 |
| EWW | 0.01 | 0.02 | 0.07 | 0.10 | 0.15 | 0.24 | 0.17 | 0.21 | 0.33 | 0.28 | 0.26 | 0.32 | 0.30 | 0.44 | 0.49 | 0.50 | 0.46 | 0.43 | 0.45 | 0.39 | 0.36 | 1.00 | 0.40 | 0.52 | 0.35 | 0.47 | 0.46 | 0.39 | 0.51 | 0.39 | 0.52 | 0.44 | 0.46 | 0.42 | 0.43 | 0.43 | 0.43 | 0.40 | 0.49 | 0.45 | 0.50 | 0.55 | 0.48 | 0.47 | 0.50 | 0.48 | 0.50 |
| GREK | 0.04 | -0.03 | 0.06 | 0.02 | 0.16 | 0.29 | 0.22 | 0.31 | 0.34 | 0.36 | 0.34 | 0.35 | 0.32 | 0.34 | 0.35 | 0.35 | 0.37 | 0.35 | 0.35 | 0.34 | 0.42 | 0.40 | 1.00 | 0.41 | 0.46 | 0.59 | 0.40 | 0.47 | 0.45 | 0.47 | 0.48 | 0.45 | 0.47 | 0.53 | 0.45 | 0.50 | 0.57 | 0.51 | 0.45 | 0.61 | 0.59 | 0.49 | 0.59 | 0.56 | 0.50 | 0.60 | 0.59 |
| ECH | 0.03 | -0.01 | 0.07 | 0.08 | 0.17 | 0.18 | 0.24 | 0.32 | 0.25 | 0.31 | 0.30 | 0.34 | 0.40 | 0.50 | 0.46 | 0.47 | 0.41 | 0.39 | 0.50 | 0.37 | 0.35 | 0.52 | 0.41 | 1.00 | 0.36 | 0.47 | 0.50 | 0.41 | 0.66 | 0.48 | 0.56 | 0.49 | 0.50 | 0.46 | 0.40 | 0.41 | 0.50 | 0.42 | 0.53 | 0.46 | 0.52 | 0.50 | 0.51 | 0.51 | 0.56 | 0.54 | 0.54 |
| EDEN | -0.03 | -0.04 | 0.10 | 0.04 | 0.14 | 0.16 | 0.26 | 0.24 | 0.27 | 0.33 | 0.35 | 0.26 | 0.30 | 0.30 | 0.38 | 0.32 | 0.40 | 0.33 | 0.30 | 0.36 | 0.37 | 0.35 | 0.46 | 0.36 | 1.00 | 0.48 | 0.49 | 0.50 | 0.43 | 0.54 | 0.43 | 0.49 | 0.47 | 0.58 | 0.50 | 0.60 | 0.56 | 0.60 | 0.42 | 0.66 | 0.62 | 0.51 | 0.66 | 0.62 | 0.57 | 0.65 | 0.66 |
| EPOL | 0.02 | -0.05 | -0.02 | 0.09 | 0.18 | 0.27 | 0.26 | 0.32 | 0.31 | 0.34 | 0.40 | 0.35 | 0.41 | 0.46 | 0.36 | 0.41 | 0.38 | 0.30 | 0.42 | 0.42 | 0.36 | 0.47 | 0.59 | 0.47 | 0.48 | 1.00 | 0.42 | 0.48 | 0.46 | 0.49 | 0.51 | 0.56 | 0.47 | 0.57 | 0.47 | 0.53 | 0.62 | 0.56 | 0.54 | 0.62 | 0.62 | 0.54 | 0.59 | 0.62 | 0.54 | 0.66 | 0.67 |
| NORW | -0.03 | -0.05 | 0.10 | 0.10 | 0.20 | 0.16 | 0.26 | 0.28 | 0.36 | 0.31 | 0.33 | 0.36 | 0.34 | 0.45 | 0.48 | 0.47 | 0.44 | 0.48 | 0.47 | 0.46 | 0.35 | 0.46 | 0.40 | 0.50 | 0.49 | 0.42 | 1.00 | 0.47 | 0.58 | 0.48 | 0.59 | 0.49 | 0.51 | 0.51 | 0.46 | 0.47 | 0.62 | 0.49 | 0.53 | 0.56 | 0.56 | 0.61 | 0.57 | 0.64 | 0.61 | 0.59 | 0.58 |
| EWJ | 0.02 | -0.04 | 0.01 | 0.09 | 0.24 | 0.26 | 0.27 | 0.33 | 0.35 | 0.40 | 0.47 | 0.37 | 0.34 | 0.34 | 0.39 | 0.40 | 0.49 | 0.43 | 0.35 | 0.44 | 0.52 | 0.39 | 0.47 | 0.41 | 0.50 | 0.48 | 0.47 | 1.00 | 0.49 | 0.47 | 0.46 | 0.55 | 0.56 | 0.49 | 0.64 | 0.53 | 0.50 | 0.51 | 0.52 | 0.56 | 0.52 | 0.61 | 0.62 | 0.59 | 0.62 | 0.64 | 0.62 |
| EPU | 0.04 | -0.05 | 0.14 | 0.10 | 0.16 | 0.24 | 0.18 | 0.25 | 0.28 | 0.39 | 0.34 | 0.37 | 0.39 | 0.47 | 0.52 | 0.44 | 0.53 | 0.43 | 0.51 | 0.40 | 0.43 | 0.51 | 0.45 | 0.66 | 0.43 | 0.46 | 0.58 | 0.49 | 1.00 | 0.45 | 0.62 | 0.52 | 0.56 | 0.49 | 0.48 | 0.46 | 0.49 | 0.47 | 0.53 | 0.50 | 0.54 | 0.66 | 0.54 | 0.60 | 0.62 | 0.58 | 0.53 |
| EWL | 0.02 | -0.09 | 0.14 | 0.11 | 0.18 | 0.23 | 0.29 | 0.27 | 0.32 | 0.29 | 0.31 | 0.33 | 0.39 | 0.37 | 0.34 | 0.37 | 0.34 | 0.46 | 0.40 | 0.40 | 0.37 | 0.39 | 0.47 | 0.48 | 0.54 | 0.49 | 0.48 | 0.47 | 0.45 | 1.00 | 0.45 | 0.47 | 0.45 | 0.63 | 0.44 | 0.60 | 0.57 | 0.69 | 0.52 | 0.68 | 0.75 | 0.55 | 0.60 | 0.75 | 0.63 | 0.70 | 0.70 |
| EZA | 0.01 | 0.03 | 0.09 | 0.04 | 0.17 | 0.26 | 0.27 | 0.27 | 0.37 | 0.43 | 0.40 | 0.42 | 0.39 | 0.58 | 0.47 | 0.48 | 0.44 | 0.46 | 0.59 | 0.49 | 0.42 | 0.52 | 0.48 | 0.56 | 0.43 | 0.51 | 0.59 | 0.46 | 0.62 | 0.45 | 1.00 | 0.58 | 0.58 | 0.48 | 0.47 | 0.45 | 0.56 | 0.45 | 0.56 | 0.51 | 0.54 | 0.56 | 0.57 | 0.60 | 0.62 | 0.59 | 0.57 |
| EWY | 0.04 | 0.00 | -0.02 | 0.08 | 0.23 | 0.20 | 0.29 | 0.39 | 0.38 | 0.49 | 0.45 | 0.41 | 0.44 | 0.44 | 0.40 | 0.42 | 0.46 | 0.40 | 0.45 | 0.45 | 0.48 | 0.44 | 0.45 | 0.49 | 0.49 | 0.56 | 0.49 | 0.55 | 0.52 | 0.47 | 0.58 | 1.00 | 0.70 | 0.49 | 0.64 | 0.51 | 0.52 | 0.51 | 0.59 | 0.53 | 0.55 | 0.56 | 0.63 | 0.54 | 0.61 | 0.62 | 0.60 |
| EWT | 0.03 | -0.05 | 0.03 | 0.10 | 0.22 | 0.26 | 0.27 | 0.31 | 0.36 | 0.45 | 0.40 | 0.40 | 0.40 | 0.40 | 0.38 | 0.37 | 0.48 | 0.44 | 0.42 | 0.48 | 0.51 | 0.46 | 0.47 | 0.50 | 0.47 | 0.47 | 0.51 | 0.56 | 0.56 | 0.45 | 0.58 | 0.70 | 1.00 | 0.47 | 0.67 | 0.56 | 0.47 | 0.51 | 0.58 | 0.52 | 0.55 | 0.61 | 0.71 | 0.58 | 0.65 | 0.62 | 0.60 |
| EWP | 0.02 | -0.03 | 0.14 | 0.18 | 0.17 | 0.17 | 0.24 | 0.27 | 0.32 | 0.36 | 0.33 | 0.29 | 0.40 | 0.37 | 0.41 | 0.43 | 0.36 | 0.38 | 0.39 | 0.41 | 0.35 | 0.42 | 0.53 | 0.46 | 0.58 | 0.57 | 0.51 | 0.49 | 0.49 | 0.63 | 0.48 | 0.49 | 0.47 | 1.00 | 0.42 | 0.62 | 0.71 | 0.72 | 0.55 | 0.82 | 0.75 | 0.54 | 0.62 | 0.70 | 0.59 | 0.71 | 0.79 |
| VTI | 0.03 | -0.05 | -0.01 | 0.13 | 0.33 | 0.29 | 0.36 | 0.42 | 0.32 | 0.43 | 0.48 | 0.48 | 0.37 | 0.30 | 0.37 | 0.35 | 0.54 | 0.46 | 0.36 | 0.42 | 0.67 | 0.43 | 0.45 | 0.40 | 0.50 | 0.47 | 0.46 | 0.64 | 0.48 | 0.44 | 0.47 | 0.64 | 0.67 | 0.42 | 1.00 | 0.62 | 0.43 | 0.47 | 0.55 | 0.50 | 0.54 | 0.75 | 0.70 | 0.58 | 0.68 | 0.62 | 0.62 |
| EIRL | 0.04 | -0.06 | -0.02 | 0.09 | 0.21 | 0.21 | 0.29 | 0.33 | 0.30 | 0.39 | 0.38 | 0.40 | 0.40 | 0.37 | 0.39 | 0.39 | 0.42 | 0.40 | 0.41 | 0.41 | 0.47 | 0.43 | 0.50 | 0.41 | 0.60 | 0.53 | 0.47 | 0.53 | 0.46 | 0.60 | 0.45 | 0.51 | 0.56 | 0.62 | 0.62 | 1.00 | 0.57 | 0.65 | 0.52 | 0.69 | 0.70 | 0.64 | 0.69 | 0.68 | 0.63 | 0.65 | 0.72 |
| EWO | -0.02 | -0.03 | 0.08 | 0.16 | 0.21 | 0.25 | 0.27 | 0.28 | 0.29 | 0.32 | 0.32 | 0.30 | 0.34 | 0.46 | 0.41 | 0.44 | 0.35 | 0.42 | 0.47 | 0.42 | 0.37 | 0.43 | 0.57 | 0.50 | 0.56 | 0.62 | 0.62 | 0.50 | 0.49 | 0.57 | 0.56 | 0.52 | 0.47 | 0.71 | 0.43 | 0.57 | 1.00 | 0.67 | 0.54 | 0.76 | 0.75 | 0.56 | 0.69 | 0.68 | 0.60 | 0.69 | 0.78 |
| EWK | -0.00 | -0.06 | 0.14 | 0.14 | 0.20 | 0.22 | 0.23 | 0.28 | 0.33 | 0.39 | 0.35 | 0.35 | 0.38 | 0.38 | 0.37 | 0.40 | 0.38 | 0.46 | 0.46 | 0.44 | 0.37 | 0.40 | 0.51 | 0.42 | 0.60 | 0.56 | 0.49 | 0.51 | 0.47 | 0.69 | 0.45 | 0.51 | 0.51 | 0.72 | 0.47 | 0.65 | 0.67 | 1.00 | 0.55 | 0.72 | 0.72 | 0.58 | 0.68 | 0.73 | 0.64 | 0.70 | 0.75 |
| EWS | 0.07 | 0.02 | 0.11 | 0.09 | 0.26 | 0.21 | 0.34 | 0.33 | 0.43 | 0.38 | 0.40 | 0.37 | 0.46 | 0.48 | 0.38 | 0.45 | 0.45 | 0.50 | 0.52 | 0.51 | 0.44 | 0.49 | 0.45 | 0.53 | 0.42 | 0.54 | 0.53 | 0.52 | 0.53 | 0.52 | 0.56 | 0.59 | 0.58 | 0.55 | 0.55 | 0.52 | 0.54 | 0.55 | 1.00 | 0.58 | 0.59 | 0.68 | 0.60 | 0.64 | 0.68 | 0.63 | 0.61 |
| EWI | -0.01 | -0.02 | 0.13 | 0.14 | 0.17 | 0.22 | 0.26 | 0.27 | 0.35 | 0.32 | 0.35 | 0.32 | 0.34 | 0.42 | 0.40 | 0.44 | 0.38 | 0.41 | 0.43 | 0.44 | 0.42 | 0.45 | 0.61 | 0.46 | 0.66 | 0.62 | 0.56 | 0.56 | 0.50 | 0.68 | 0.51 | 0.53 | 0.52 | 0.82 | 0.50 | 0.69 | 0.76 | 0.72 | 0.58 | 1.00 | 0.86 | 0.62 | 0.73 | 0.75 | 0.64 | 0.78 | 0.86 |
| EWQ | 0.02 | -0.04 | 0.10 | 0.11 | 0.17 | 0.26 | 0.27 | 0.27 | 0.32 | 0.35 | 0.35 | 0.31 | 0.42 | 0.47 | 0.39 | 0.45 | 0.38 | 0.46 | 0.48 | 0.47 | 0.44 | 0.50 | 0.59 | 0.52 | 0.62 | 0.62 | 0.56 | 0.52 | 0.54 | 0.75 | 0.54 | 0.55 | 0.55 | 0.75 | 0.54 | 0.70 | 0.75 | 0.72 | 0.59 | 0.86 | 1.00 | 0.62 | 0.77 | 0.77 | 0.68 | 0.79 | 0.85 |
| EWC | 0.01 | -0.05 | 0.08 | 0.15 | 0.28 | 0.26 | 0.36 | 0.36 | 0.37 | 0.43 | 0.45 | 0.45 | 0.40 | 0.40 | 0.50 | 0.47 | 0.56 | 0.52 | 0.46 | 0.46 | 0.56 | 0.55 | 0.49 | 0.50 | 0.51 | 0.54 | 0.61 | 0.61 | 0.66 | 0.55 | 0.56 | 0.56 | 0.61 | 0.54 | 0.75 | 0.64 | 0.56 | 0.58 | 0.68 | 0.62 | 0.62 | 1.00 | 0.66 | 0.74 | 0.78 | 0.69 | 0.67 |
| EWN | 0.00 | -0.03 | 0.02 | 0.08 | 0.26 | 0.31 | 0.29 | 0.35 | 0.33 | 0.37 | 0.44 | 0.36 | 0.37 | 0.45 | 0.42 | 0.39 | 0.53 | 0.48 | 0.49 | 0.45 | 0.58 | 0.48 | 0.59 | 0.51 | 0.66 | 0.59 | 0.57 | 0.62 | 0.54 | 0.60 | 0.57 | 0.63 | 0.71 | 0.62 | 0.70 | 0.69 | 0.69 | 0.68 | 0.60 | 0.73 | 0.77 | 0.66 | 1.00 | 0.71 | 0.71 | 0.79 | 0.83 |
| EWU | 0.04 | -0.08 | 0.08 | 0.10 | 0.22 | 0.28 | 0.29 | 0.32 | 0.34 | 0.38 | 0.40 | 0.39 | 0.42 | 0.47 | 0.45 | 0.48 | 0.44 | 0.50 | 0.52 | 0.46 | 0.47 | 0.47 | 0.56 | 0.51 | 0.62 | 0.62 | 0.64 | 0.59 | 0.60 | 0.75 | 0.60 | 0.54 | 0.58 | 0.70 | 0.58 | 0.68 | 0.68 | 0.73 | 0.64 | 0.75 | 0.77 | 0.74 | 0.71 | 1.00 | 0.76 | 0.74 | 0.78 |
| EWA | -0.01 | -0.01 | 0.08 | 0.11 | 0.24 | 0.28 | 0.35 | 0.36 | 0.42 | 0.45 | 0.45 | 0.46 | 0.43 | 0.46 | 0.47 | 0.49 | 0.52 | 0.61 | 0.51 | 0.53 | 0.55 | 0.50 | 0.50 | 0.56 | 0.57 | 0.54 | 0.61 | 0.62 | 0.62 | 0.63 | 0.62 | 0.61 | 0.65 | 0.59 | 0.68 | 0.63 | 0.60 | 0.64 | 0.68 | 0.64 | 0.68 | 0.78 | 0.71 | 0.76 | 1.00 | 0.72 | 0.71 |
| EWD | 0.01 | -0.08 | 0.08 | 0.13 | 0.21 | 0.29 | 0.30 | 0.32 | 0.40 | 0.38 | 0.42 | 0.41 | 0.43 | 0.44 | 0.42 | 0.42 | 0.42 | 0.48 | 0.48 | 0.47 | 0.52 | 0.48 | 0.60 | 0.54 | 0.65 | 0.66 | 0.59 | 0.64 | 0.58 | 0.70 | 0.59 | 0.62 | 0.62 | 0.71 | 0.62 | 0.65 | 0.69 | 0.70 | 0.63 | 0.78 | 0.79 | 0.69 | 0.79 | 0.74 | 0.72 | 1.00 | 0.84 |
| EWG | 0.05 | -0.05 | 0.08 | 0.15 | 0.21 | 0.30 | 0.31 | 0.31 | 0.36 | 0.37 | 0.40 | 0.34 | 0.41 | 0.41 | 0.44 | 0.45 | 0.43 | 0.47 | 0.46 | 0.46 | 0.55 | 0.50 | 0.59 | 0.54 | 0.66 | 0.67 | 0.58 | 0.62 | 0.53 | 0.70 | 0.57 | 0.60 | 0.60 | 0.79 | 0.62 | 0.72 | 0.78 | 0.75 | 0.61 | 0.86 | 0.85 | 0.67 | 0.83 | 0.78 | 0.71 | 0.84 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 22 дек. 2023 г.