Country ETFs
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 ребалансируется раз в квартал
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 (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.95% | 3.05% | 10.78% | 26.90% | 14.03% | 10.90% |
Country ETFs | 7.43% | 3.93% | 7.46% | 10.96% | 6.74% | N/A |
Активы портфеля: | ||||||
EGPT VanEck Vectors Egypt Index ETF | -11.22% | 0.00% | -25.05% | -95.86% | -49.32% | N/A |
PAK | 0.84% | 0.00% | 0.00% | 34.18% | -0.46% | N/A |
EPOL iShares MSCI Poland ETF | 11.02% | 3.74% | 7.69% | 32.44% | 6.31% | 1.06% |
GREK | 16.23% | 1.23% | 7.60% | 14.77% | 12.07% | N/A |
ARGT Global X MSCI Argentina ETF | 22.76% | 12.51% | 28.18% | 33.88% | 24.55% | 12.90% |
INDA | 17.13% | 0.58% | 11.97% | 29.37% | 13.80% | N/A |
EIRL iShares MSCI Ireland ETF | 15.52% | 2.07% | 6.83% | 21.71% | 13.36% | 8.61% |
GXG | 8.09% | 0.74% | 7.21% | 27.71% | -1.62% | N/A |
VTI | 17.65% | 2.75% | 10.97% | 26.05% | 15.09% | N/A |
EWW | -21.82% | -5.80% | -18.25% | -15.78% | 7.26% | N/A |
EDEN iShares MSCI Denmark ETF | 17.63% | 4.05% | 10.99% | 22.32% | 18.00% | 11.64% |
EWJ iShares MSCI Japan ETF | 12.66% | 4.18% | 5.23% | 19.92% | 7.70% | 5.96% |
EWZ | -9.43% | 10.41% | -5.06% | 2.01% | 0.82% | N/A |
EWI iShares MSCI Italy ETF | 16.40% | 3.88% | 10.85% | 23.30% | 10.93% | 5.22% |
EPU iShares MSCI Peru ETF | 21.30% | 0.31% | 20.11% | 31.52% | 7.69% | 4.07% |
EWP | 12.59% | 4.02% | 17.10% | 20.86% | 8.25% | N/A |
EWT | 17.58% | 5.23% | 18.01% | 31.47% | 17.24% | N/A |
TUR | 15.45% | -12.34% | -0.09% | -0.25% | 12.06% | N/A |
EWN | 14.28% | 4.76% | 7.42% | 23.25% | 12.17% | N/A |
EWD iShares MSCI Sweden ETF | 8.04% | 6.01% | 8.09% | 29.13% | 11.54% | 5.68% |
KSA | 2.12% | 1.40% | -2.99% | 6.97% | 9.39% | N/A |
EWQ | 4.37% | 4.60% | 1.50% | 7.80% | 9.22% | N/A |
EWL iShares MSCI Switzerland ETF | 11.43% | 5.97% | 14.34% | 15.62% | 9.20% | 6.87% |
EWG iShares MSCI Germany ETF | 12.21% | 4.87% | 9.26% | 18.61% | 7.14% | 3.67% |
EWO | 12.98% | 4.37% | 17.19% | 23.24% | 8.42% | N/A |
UAE | 4.00% | 0.75% | 6.15% | 3.16% | 5.52% | N/A |
VNM | -2.01% | 5.41% | -6.36% | -10.57% | -2.68% | N/A |
EWC iShares MSCI Canada ETF | 11.04% | 5.57% | 11.46% | 19.71% | 9.85% | 4.32% |
EWU | 16.00% | 4.79% | 17.67% | 21.93% | 8.29% | N/A |
PGAL | -3.05% | 0.00% | 0.00% | 0.40% | 3.77% | N/A |
EIS iShares MSCI Israel ETF | 14.58% | 5.56% | 5.82% | 22.06% | 5.93% | 4.25% |
NORW | 6.21% | 3.51% | 13.36% | 14.17% | 9.28% | N/A |
EWA iShares MSCI-Australia ETF | 8.13% | 5.34% | 11.00% | 21.40% | 7.82% | 4.06% |
EWK iShares MSCI Belgium ETF | 8.60% | 3.06% | 11.21% | 11.33% | 4.34% | 4.21% |
EIDO iShares MSCI Indonesia ETF | 1.47% | 9.12% | 0.47% | -2.57% | -0.43% | -0.73% |
EWY | 0.99% | 1.74% | 3.16% | 7.19% | 6.32% | N/A |
EPHE iShares MSCI Philippines ETF | 8.25% | 10.44% | 2.80% | 15.12% | -2.90% | -2.14% |
QAT | 1.64% | 2.80% | 1.09% | 2.15% | 4.07% | N/A |
EWS | 11.37% | 4.55% | 17.06% | 15.20% | 2.28% | N/A |
EWM | 21.54% | 9.05% | 19.85% | 23.73% | 1.67% | N/A |
ENZL iShares MSCI New Zealand ETF | 2.33% | 9.30% | 9.67% | 10.85% | 1.45% | 5.25% |
ECH iShares MSCI Chile ETF | -3.23% | 4.31% | 5.98% | -2.89% | -1.66% | -1.82% |
EZA | 16.31% | 10.03% | 31.73% | 20.58% | 5.29% | N/A |
THD | -1.32% | 10.68% | 5.86% | -8.85% | -4.72% | N/A |
EWH iShares MSCI Hong Kong ETF | -5.19% | 4.88% | 0.91% | -7.93% | -3.86% | 0.03% |
NGE | -31.50% | 0.00% | 3.03% | -36.86% | -10.20% | N/A |
FXI | 10.88% | 3.91% | 13.57% | -2.22% | -5.31% | N/A |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -2.18% | 2.41% | 1.79% | -1.54% | 3.37% | -1.52% | 2.26% | 7.43% | |||||
2023 | 7.47% | -3.75% | 1.45% | 2.45% | -3.83% | 5.66% | 5.20% | -4.89% | -3.65% | -3.65% | 8.85% | 3.24% | 14.02% |
2022 | 0.09% | -1.39% | 2.07% | -5.75% | 0.68% | -9.68% | 3.29% | -2.29% | -9.20% | 5.43% | 10.58% | -1.47% | -9.10% |
2021 | -0.93% | 1.92% | 2.27% | 2.55% | 3.23% | -1.13% | -1.13% | 3.08% | -4.15% | 3.62% | -5.12% | 3.40% | 7.33% |
2020 | -3.84% | -8.35% | -19.17% | 8.35% | 5.12% | 3.87% | 4.13% | 2.79% | -2.88% | -1.94% | 14.77% | 6.70% | 5.21% |
2019 | 8.28% | 0.65% | 0.04% | 2.18% | -4.79% | 5.14% | -1.96% | -3.90% | 2.27% | 2.30% | 0.68% | 4.46% | 15.60% |
2018 | 6.33% | -4.86% | -0.18% | 0.29% | -3.66% | -2.65% | 3.55% | -3.33% | -0.24% | -6.70% | 1.73% | -3.72% | -13.33% |
2017 | 4.09% | 0.83% | 3.24% | 2.52% | 2.80% | 1.05% | 3.49% | 0.62% | 0.68% | 0.67% | -0.96% | 3.93% | 25.38% |
2016 | -5.05% | 0.02% | 9.69% | 2.37% | -2.20% | 0.18% | 3.57% | 0.13% | 0.83% | -1.57% | -3.16% | 2.49% | 6.72% |
2015 | -4.84% | 5.34% | -3.16% | -1.88% | -4.75% |
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.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг Country ETFs среди портфелей на нашем сайте составляет 11, что соответствует нижним 11% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
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.
Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
---|---|---|---|---|---|
EGPT VanEck Vectors Egypt Index ETF | -0.95 | -1.03 | 0.35 | -0.99 | -1.22 |
PAK | 1.58 | 2.31 | 1.43 | 0.40 | 6.60 |
EPOL iShares MSCI Poland ETF | 1.36 | 2.01 | 1.24 | 0.90 | 6.16 |
GREK | 0.85 | 1.25 | 1.16 | 0.78 | 2.84 |
ARGT Global X MSCI Argentina ETF | 1.35 | 2.09 | 1.24 | 1.99 | 4.50 |
INDA | 2.23 | 2.77 | 1.44 | 2.61 | 16.42 |
EIRL iShares MSCI Ireland ETF | 1.39 | 2.07 | 1.24 | 1.45 | 5.58 |
GXG | 1.50 | 2.10 | 1.25 | 0.67 | 5.08 |
VTI | 2.25 | 3.06 | 1.40 | 2.04 | 10.17 |
EWW | -0.56 | -0.62 | 0.92 | -0.58 | -1.31 |
EDEN iShares MSCI Denmark ETF | 1.52 | 2.21 | 1.26 | 1.50 | 6.27 |
EWJ iShares MSCI Japan ETF | 1.33 | 1.84 | 1.23 | 1.10 | 5.41 |
EWZ | 0.22 | 0.46 | 1.05 | 0.20 | 0.45 |
EWI iShares MSCI Italy ETF | 1.70 | 2.35 | 1.28 | 2.04 | 6.98 |
EPU iShares MSCI Peru ETF | 1.79 | 2.51 | 1.31 | 1.44 | 5.98 |
EWP | 1.53 | 2.17 | 1.26 | 1.77 | 6.47 |
EWT | 1.76 | 2.34 | 1.31 | 1.39 | 8.74 |
TUR | 0.07 | 0.28 | 1.03 | 0.10 | 0.21 |
EWN | 1.43 | 2.02 | 1.24 | 0.89 | 5.48 |
EWD iShares MSCI Sweden ETF | 1.79 | 2.45 | 1.30 | 1.03 | 8.07 |
KSA | 0.56 | 0.86 | 1.11 | 0.31 | 1.47 |
EWQ | 0.70 | 1.04 | 1.12 | 0.72 | 2.03 |
EWL iShares MSCI Switzerland ETF | 1.42 | 2.04 | 1.23 | 0.99 | 4.70 |
EWG iShares MSCI Germany ETF | 1.48 | 2.13 | 1.26 | 0.82 | 5.32 |
EWO | 1.83 | 2.54 | 1.31 | 1.04 | 8.58 |
UAE | 0.18 | 0.35 | 1.05 | 0.11 | 0.48 |
VNM | -0.36 | -0.35 | 0.96 | -0.19 | -0.59 |
EWC iShares MSCI Canada ETF | 1.54 | 2.19 | 1.27 | 1.14 | 7.00 |
EWU | 1.97 | 2.73 | 1.34 | 2.45 | 10.71 |
PGAL | 0.18 | 0.39 | 1.07 | 0.14 | 0.46 |
EIS iShares MSCI Israel ETF | 1.13 | 1.61 | 1.21 | 0.55 | 4.15 |
NORW | 0.92 | 1.34 | 1.16 | 0.64 | 4.18 |
EWA iShares MSCI-Australia ETF | 1.42 | 2.01 | 1.25 | 1.36 | 7.35 |
EWK iShares MSCI Belgium ETF | 0.91 | 1.31 | 1.17 | 0.55 | 3.39 |
EIDO iShares MSCI Indonesia ETF | -0.03 | 0.08 | 1.01 | -0.02 | -0.06 |
EWY | 0.43 | 0.75 | 1.09 | 0.23 | 1.72 |
EPHE iShares MSCI Philippines ETF | 1.11 | 1.61 | 1.19 | 0.43 | 2.64 |
QAT | 0.16 | 0.33 | 1.04 | 0.07 | 0.49 |
EWS | 1.16 | 1.67 | 1.21 | 0.78 | 5.60 |
EWM | 2.20 | 3.11 | 1.43 | 0.79 | 14.88 |
ENZL iShares MSCI New Zealand ETF | 0.69 | 1.14 | 1.13 | 0.32 | 2.50 |
ECH iShares MSCI Chile ETF | -0.20 | -0.13 | 0.99 | -0.09 | -0.51 |
EZA | 0.87 | 1.40 | 1.16 | 0.62 | 3.81 |
THD | -0.46 | -0.58 | 0.94 | -0.22 | -0.57 |
EWH iShares MSCI Hong Kong ETF | -0.21 | -0.16 | 0.98 | -0.10 | -0.42 |
NGE | -1.41 | -1.91 | 0.64 | -0.51 | -1.23 |
FXI | 0.08 | 0.31 | 1.03 | 0.04 | 0.19 |
Дивиденды
Дивидендный доход
Дивидендная доходность Country ETFs за предыдущие двенадцать месяцев составила 4.58%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Country ETFs | 4.58% | 4.67% | 3.76% | 3.09% | 1.81% | 2.88% | 2.95% | 2.37% | 2.56% | 3.35% | 2.38% | 1.99% |
Активы портфеля: | ||||||||||||
EGPT VanEck Vectors Egypt Index ETF | 6.94% | 6.02% | 0.00% | 0.13% | 0.12% | 0.09% | 0.08% | 0.04% | 0.00% | 0.10% | 0.32% | 0.15% |
PAK | 3.88% | 5.94% | 9.17% | 8.36% | 2.49% | 3.49% | 5.62% | 3.53% | 2.97% | 2.80% | 0.00% | 0.00% |
EPOL iShares MSCI Poland ETF | 4.39% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.14% | 2.53% | 3.44% | 3.28% |
GREK | 2.03% | 2.61% | 2.82% | 2.16% | 2.62% | 2.25% | 2.41% | 2.13% | 1.95% | 1.52% | 0.97% | 0.12% |
ARGT Global X MSCI Argentina ETF | 1.18% | 1.59% | 2.45% | 0.93% | 0.28% | 1.21% | 1.34% | 0.49% | 0.36% | 0.89% | 0.47% | 0.62% |
INDA | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 0.99% | 0.94% | 1.09% | 0.90% | 1.19% | 0.63% | 0.40% |
EIRL iShares MSCI Ireland ETF | 1.40% | 1.00% | 1.13% | 0.82% | 0.50% | 2.11% | 1.52% | 1.44% | 1.34% | 1.70% | 2.26% | 1.65% |
GXG | 6.44% | 6.99% | 12.55% | 2.32% | 3.23% | 3.04% | 3.03% | 1.83% | 1.48% | 1.58% | 3.20% | 4.10% |
VTI | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
EWW | 2.86% | 2.19% | 3.63% | 2.06% | 1.42% | 2.91% | 2.29% | 2.21% | 1.76% | 2.31% | 1.22% | 1.93% |
EDEN iShares MSCI Denmark ETF | 1.20% | 1.92% | 1.47% | 0.74% | 0.42% | 2.36% | 2.01% | 2.03% | 1.28% | 1.46% | 0.87% | 0.86% |
EWJ iShares MSCI Japan ETF | 1.93% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% | 1.11% |
EWZ | 6.97% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.07% | 3.77% | 3.22% |
EWI iShares MSCI Italy ETF | 3.44% | 3.40% | 4.57% | 2.63% | 1.66% | 3.80% | 4.71% | 2.19% | 3.64% | 2.31% | 2.51% | 2.19% |
EPU iShares MSCI Peru ETF | 4.18% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% | 1.66% | 1.72% |
EWP | 2.97% | 2.70% | 3.07% | 3.29% | 2.56% | 3.72% | 3.69% | 2.72% | 4.65% | 3.85% | 4.72% | 2.84% |
EWT | 10.21% | 12.01% | 18.82% | 2.64% | 1.83% | 2.49% | 3.16% | 2.81% | 2.39% | 3.12% | 1.93% | 1.82% |
TUR | 2.30% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.64% | 2.89% | 3.04% | 1.63% | 2.34% |
EWN | 1.80% | 1.79% | 1.98% | 1.01% | 0.78% | 2.57% | 2.40% | 1.68% | 2.71% | 1.92% | 2.30% | 1.50% |
EWD iShares MSCI Sweden ETF | 3.84% | 2.41% | 3.68% | 5.46% | 0.98% | 4.15% | 5.17% | 3.23% | 3.91% | 4.08% | 3.92% | 3.47% |
KSA | 2.71% | 2.44% | 1.93% | 1.58% | 1.76% | 2.15% | 2.51% | 2.30% | 3.05% | 0.04% | 0.00% | 0.00% |
EWQ | 2.92% | 2.73% | 3.23% | 3.79% | 1.02% | 2.44% | 2.90% | 1.90% | 2.84% | 2.25% | 3.37% | 2.43% |
EWL iShares MSCI Switzerland ETF | 1.93% | 2.12% | 2.04% | 1.73% | 1.45% | 1.85% | 2.56% | 2.05% | 2.75% | 2.58% | 2.49% | 1.83% |
EWG iShares MSCI Germany ETF | 2.34% | 2.56% | 3.24% | 2.69% | 2.08% | 2.51% | 2.93% | 2.03% | 2.31% | 1.90% | 2.27% | 1.35% |
EWO | 6.90% | 5.66% | 4.75% | 2.42% | 0.98% | 3.11% | 4.04% | 2.03% | 1.99% | 1.51% | 3.93% | 2.02% |
UAE | 4.18% | 3.25% | 2.67% | 4.88% | 4.75% | 3.54% | 5.56% | 3.38% | 4.74% | 3.77% | 2.58% | 0.00% |
VNM | 5.32% | 5.21% | 0.96% | 0.49% | 0.40% | 0.76% | 0.83% | 0.99% | 2.43% | 3.68% | 2.65% | 3.18% |
EWC iShares MSCI Canada ETF | 2.07% | 2.27% | 2.34% | 1.85% | 2.09% | 2.16% | 2.65% | 1.97% | 1.75% | 2.34% | 2.15% | 2.37% |
EWU | 3.80% | 4.14% | 3.43% | 4.35% | 2.48% | 4.13% | 4.99% | 3.91% | 3.97% | 4.11% | 7.59% | 2.39% |
PGAL | 0.66% | 4.15% | 3.33% | 3.43% | 2.41% | 3.49% | 4.60% | 3.05% | 4.29% | 4.53% | 2.23% | 0.00% |
EIS iShares MSCI Israel ETF | 1.18% | 1.39% | 1.66% | 1.04% | 0.16% | 2.06% | 0.87% | 2.02% | 1.78% | 2.55% | 1.86% | 2.20% |
NORW | 4.99% | 5.27% | 4.01% | 2.42% | 1.13% | 2.46% | 3.53% | 3.64% | 3.79% | 2.95% | 3.85% | 2.58% |
EWA iShares MSCI-Australia ETF | 3.71% | 3.72% | 5.28% | 5.08% | 2.02% | 3.97% | 6.11% | 4.44% | 4.03% | 5.48% | 4.92% | 4.68% |
EWK iShares MSCI Belgium ETF | 2.13% | 2.09% | 2.58% | 3.64% | 1.66% | 2.77% | 2.78% | 2.91% | 1.75% | 2.06% | 1.85% | 4.62% |
EIDO iShares MSCI Indonesia ETF | 3.84% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.16% | 1.67% | 1.32% | 2.03% |
EWY | 2.49% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% | 1.20% | 1.39% |
EPHE iShares MSCI Philippines ETF | 2.08% | 2.01% | 1.73% | 1.05% | 0.72% | 0.78% | 0.45% | 0.36% | 0.71% | 1.03% | 0.97% | 1.05% |
QAT | 4.38% | 3.92% | 4.78% | 2.33% | 2.63% | 3.57% | 4.63% | 4.10% | 3.51% | 4.49% | 0.00% | 0.00% |
EWS | 4.33% | 6.50% | 2.56% | 6.00% | 2.68% | 4.70% | 4.21% | 3.46% | 3.96% | 4.20% | 3.35% | 3.77% |
EWM | 2.89% | 3.47% | 3.00% | 6.48% | 1.89% | 2.91% | 3.84% | 5.58% | 5.97% | 37.54% | 4.03% | 3.03% |
ENZL iShares MSCI New Zealand ETF | 2.70% | 3.00% | 1.62% | 2.46% | 1.66% | 3.35% | 3.60% | 3.69% | 4.76% | 4.29% | 5.15% | 3.95% |
ECH iShares MSCI Chile ETF | 3.28% | 4.77% | 6.73% | 5.49% | 2.16% | 2.47% | 2.37% | 1.42% | 1.85% | 2.13% | 1.74% | 1.42% |
EZA | 2.37% | 2.84% | 3.90% | 2.05% | 5.51% | 12.27% | 3.81% | 1.55% | 4.10% | 3.03% | 2.20% | 2.44% |
THD | 2.91% | 2.92% | 2.41% | 3.16% | 2.31% | 2.42% | 2.57% | 2.16% | 2.61% | 3.58% | 2.33% | 2.93% |
EWH iShares MSCI Hong Kong ETF | 4.84% | 4.28% | 2.91% | 2.78% | 2.56% | 2.71% | 2.93% | 4.35% | 3.08% | 2.63% | 3.52% | 2.96% |
NGE | 62.28% | 58.96% | 8.08% | 7.90% | 6.76% | 6.31% | 5.49% | 1.92% | 2.46% | 4.30% | 2.90% | 1.05% |
FXI | 2.61% | 3.17% | 2.60% | 1.59% | 2.18% | 2.72% | 2.68% | 2.30% | 2.68% | 2.89% | 2.50% | 2.63% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
Country ETFs показал максимальную просадку в 41.64%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 200 торговых сессий.
Текущая просадка Country ETFs составляет 0.05%.
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 |
---|---|---|---|---|---|---|
-41.64% | 29 янв. 2018 г. | 541 | 23 мар. 2020 г. | 200 | 6 янв. 2021 г. | 741 |
-23.54% | 15 июн. 2021 г. | 328 | 30 сент. 2022 г. | 204 | 26 июл. 2023 г. | 532 |
-17.26% | 26 окт. 2015 г. | 59 | 20 янв. 2016 г. | 62 | 19 апр. 2016 г. | 121 |
-12.7% | 1 авг. 2023 г. | 63 | 27 окт. 2023 г. | 85 | 1 мар. 2024 г. | 148 |
-8.51% | 9 июн. 2016 г. | 13 | 27 июн. 2016 г. | 23 | 29 июл. 2016 г. | 36 |
Волатильность
График волатильности
Текущая волатильность Country ETFs составляет 4.73%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Диверсификация
Таблица корреляции активов
EGPT | PAK | NGE | QAT | UAE | KSA | TUR | VNM | EPHE | ENZL | GXG | EWZ | GREK | EIDO | ECH | EPU | EWM | THD | EWH | ARGT | INDA | EIS | PGAL | FXI | EDEN | EWW | EWJ | EPOL | EIRL | EWS | EZA | NORW | EWT | EWY | EWL | EWP | EWO | EWK | VTI | EWI | EWC | EWA | EWD | EWU | EWN | EWG | EWQ | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGPT | 1.00 | 0.01 | -0.01 | 0.02 | 0.00 | -0.01 | -0.01 | 0.02 | -0.03 | -0.02 | 0.00 | -0.03 | 0.00 | -0.01 | -0.00 | 0.01 | -0.00 | -0.01 | -0.02 | -0.05 | 0.00 | -0.01 | -0.01 | -0.05 | -0.02 | -0.01 | 0.00 | -0.01 | -0.00 | 0.00 | -0.02 | -0.00 | -0.00 | -0.01 | -0.01 | 0.01 | -0.03 | -0.01 | -0.02 | -0.01 | -0.02 | -0.01 | 0.00 | -0.01 | -0.01 | 0.01 | -0.01 |
PAK | 0.01 | 1.00 | 0.09 | 0.10 | 0.10 | 0.07 | 0.11 | 0.13 | 0.13 | 0.15 | 0.16 | 0.15 | 0.13 | 0.17 | 0.14 | 0.16 | 0.16 | 0.16 | 0.17 | 0.15 | 0.16 | 0.15 | 0.15 | 0.16 | 0.13 | 0.16 | 0.16 | 0.17 | 0.16 | 0.16 | 0.18 | 0.15 | 0.20 | 0.20 | 0.14 | 0.15 | 0.16 | 0.17 | 0.20 | 0.17 | 0.18 | 0.18 | 0.17 | 0.17 | 0.18 | 0.17 | 0.17 |
NGE | -0.01 | 0.09 | 1.00 | 0.08 | 0.13 | 0.13 | 0.12 | 0.13 | 0.14 | 0.16 | 0.18 | 0.17 | 0.17 | 0.15 | 0.15 | 0.16 | 0.19 | 0.16 | 0.17 | 0.19 | 0.16 | 0.17 | 0.18 | 0.16 | 0.15 | 0.18 | 0.19 | 0.18 | 0.16 | 0.18 | 0.18 | 0.18 | 0.17 | 0.18 | 0.18 | 0.20 | 0.20 | 0.18 | 0.21 | 0.21 | 0.23 | 0.22 | 0.19 | 0.20 | 0.20 | 0.20 | 0.21 |
QAT | 0.02 | 0.10 | 0.08 | 1.00 | 0.34 | 0.30 | 0.20 | 0.22 | 0.25 | 0.22 | 0.25 | 0.26 | 0.24 | 0.26 | 0.27 | 0.25 | 0.27 | 0.27 | 0.24 | 0.24 | 0.25 | 0.25 | 0.22 | 0.26 | 0.21 | 0.27 | 0.25 | 0.26 | 0.26 | 0.28 | 0.29 | 0.25 | 0.28 | 0.28 | 0.26 | 0.25 | 0.26 | 0.26 | 0.29 | 0.25 | 0.31 | 0.31 | 0.27 | 0.29 | 0.28 | 0.27 | 0.27 |
UAE | 0.00 | 0.10 | 0.13 | 0.34 | 1.00 | 0.33 | 0.25 | 0.23 | 0.29 | 0.23 | 0.27 | 0.31 | 0.28 | 0.33 | 0.30 | 0.29 | 0.31 | 0.31 | 0.29 | 0.30 | 0.33 | 0.31 | 0.27 | 0.31 | 0.25 | 0.30 | 0.31 | 0.30 | 0.27 | 0.31 | 0.33 | 0.29 | 0.35 | 0.33 | 0.29 | 0.28 | 0.31 | 0.29 | 0.35 | 0.31 | 0.35 | 0.32 | 0.31 | 0.34 | 0.33 | 0.32 | 0.33 |
KSA | -0.01 | 0.07 | 0.13 | 0.30 | 0.33 | 1.00 | 0.23 | 0.24 | 0.30 | 0.27 | 0.31 | 0.34 | 0.29 | 0.32 | 0.31 | 0.33 | 0.33 | 0.34 | 0.32 | 0.33 | 0.34 | 0.31 | 0.29 | 0.34 | 0.27 | 0.35 | 0.33 | 0.34 | 0.34 | 0.35 | 0.37 | 0.34 | 0.35 | 0.34 | 0.34 | 0.33 | 0.33 | 0.34 | 0.38 | 0.34 | 0.41 | 0.36 | 0.35 | 0.37 | 0.36 | 0.35 | 0.37 |
TUR | -0.01 | 0.11 | 0.12 | 0.20 | 0.25 | 0.23 | 1.00 | 0.24 | 0.28 | 0.31 | 0.31 | 0.34 | 0.30 | 0.37 | 0.34 | 0.31 | 0.35 | 0.35 | 0.32 | 0.33 | 0.39 | 0.31 | 0.31 | 0.32 | 0.30 | 0.37 | 0.32 | 0.38 | 0.32 | 0.35 | 0.42 | 0.32 | 0.37 | 0.38 | 0.31 | 0.34 | 0.35 | 0.34 | 0.32 | 0.33 | 0.35 | 0.35 | 0.34 | 0.36 | 0.36 | 0.36 | 0.37 |
VNM | 0.02 | 0.13 | 0.13 | 0.22 | 0.23 | 0.24 | 0.24 | 1.00 | 0.34 | 0.33 | 0.30 | 0.32 | 0.33 | 0.38 | 0.32 | 0.32 | 0.39 | 0.39 | 0.40 | 0.35 | 0.37 | 0.38 | 0.31 | 0.43 | 0.35 | 0.35 | 0.41 | 0.36 | 0.36 | 0.40 | 0.39 | 0.37 | 0.46 | 0.47 | 0.38 | 0.36 | 0.37 | 0.36 | 0.45 | 0.37 | 0.41 | 0.41 | 0.38 | 0.42 | 0.42 | 0.40 | 0.40 |
EPHE | -0.03 | 0.13 | 0.14 | 0.25 | 0.29 | 0.30 | 0.28 | 0.34 | 1.00 | 0.36 | 0.39 | 0.43 | 0.34 | 0.51 | 0.40 | 0.42 | 0.52 | 0.48 | 0.43 | 0.38 | 0.47 | 0.39 | 0.36 | 0.44 | 0.35 | 0.47 | 0.42 | 0.45 | 0.40 | 0.47 | 0.51 | 0.40 | 0.50 | 0.51 | 0.42 | 0.42 | 0.40 | 0.41 | 0.45 | 0.42 | 0.48 | 0.47 | 0.43 | 0.47 | 0.45 | 0.44 | 0.46 |
ENZL | -0.02 | 0.15 | 0.16 | 0.22 | 0.23 | 0.27 | 0.31 | 0.33 | 0.36 | 1.00 | 0.36 | 0.41 | 0.39 | 0.41 | 0.41 | 0.43 | 0.42 | 0.43 | 0.41 | 0.43 | 0.42 | 0.44 | 0.43 | 0.42 | 0.45 | 0.45 | 0.46 | 0.48 | 0.49 | 0.52 | 0.49 | 0.48 | 0.48 | 0.50 | 0.51 | 0.47 | 0.47 | 0.50 | 0.52 | 0.48 | 0.56 | 0.65 | 0.51 | 0.55 | 0.53 | 0.52 | 0.53 |
GXG | 0.00 | 0.16 | 0.18 | 0.25 | 0.27 | 0.31 | 0.31 | 0.30 | 0.39 | 0.36 | 1.00 | 0.49 | 0.37 | 0.42 | 0.52 | 0.53 | 0.43 | 0.41 | 0.40 | 0.50 | 0.41 | 0.41 | 0.45 | 0.41 | 0.38 | 0.52 | 0.43 | 0.47 | 0.43 | 0.48 | 0.53 | 0.52 | 0.46 | 0.47 | 0.44 | 0.49 | 0.52 | 0.48 | 0.47 | 0.49 | 0.60 | 0.54 | 0.50 | 0.53 | 0.47 | 0.49 | 0.50 |
EWZ | -0.03 | 0.15 | 0.17 | 0.26 | 0.31 | 0.34 | 0.34 | 0.32 | 0.43 | 0.41 | 0.49 | 1.00 | 0.39 | 0.45 | 0.54 | 0.50 | 0.48 | 0.44 | 0.42 | 0.58 | 0.45 | 0.39 | 0.39 | 0.44 | 0.37 | 0.57 | 0.43 | 0.49 | 0.42 | 0.48 | 0.57 | 0.45 | 0.48 | 0.49 | 0.44 | 0.47 | 0.48 | 0.47 | 0.47 | 0.47 | 0.55 | 0.53 | 0.47 | 0.51 | 0.47 | 0.47 | 0.49 |
GREK | 0.00 | 0.13 | 0.17 | 0.24 | 0.28 | 0.29 | 0.30 | 0.33 | 0.34 | 0.39 | 0.37 | 0.39 | 1.00 | 0.42 | 0.39 | 0.40 | 0.41 | 0.41 | 0.39 | 0.41 | 0.44 | 0.45 | 0.47 | 0.38 | 0.48 | 0.46 | 0.47 | 0.51 | 0.53 | 0.47 | 0.47 | 0.50 | 0.47 | 0.46 | 0.53 | 0.56 | 0.57 | 0.55 | 0.52 | 0.58 | 0.54 | 0.54 | 0.55 | 0.56 | 0.58 | 0.58 | 0.60 |
EIDO | -0.01 | 0.17 | 0.15 | 0.26 | 0.33 | 0.32 | 0.37 | 0.38 | 0.51 | 0.41 | 0.42 | 0.45 | 0.42 | 1.00 | 0.47 | 0.44 | 0.56 | 0.53 | 0.47 | 0.43 | 0.54 | 0.41 | 0.41 | 0.50 | 0.40 | 0.52 | 0.49 | 0.51 | 0.43 | 0.56 | 0.58 | 0.47 | 0.57 | 0.58 | 0.48 | 0.48 | 0.48 | 0.48 | 0.50 | 0.48 | 0.51 | 0.53 | 0.51 | 0.52 | 0.51 | 0.50 | 0.52 |
ECH | -0.00 | 0.14 | 0.15 | 0.27 | 0.30 | 0.31 | 0.34 | 0.32 | 0.40 | 0.41 | 0.52 | 0.54 | 0.39 | 0.47 | 1.00 | 0.55 | 0.47 | 0.46 | 0.45 | 0.55 | 0.45 | 0.44 | 0.40 | 0.48 | 0.41 | 0.55 | 0.47 | 0.49 | 0.47 | 0.51 | 0.57 | 0.50 | 0.52 | 0.53 | 0.47 | 0.48 | 0.50 | 0.50 | 0.50 | 0.48 | 0.57 | 0.55 | 0.53 | 0.55 | 0.53 | 0.52 | 0.53 |
EPU | 0.01 | 0.16 | 0.16 | 0.25 | 0.29 | 0.33 | 0.31 | 0.32 | 0.42 | 0.43 | 0.53 | 0.50 | 0.40 | 0.44 | 0.55 | 1.00 | 0.46 | 0.47 | 0.46 | 0.53 | 0.44 | 0.44 | 0.44 | 0.49 | 0.41 | 0.52 | 0.44 | 0.51 | 0.49 | 0.52 | 0.58 | 0.51 | 0.51 | 0.51 | 0.46 | 0.48 | 0.52 | 0.49 | 0.50 | 0.49 | 0.63 | 0.57 | 0.52 | 0.58 | 0.50 | 0.51 | 0.52 |
EWM | -0.00 | 0.16 | 0.19 | 0.27 | 0.31 | 0.33 | 0.35 | 0.39 | 0.52 | 0.42 | 0.43 | 0.48 | 0.41 | 0.56 | 0.47 | 0.46 | 1.00 | 0.56 | 0.50 | 0.44 | 0.51 | 0.42 | 0.43 | 0.53 | 0.42 | 0.51 | 0.49 | 0.51 | 0.45 | 0.58 | 0.60 | 0.46 | 0.58 | 0.60 | 0.50 | 0.47 | 0.45 | 0.47 | 0.51 | 0.48 | 0.55 | 0.56 | 0.50 | 0.53 | 0.51 | 0.51 | 0.53 |
THD | -0.01 | 0.16 | 0.16 | 0.27 | 0.31 | 0.34 | 0.35 | 0.39 | 0.48 | 0.43 | 0.41 | 0.44 | 0.41 | 0.53 | 0.46 | 0.47 | 0.56 | 1.00 | 0.52 | 0.44 | 0.53 | 0.46 | 0.43 | 0.55 | 0.43 | 0.49 | 0.50 | 0.54 | 0.47 | 0.57 | 0.58 | 0.49 | 0.58 | 0.60 | 0.49 | 0.47 | 0.48 | 0.49 | 0.50 | 0.49 | 0.54 | 0.55 | 0.52 | 0.54 | 0.53 | 0.53 | 0.54 |
EWH | -0.02 | 0.17 | 0.17 | 0.24 | 0.29 | 0.32 | 0.32 | 0.40 | 0.43 | 0.41 | 0.40 | 0.42 | 0.39 | 0.47 | 0.45 | 0.46 | 0.50 | 0.52 | 1.00 | 0.42 | 0.46 | 0.44 | 0.45 | 0.79 | 0.44 | 0.47 | 0.52 | 0.48 | 0.48 | 0.62 | 0.58 | 0.52 | 0.61 | 0.61 | 0.50 | 0.49 | 0.50 | 0.51 | 0.54 | 0.51 | 0.54 | 0.56 | 0.53 | 0.58 | 0.57 | 0.54 | 0.56 |
ARGT | -0.05 | 0.15 | 0.19 | 0.24 | 0.30 | 0.33 | 0.33 | 0.35 | 0.38 | 0.43 | 0.50 | 0.58 | 0.41 | 0.43 | 0.55 | 0.53 | 0.44 | 0.44 | 0.42 | 1.00 | 0.45 | 0.55 | 0.43 | 0.47 | 0.47 | 0.54 | 0.51 | 0.48 | 0.50 | 0.53 | 0.53 | 0.53 | 0.53 | 0.52 | 0.51 | 0.51 | 0.51 | 0.52 | 0.61 | 0.52 | 0.63 | 0.57 | 0.55 | 0.55 | 0.58 | 0.55 | 0.55 |
INDA | 0.00 | 0.16 | 0.16 | 0.25 | 0.33 | 0.34 | 0.39 | 0.37 | 0.47 | 0.42 | 0.41 | 0.45 | 0.44 | 0.54 | 0.45 | 0.44 | 0.51 | 0.53 | 0.46 | 0.45 | 1.00 | 0.47 | 0.43 | 0.51 | 0.45 | 0.51 | 0.52 | 0.54 | 0.52 | 0.55 | 0.56 | 0.49 | 0.59 | 0.58 | 0.52 | 0.50 | 0.50 | 0.52 | 0.55 | 0.52 | 0.53 | 0.55 | 0.56 | 0.57 | 0.56 | 0.57 | 0.57 |
EIS | -0.01 | 0.15 | 0.17 | 0.25 | 0.31 | 0.31 | 0.31 | 0.38 | 0.39 | 0.44 | 0.41 | 0.39 | 0.45 | 0.41 | 0.44 | 0.44 | 0.42 | 0.46 | 0.44 | 0.55 | 0.47 | 1.00 | 0.45 | 0.46 | 0.54 | 0.46 | 0.55 | 0.48 | 0.56 | 0.54 | 0.48 | 0.56 | 0.56 | 0.55 | 0.58 | 0.52 | 0.52 | 0.55 | 0.71 | 0.54 | 0.60 | 0.59 | 0.60 | 0.56 | 0.65 | 0.61 | 0.59 |
PGAL | -0.01 | 0.15 | 0.18 | 0.22 | 0.27 | 0.29 | 0.31 | 0.31 | 0.36 | 0.43 | 0.45 | 0.39 | 0.47 | 0.41 | 0.40 | 0.44 | 0.43 | 0.43 | 0.45 | 0.43 | 0.43 | 0.45 | 1.00 | 0.45 | 0.56 | 0.47 | 0.49 | 0.56 | 0.57 | 0.52 | 0.50 | 0.55 | 0.49 | 0.51 | 0.57 | 0.68 | 0.65 | 0.64 | 0.55 | 0.64 | 0.58 | 0.57 | 0.60 | 0.64 | 0.63 | 0.64 | 0.67 |
FXI | -0.05 | 0.16 | 0.16 | 0.26 | 0.31 | 0.34 | 0.32 | 0.43 | 0.44 | 0.42 | 0.41 | 0.44 | 0.38 | 0.50 | 0.48 | 0.49 | 0.53 | 0.55 | 0.79 | 0.47 | 0.51 | 0.46 | 0.45 | 1.00 | 0.45 | 0.48 | 0.53 | 0.50 | 0.48 | 0.63 | 0.64 | 0.53 | 0.65 | 0.66 | 0.50 | 0.48 | 0.51 | 0.51 | 0.56 | 0.51 | 0.54 | 0.57 | 0.54 | 0.57 | 0.60 | 0.55 | 0.55 |
EDEN | -0.02 | 0.13 | 0.15 | 0.21 | 0.25 | 0.27 | 0.30 | 0.35 | 0.35 | 0.45 | 0.38 | 0.37 | 0.48 | 0.40 | 0.41 | 0.41 | 0.42 | 0.43 | 0.44 | 0.47 | 0.45 | 0.54 | 0.56 | 0.45 | 1.00 | 0.44 | 0.54 | 0.54 | 0.63 | 0.51 | 0.50 | 0.69 | 0.52 | 0.52 | 0.69 | 0.61 | 0.61 | 0.67 | 0.60 | 0.64 | 0.57 | 0.57 | 0.68 | 0.64 | 0.72 | 0.71 | 0.70 |
EWW | -0.01 | 0.16 | 0.18 | 0.27 | 0.30 | 0.35 | 0.37 | 0.35 | 0.47 | 0.45 | 0.52 | 0.57 | 0.46 | 0.52 | 0.55 | 0.52 | 0.51 | 0.49 | 0.47 | 0.54 | 0.51 | 0.46 | 0.47 | 0.48 | 0.44 | 1.00 | 0.51 | 0.56 | 0.53 | 0.55 | 0.64 | 0.53 | 0.55 | 0.57 | 0.52 | 0.55 | 0.54 | 0.54 | 0.56 | 0.54 | 0.61 | 0.60 | 0.56 | 0.59 | 0.57 | 0.57 | 0.60 |
EWJ | 0.00 | 0.16 | 0.19 | 0.25 | 0.31 | 0.33 | 0.32 | 0.41 | 0.42 | 0.46 | 0.43 | 0.43 | 0.47 | 0.49 | 0.47 | 0.44 | 0.49 | 0.50 | 0.52 | 0.51 | 0.52 | 0.55 | 0.49 | 0.53 | 0.54 | 0.51 | 1.00 | 0.52 | 0.58 | 0.60 | 0.53 | 0.58 | 0.61 | 0.62 | 0.61 | 0.60 | 0.58 | 0.60 | 0.69 | 0.62 | 0.63 | 0.66 | 0.64 | 0.65 | 0.68 | 0.67 | 0.67 |
EPOL | -0.01 | 0.17 | 0.18 | 0.26 | 0.30 | 0.34 | 0.38 | 0.36 | 0.45 | 0.48 | 0.47 | 0.49 | 0.51 | 0.51 | 0.49 | 0.51 | 0.51 | 0.54 | 0.48 | 0.48 | 0.54 | 0.48 | 0.56 | 0.50 | 0.54 | 0.56 | 0.52 | 1.00 | 0.58 | 0.58 | 0.61 | 0.58 | 0.56 | 0.59 | 0.57 | 0.63 | 0.65 | 0.62 | 0.55 | 0.63 | 0.60 | 0.62 | 0.62 | 0.64 | 0.63 | 0.66 | 0.66 |
EIRL | -0.00 | 0.16 | 0.16 | 0.26 | 0.27 | 0.34 | 0.32 | 0.36 | 0.40 | 0.49 | 0.43 | 0.42 | 0.53 | 0.43 | 0.47 | 0.49 | 0.45 | 0.47 | 0.48 | 0.50 | 0.52 | 0.56 | 0.57 | 0.48 | 0.63 | 0.53 | 0.58 | 0.58 | 1.00 | 0.57 | 0.53 | 0.62 | 0.55 | 0.56 | 0.67 | 0.69 | 0.70 | 0.73 | 0.67 | 0.70 | 0.65 | 0.66 | 0.73 | 0.73 | 0.75 | 0.76 | 0.78 |
EWS | 0.00 | 0.16 | 0.18 | 0.28 | 0.31 | 0.35 | 0.35 | 0.40 | 0.47 | 0.52 | 0.48 | 0.48 | 0.47 | 0.56 | 0.51 | 0.52 | 0.58 | 0.57 | 0.62 | 0.53 | 0.55 | 0.54 | 0.52 | 0.63 | 0.51 | 0.55 | 0.60 | 0.58 | 0.57 | 1.00 | 0.62 | 0.58 | 0.68 | 0.69 | 0.59 | 0.59 | 0.60 | 0.60 | 0.63 | 0.60 | 0.65 | 0.68 | 0.64 | 0.65 | 0.65 | 0.64 | 0.65 |
EZA | -0.02 | 0.18 | 0.18 | 0.29 | 0.33 | 0.37 | 0.42 | 0.39 | 0.51 | 0.49 | 0.53 | 0.57 | 0.47 | 0.58 | 0.57 | 0.58 | 0.60 | 0.58 | 0.58 | 0.53 | 0.56 | 0.48 | 0.50 | 0.64 | 0.50 | 0.64 | 0.53 | 0.61 | 0.53 | 0.62 | 1.00 | 0.58 | 0.66 | 0.67 | 0.56 | 0.57 | 0.57 | 0.57 | 0.56 | 0.58 | 0.62 | 0.65 | 0.62 | 0.64 | 0.62 | 0.62 | 0.63 |
NORW | -0.00 | 0.15 | 0.18 | 0.25 | 0.29 | 0.34 | 0.32 | 0.37 | 0.40 | 0.48 | 0.52 | 0.45 | 0.50 | 0.47 | 0.50 | 0.51 | 0.46 | 0.49 | 0.52 | 0.53 | 0.49 | 0.56 | 0.55 | 0.53 | 0.69 | 0.53 | 0.58 | 0.58 | 0.62 | 0.58 | 0.58 | 1.00 | 0.57 | 0.57 | 0.67 | 0.65 | 0.69 | 0.67 | 0.63 | 0.68 | 0.68 | 0.67 | 0.79 | 0.73 | 0.71 | 0.72 | 0.73 |
EWT | -0.00 | 0.20 | 0.17 | 0.28 | 0.35 | 0.35 | 0.37 | 0.46 | 0.50 | 0.48 | 0.46 | 0.48 | 0.47 | 0.57 | 0.52 | 0.51 | 0.58 | 0.58 | 0.61 | 0.53 | 0.59 | 0.56 | 0.49 | 0.65 | 0.52 | 0.55 | 0.61 | 0.56 | 0.55 | 0.68 | 0.66 | 0.57 | 1.00 | 0.78 | 0.56 | 0.55 | 0.57 | 0.57 | 0.67 | 0.57 | 0.62 | 0.65 | 0.63 | 0.63 | 0.69 | 0.64 | 0.63 |
EWY | -0.01 | 0.20 | 0.18 | 0.28 | 0.33 | 0.34 | 0.38 | 0.47 | 0.51 | 0.50 | 0.47 | 0.49 | 0.46 | 0.58 | 0.53 | 0.51 | 0.60 | 0.60 | 0.61 | 0.52 | 0.58 | 0.55 | 0.51 | 0.66 | 0.52 | 0.57 | 0.62 | 0.59 | 0.56 | 0.69 | 0.67 | 0.57 | 0.78 | 1.00 | 0.56 | 0.56 | 0.58 | 0.58 | 0.64 | 0.59 | 0.61 | 0.67 | 0.63 | 0.62 | 0.67 | 0.65 | 0.64 |
EWL | -0.01 | 0.14 | 0.18 | 0.26 | 0.29 | 0.34 | 0.31 | 0.38 | 0.42 | 0.51 | 0.44 | 0.44 | 0.53 | 0.48 | 0.47 | 0.46 | 0.50 | 0.49 | 0.50 | 0.51 | 0.52 | 0.58 | 0.57 | 0.50 | 0.69 | 0.52 | 0.61 | 0.57 | 0.67 | 0.59 | 0.56 | 0.67 | 0.56 | 0.56 | 1.00 | 0.69 | 0.63 | 0.74 | 0.68 | 0.70 | 0.66 | 0.68 | 0.77 | 0.77 | 0.77 | 0.78 | 0.81 |
EWP | 0.01 | 0.15 | 0.20 | 0.25 | 0.28 | 0.33 | 0.34 | 0.36 | 0.42 | 0.47 | 0.49 | 0.47 | 0.56 | 0.48 | 0.48 | 0.48 | 0.47 | 0.47 | 0.49 | 0.51 | 0.50 | 0.52 | 0.68 | 0.48 | 0.61 | 0.55 | 0.60 | 0.63 | 0.69 | 0.59 | 0.57 | 0.65 | 0.55 | 0.56 | 0.69 | 1.00 | 0.77 | 0.76 | 0.64 | 0.85 | 0.66 | 0.66 | 0.73 | 0.77 | 0.74 | 0.80 | 0.84 |
EWO | -0.03 | 0.16 | 0.20 | 0.26 | 0.31 | 0.33 | 0.35 | 0.37 | 0.40 | 0.47 | 0.52 | 0.48 | 0.57 | 0.48 | 0.50 | 0.52 | 0.45 | 0.48 | 0.50 | 0.51 | 0.50 | 0.52 | 0.65 | 0.51 | 0.61 | 0.54 | 0.58 | 0.65 | 0.70 | 0.60 | 0.57 | 0.69 | 0.57 | 0.58 | 0.63 | 0.77 | 1.00 | 0.75 | 0.62 | 0.78 | 0.68 | 0.66 | 0.74 | 0.74 | 0.73 | 0.78 | 0.80 |
EWK | -0.01 | 0.17 | 0.18 | 0.26 | 0.29 | 0.34 | 0.34 | 0.36 | 0.41 | 0.50 | 0.48 | 0.47 | 0.55 | 0.48 | 0.50 | 0.49 | 0.47 | 0.49 | 0.51 | 0.52 | 0.52 | 0.55 | 0.64 | 0.51 | 0.67 | 0.54 | 0.60 | 0.62 | 0.73 | 0.60 | 0.57 | 0.67 | 0.57 | 0.58 | 0.74 | 0.76 | 0.75 | 1.00 | 0.67 | 0.76 | 0.67 | 0.68 | 0.77 | 0.77 | 0.78 | 0.82 | 0.83 |
VTI | -0.02 | 0.20 | 0.21 | 0.29 | 0.35 | 0.38 | 0.32 | 0.45 | 0.45 | 0.52 | 0.47 | 0.47 | 0.52 | 0.50 | 0.50 | 0.50 | 0.51 | 0.50 | 0.54 | 0.61 | 0.55 | 0.71 | 0.55 | 0.56 | 0.60 | 0.56 | 0.69 | 0.55 | 0.67 | 0.63 | 0.56 | 0.63 | 0.67 | 0.64 | 0.68 | 0.64 | 0.62 | 0.67 | 1.00 | 0.67 | 0.76 | 0.74 | 0.71 | 0.70 | 0.78 | 0.74 | 0.73 |
EWI | -0.01 | 0.17 | 0.21 | 0.25 | 0.31 | 0.34 | 0.33 | 0.37 | 0.42 | 0.48 | 0.49 | 0.47 | 0.58 | 0.48 | 0.48 | 0.49 | 0.48 | 0.49 | 0.51 | 0.52 | 0.52 | 0.54 | 0.64 | 0.51 | 0.64 | 0.54 | 0.62 | 0.63 | 0.70 | 0.60 | 0.58 | 0.68 | 0.57 | 0.59 | 0.70 | 0.85 | 0.78 | 0.76 | 0.67 | 1.00 | 0.69 | 0.67 | 0.77 | 0.77 | 0.78 | 0.83 | 0.86 |
EWC | -0.02 | 0.18 | 0.23 | 0.31 | 0.35 | 0.41 | 0.35 | 0.41 | 0.48 | 0.56 | 0.60 | 0.55 | 0.54 | 0.51 | 0.57 | 0.63 | 0.55 | 0.54 | 0.54 | 0.63 | 0.53 | 0.60 | 0.58 | 0.54 | 0.57 | 0.61 | 0.63 | 0.60 | 0.65 | 0.65 | 0.62 | 0.68 | 0.62 | 0.61 | 0.66 | 0.66 | 0.68 | 0.67 | 0.76 | 0.69 | 1.00 | 0.78 | 0.71 | 0.78 | 0.71 | 0.71 | 0.73 |
EWA | -0.01 | 0.18 | 0.22 | 0.31 | 0.32 | 0.36 | 0.35 | 0.41 | 0.47 | 0.65 | 0.54 | 0.53 | 0.54 | 0.53 | 0.55 | 0.57 | 0.56 | 0.55 | 0.56 | 0.57 | 0.55 | 0.59 | 0.57 | 0.57 | 0.57 | 0.60 | 0.66 | 0.62 | 0.66 | 0.68 | 0.65 | 0.67 | 0.65 | 0.67 | 0.68 | 0.66 | 0.66 | 0.68 | 0.74 | 0.67 | 0.78 | 1.00 | 0.72 | 0.79 | 0.73 | 0.73 | 0.74 |
EWD | 0.00 | 0.17 | 0.19 | 0.27 | 0.31 | 0.35 | 0.34 | 0.38 | 0.43 | 0.51 | 0.50 | 0.47 | 0.55 | 0.51 | 0.53 | 0.52 | 0.50 | 0.52 | 0.53 | 0.55 | 0.56 | 0.60 | 0.60 | 0.54 | 0.68 | 0.56 | 0.64 | 0.62 | 0.73 | 0.64 | 0.62 | 0.79 | 0.63 | 0.63 | 0.77 | 0.73 | 0.74 | 0.77 | 0.71 | 0.77 | 0.71 | 0.72 | 1.00 | 0.79 | 0.82 | 0.85 | 0.84 |
EWU | -0.01 | 0.17 | 0.20 | 0.29 | 0.34 | 0.37 | 0.36 | 0.42 | 0.47 | 0.55 | 0.53 | 0.51 | 0.56 | 0.52 | 0.55 | 0.58 | 0.53 | 0.54 | 0.58 | 0.55 | 0.57 | 0.56 | 0.64 | 0.57 | 0.64 | 0.59 | 0.65 | 0.64 | 0.73 | 0.65 | 0.64 | 0.73 | 0.63 | 0.62 | 0.77 | 0.77 | 0.74 | 0.77 | 0.70 | 0.77 | 0.78 | 0.79 | 0.79 | 1.00 | 0.77 | 0.80 | 0.84 |
EWN | -0.01 | 0.18 | 0.20 | 0.28 | 0.33 | 0.36 | 0.36 | 0.42 | 0.45 | 0.53 | 0.47 | 0.47 | 0.58 | 0.51 | 0.53 | 0.50 | 0.51 | 0.53 | 0.57 | 0.58 | 0.56 | 0.65 | 0.63 | 0.60 | 0.72 | 0.57 | 0.68 | 0.63 | 0.75 | 0.65 | 0.62 | 0.71 | 0.69 | 0.67 | 0.77 | 0.74 | 0.73 | 0.78 | 0.78 | 0.78 | 0.71 | 0.73 | 0.82 | 0.77 | 1.00 | 0.87 | 0.86 |
EWG | 0.01 | 0.17 | 0.20 | 0.27 | 0.32 | 0.35 | 0.36 | 0.40 | 0.44 | 0.52 | 0.49 | 0.47 | 0.58 | 0.50 | 0.52 | 0.51 | 0.51 | 0.53 | 0.54 | 0.55 | 0.57 | 0.61 | 0.64 | 0.55 | 0.71 | 0.57 | 0.67 | 0.66 | 0.76 | 0.64 | 0.62 | 0.72 | 0.64 | 0.65 | 0.78 | 0.80 | 0.78 | 0.82 | 0.74 | 0.83 | 0.71 | 0.73 | 0.85 | 0.80 | 0.87 | 1.00 | 0.91 |
EWQ | -0.01 | 0.17 | 0.21 | 0.27 | 0.33 | 0.37 | 0.37 | 0.40 | 0.46 | 0.53 | 0.50 | 0.49 | 0.60 | 0.52 | 0.53 | 0.52 | 0.53 | 0.54 | 0.56 | 0.55 | 0.57 | 0.59 | 0.67 | 0.55 | 0.70 | 0.60 | 0.67 | 0.66 | 0.78 | 0.65 | 0.63 | 0.73 | 0.63 | 0.64 | 0.81 | 0.84 | 0.80 | 0.83 | 0.73 | 0.86 | 0.73 | 0.74 | 0.84 | 0.84 | 0.86 | 0.91 | 1.00 |