First Portfolio
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в First Portfolio 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 31 июл. 2020 г., начальной даты 500P.L
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.24% | 2.35% | 10.30% | 24.34% | 13.87% | 10.83% |
First Portfolio | 18.25% | 0.75% | 7.76% | 29.77% | N/A | N/A |
Активы портфеля: | ||||||
500P.L Franklin S&P 500 Paris Aligned Climate UCITS ETF | 19.56% | 2.67% | 11.12% | 28.91% | N/A | N/A |
5ESG.DE UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis | 18.51% | 2.73% | 11.88% | 26.28% | N/A | N/A |
AUSF Global X Adaptive U.S. Factor ETF | 14.74% | 0.84% | 8.75% | 30.21% | 14.67% | N/A |
C071.DE Lyxor STOXX Europe 600 Media UCITS ETF Dist | 7.30% | 0.00% | 0.56% | 21.30% | N/A | N/A |
CJP.TO iShares Japan Fundamental Index ETF (CAD-Hedged) | 17.07% | -0.88% | 4.10% | 24.35% | 16.79% | 9.29% |
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD | 17.71% | 2.42% | 9.75% | 26.09% | N/A | N/A |
DBJP Xtrackers MSCI Japan Hedged Equity ETF | 18.95% | -2.02% | 3.21% | 24.99% | 17.35% | 11.08% |
DXJ WisdomTree Japan Hedged Equity Fund | 20.52% | -3.97% | 2.76% | 26.54% | 21.09% | 11.98% |
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 12.38% | -3.80% | 3.21% | 20.35% | 16.02% | 11.50% |
FLXU.DE Franklin U.S. Equity UCITS ETF | 13.16% | 2.48% | 8.07% | 18.96% | 14.81% | N/A |
FMIL Fidelity New Millennium ETF | 23.72% | 3.38% | 13.33% | 31.89% | N/A | N/A |
FRIN.L Franklin FTSE India UCITS ETF | 20.28% | 0.94% | 14.65% | 33.98% | 13.68% | N/A |
HEDJ WisdomTree Europe Hedged Equity Fund | 6.58% | 0.72% | -1.15% | 12.52% | 9.60% | 8.40% |
HEWJ iShares Currency Hedged MSCI Japan ETF | 18.55% | -2.26% | 3.23% | 24.72% | 17.13% | 11.07% |
HTUS Hull Tactical US ETF | 19.76% | 3.28% | 12.08% | 29.46% | 16.31% | N/A |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 26.62% | 2.67% | 15.55% | 40.06% | 23.98% | N/A |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 26.02% | 2.43% | 15.18% | 39.62% | 25.94% | N/A |
IUQF.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) | 20.40% | 4.54% | 11.07% | 29.29% | 13.73% | N/A |
JURE.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) | 19.05% | 3.13% | 11.50% | 27.73% | 14.92% | N/A |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 22.91% | 2.77% | 12.46% | 36.43% | 22.27% | 21.99% |
MLPR | 19.89% | -3.57% | 7.35% | 33.29% | N/A | N/A |
QDVE.DE | 26.36% | 2.30% | 15.11% | 39.30% | N/A | N/A |
SMGB.L | 23.74% | -0.12% | 7.80% | 45.32% | N/A | N/A |
SPEP.L | 19.05% | 2.96% | -11.09% | 27.18% | N/A | N/A |
SXLK.AS | 14.45% | 1.04% | 6.93% | 26.94% | N/A | N/A |
URNM | -13.36% | -6.25% | -13.67% | 14.62% | N/A | N/A |
USCP.DE | 10.31% | 2.23% | 7.62% | 18.53% | N/A | N/A |
VUSA.DE | 17.95% | 2.69% | 10.79% | 26.14% | N/A | N/A |
WTCH.AS | 23.96% | 2.76% | 12.53% | 37.15% | N/A | N/A |
XDWT.DE | 23.02% | 2.86% | 12.44% | 36.83% | N/A | N/A |
XLKQ.L | 29.64% | 2.73% | 16.53% | 44.23% | N/A | N/A |
XSTC.L | 24.80% | 2.85% | 14.46% | 38.99% | N/A | N/A |
YCS | 13.32% | -11.30% | -2.70% | 10.58% | N/A | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью First Portfolio , 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 | 4.09% | 4.71% | 3.50% | -2.30% | 3.71% | 5.40% | -1.51% | 18.25% | |||||
2023 | 7.32% | -0.41% | 4.20% | 1.38% | 3.72% | 6.85% | 3.05% | -0.41% | -2.26% | -1.78% | 9.07% | 3.98% | 39.82% |
2022 | -5.83% | -1.38% | 4.02% | -6.04% | -1.54% | -7.21% | 9.13% | -2.27% | -7.80% | 6.30% | 3.63% | -4.98% | -14.64% |
2021 | 0.11% | 3.98% | 4.14% | 3.49% | 1.71% | 2.77% | 1.29% | 3.00% | -1.87% | 4.90% | -0.13% | 4.42% | 31.31% |
2020 | 3.87% | 3.87% |
Комиссия
Комиссия First Portfolio составляет 0.37%, 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 First Portfolio среди портфелей на нашем сайте составляет 70, что означает, что инвестиция имеет средние результаты 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 | |
---|---|---|---|---|---|
500P.L Franklin S&P 500 Paris Aligned Climate UCITS ETF | 2.35 | 3.26 | 1.44 | 2.14 | 10.94 |
5ESG.DE UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis | 2.39 | 3.30 | 1.45 | 2.79 | 10.97 |
AUSF Global X Adaptive U.S. Factor ETF | 2.48 | 3.59 | 1.46 | 4.39 | 12.76 |
C071.DE Lyxor STOXX Europe 600 Media UCITS ETF Dist | 2.27 | 3.36 | 1.59 | 3.10 | 18.11 |
CJP.TO iShares Japan Fundamental Index ETF (CAD-Hedged) | 1.01 | 1.42 | 1.19 | 0.96 | 3.91 |
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD | 2.05 | 2.87 | 1.37 | 2.08 | 9.43 |
DBJP Xtrackers MSCI Japan Hedged Equity ETF | 1.15 | 1.54 | 1.22 | 0.98 | 4.41 |
DXJ WisdomTree Japan Hedged Equity Fund | 1.11 | 1.48 | 1.22 | 0.97 | 4.48 |
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 0.96 | 1.30 | 1.19 | 1.02 | 4.99 |
FLXU.DE Franklin U.S. Equity UCITS ETF | 2.02 | 2.94 | 1.37 | 2.37 | 9.38 |
FMIL Fidelity New Millennium ETF | 2.41 | 3.29 | 1.43 | 3.43 | 12.82 |
FRIN.L Franklin FTSE India UCITS ETF | 2.25 | 2.88 | 1.43 | 4.46 | 17.86 |
HEDJ WisdomTree Europe Hedged Equity Fund | 1.20 | 1.70 | 1.22 | 1.24 | 4.32 |
HEWJ iShares Currency Hedged MSCI Japan ETF | 1.15 | 1.56 | 1.22 | 1.00 | 4.39 |
HTUS Hull Tactical US ETF | 2.18 | 2.98 | 1.41 | 2.28 | 11.00 |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 1.92 | 2.52 | 1.33 | 2.61 | 9.22 |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 1.93 | 2.56 | 1.34 | 2.64 | 9.63 |
IUQF.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) | 2.28 | 3.20 | 1.42 | 2.79 | 11.16 |
JURE.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) | 2.28 | 3.15 | 1.43 | 2.54 | 10.50 |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 1.85 | 2.48 | 1.33 | 2.37 | 8.77 |
MLPR | 1.69 | 2.31 | 1.28 | 2.78 | 9.42 |
QDVE.DE | 1.98 | 2.64 | 1.35 | 2.62 | 9.68 |
SMGB.L | 1.55 | 2.09 | 1.27 | 1.89 | 6.37 |
SPEP.L | 0.58 | 1.21 | 1.36 | 1.24 | 2.24 |
SXLK.AS | 1.35 | 1.85 | 1.24 | 1.32 | 6.21 |
URNM | 0.20 | 0.58 | 1.07 | 0.25 | 0.61 |
USCP.DE | 1.70 | 2.38 | 1.31 | 1.69 | 7.37 |
VUSA.DE | 2.37 | 3.29 | 1.45 | 2.32 | 11.28 |
WTCH.AS | 1.86 | 2.47 | 1.33 | 2.40 | 8.96 |
XDWT.DE | 1.87 | 2.52 | 1.33 | 2.40 | 8.91 |
XLKQ.L | 2.09 | 2.72 | 1.36 | 2.87 | 10.04 |
XSTC.L | 1.85 | 2.44 | 1.32 | 2.47 | 8.78 |
YCS | 0.37 | 0.59 | 1.09 | 0.36 | 1.18 |
Дивиденды
Дивидендный доход
Дивидендная доходность First Portfolio за предыдущие двенадцать месяцев составила 1.01%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
First Portfolio | 1.01% | 1.12% | 2.59% | 1.33% | 0.97% | 0.67% | 0.95% | 0.63% | 0.44% | 0.93% | 1.17% | 0.19% |
Активы портфеля: | ||||||||||||
500P.L Franklin S&P 500 Paris Aligned Climate UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
5ESG.DE UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AUSF Global X Adaptive U.S. Factor ETF | 2.05% | 1.83% | 1.99% | 2.22% | 2.95% | 4.02% | 1.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
C071.DE Lyxor STOXX Europe 600 Media UCITS ETF Dist | 0.00% | 0.00% | 2.18% | 1.52% | 1.86% | 2.43% | 2.58% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% |
CJP.TO iShares Japan Fundamental Index ETF (CAD-Hedged) | 1.40% | 1.24% | 1.96% | 0.00% | 1.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBJP Xtrackers MSCI Japan Hedged Equity ETF | 3.17% | 5.21% | 0.80% | 2.30% | 2.53% | 2.56% | 3.87% | 2.07% | 1.13% | 5.95% | 10.53% | 1.84% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.32% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 2.08% | 2.71% | 2.63% | 2.96% | 3.04% | 2.16% | 2.06% | 1.53% | 1.66% | 3.99% | 8.65% | 0.21% |
FLXU.DE Franklin U.S. Equity UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FMIL Fidelity New Millennium ETF | 0.56% | 0.57% | 1.43% | 1.68% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FRIN.L Franklin FTSE India UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HEDJ WisdomTree Europe Hedged Equity Fund | 3.02% | 3.31% | 2.83% | 2.08% | 2.65% | 1.82% | 2.73% | 2.27% | 2.97% | 9.44% | 5.83% | 1.85% |
HEWJ iShares Currency Hedged MSCI Japan ETF | 1.96% | 2.02% | 47.68% | 2.03% | 1.20% | 2.77% | 1.37% | 1.21% | 1.88% | 3.25% | 2.15% | 0.00% |
HTUS Hull Tactical US ETF | 0.99% | 1.18% | 7.86% | 7.20% | 3.77% | 0.92% | 10.57% | 8.29% | 3.02% | 0.00% | 0.00% | 0.00% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUQF.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JURE.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MLPR | 9.95% | 10.08% | 10.07% | 10.69% | 4.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDVE.DE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMGB.L | 0.00% | 0.00% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPEP.L | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SXLK.AS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URNM | 4.19% | 3.63% | 0.00% | 6.70% | 2.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USCP.DE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.DE | 1.16% | 1.35% | 1.53% | 1.21% | 1.65% | 2.34% | 3.76% | 2.26% | 1.78% | 2.00% | 0.00% | 0.00% |
WTCH.AS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDWT.DE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLKQ.L | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSTC.L | 0.43% | 0.53% | 1.08% | 0.53% | 0.63% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
YCS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
First Portfolio показал максимальную просадку в 19.96%, зарегистрированную 11 окт. 2022 г.. Полное восстановление заняло 161 торговую сессию.
Текущая просадка First Portfolio составляет 4.08%.
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 |
---|---|---|---|---|---|---|
-19.96% | 5 янв. 2022 г. | 199 | 11 окт. 2022 г. | 161 | 26 мая 2023 г. | 360 |
-11.99% | 17 июл. 2024 г. | 14 | 5 авг. 2024 г. | — | — | — |
-6.05% | 6 сент. 2023 г. | 38 | 27 окт. 2023 г. | 10 | 10 нояб. 2023 г. | 48 |
-5.27% | 22 мар. 2024 г. | 20 | 19 апр. 2024 г. | 18 | 15 мая 2024 г. | 38 |
-5.06% | 7 сент. 2021 г. | 20 | 4 окт. 2021 г. | 10 | 18 окт. 2021 г. | 30 |
Волатильность
График волатильности
Текущая волатильность First Portfolio составляет 6.34%, 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
YCS | MLPR | URNM | DXJS | FRIN.L | AUSF | DXJ | C071.DE | CJP.TO | HEWJ | DBJP | HEDJ | HTUS | FMIL | FLXU.DE | SMGB.L | SXLK.AS | IUIT.L | USCP.DE | IITU.L | XSTC.L | XLKQ.L | CSY2.DE | QDVE.DE | WTCH.AS | XDWT.DE | SPEP.L | LYPG.DE | IUQF.L | 500P.L | JURE.L | VUSA.DE | 5ESG.DE | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
YCS | 1.00 | 0.02 | -0.09 | 0.23 | -0.13 | -0.04 | 0.24 | -0.16 | 0.08 | 0.22 | 0.22 | 0.02 | -0.02 | -0.00 | -0.06 | -0.09 | -0.07 | -0.04 | -0.11 | -0.06 | -0.06 | -0.06 | -0.06 | -0.07 | -0.10 | -0.09 | -0.07 | -0.09 | -0.08 | -0.07 | -0.07 | -0.08 | -0.09 |
MLPR | 0.02 | 1.00 | 0.47 | 0.34 | 0.30 | 0.60 | 0.44 | 0.25 | 0.46 | 0.42 | 0.41 | 0.43 | 0.39 | 0.62 | 0.33 | 0.24 | 0.21 | 0.19 | 0.34 | 0.21 | 0.22 | 0.22 | 0.31 | 0.21 | 0.22 | 0.22 | 0.34 | 0.22 | 0.33 | 0.31 | 0.35 | 0.34 | 0.34 |
URNM | -0.09 | 0.47 | 1.00 | 0.33 | 0.34 | 0.42 | 0.40 | 0.30 | 0.45 | 0.42 | 0.41 | 0.40 | 0.36 | 0.51 | 0.28 | 0.32 | 0.27 | 0.26 | 0.34 | 0.28 | 0.29 | 0.29 | 0.33 | 0.30 | 0.32 | 0.32 | 0.34 | 0.32 | 0.34 | 0.33 | 0.34 | 0.35 | 0.35 |
DXJS | 0.23 | 0.34 | 0.33 | 1.00 | 0.30 | 0.45 | 0.80 | 0.27 | 0.68 | 0.79 | 0.79 | 0.49 | 0.39 | 0.47 | 0.31 | 0.29 | 0.30 | 0.29 | 0.33 | 0.29 | 0.30 | 0.30 | 0.34 | 0.32 | 0.33 | 0.33 | 0.32 | 0.33 | 0.33 | 0.32 | 0.33 | 0.35 | 0.35 |
FRIN.L | -0.13 | 0.30 | 0.34 | 0.30 | 1.00 | 0.35 | 0.33 | 0.41 | 0.41 | 0.35 | 0.35 | 0.42 | 0.34 | 0.40 | 0.36 | 0.44 | 0.40 | 0.40 | 0.44 | 0.46 | 0.46 | 0.46 | 0.44 | 0.41 | 0.43 | 0.43 | 0.51 | 0.43 | 0.51 | 0.51 | 0.52 | 0.46 | 0.45 |
AUSF | -0.04 | 0.60 | 0.42 | 0.45 | 0.35 | 1.00 | 0.55 | 0.39 | 0.55 | 0.56 | 0.56 | 0.63 | 0.61 | 0.82 | 0.51 | 0.34 | 0.36 | 0.31 | 0.53 | 0.34 | 0.34 | 0.34 | 0.46 | 0.35 | 0.36 | 0.36 | 0.47 | 0.36 | 0.48 | 0.47 | 0.49 | 0.51 | 0.50 |
DXJ | 0.24 | 0.44 | 0.40 | 0.80 | 0.33 | 0.55 | 1.00 | 0.32 | 0.81 | 0.96 | 0.96 | 0.58 | 0.46 | 0.61 | 0.35 | 0.36 | 0.35 | 0.33 | 0.40 | 0.34 | 0.34 | 0.35 | 0.40 | 0.36 | 0.37 | 0.37 | 0.39 | 0.37 | 0.39 | 0.39 | 0.40 | 0.42 | 0.42 |
C071.DE | -0.16 | 0.25 | 0.30 | 0.27 | 0.41 | 0.39 | 0.32 | 1.00 | 0.41 | 0.35 | 0.35 | 0.54 | 0.43 | 0.43 | 0.52 | 0.52 | 0.53 | 0.54 | 0.66 | 0.53 | 0.54 | 0.54 | 0.62 | 0.57 | 0.58 | 0.59 | 0.60 | 0.60 | 0.59 | 0.61 | 0.61 | 0.66 | 0.65 |
CJP.TO | 0.08 | 0.46 | 0.45 | 0.68 | 0.41 | 0.55 | 0.81 | 0.41 | 1.00 | 0.81 | 0.80 | 0.56 | 0.49 | 0.60 | 0.44 | 0.42 | 0.40 | 0.38 | 0.51 | 0.40 | 0.40 | 0.40 | 0.47 | 0.42 | 0.44 | 0.44 | 0.48 | 0.44 | 0.48 | 0.48 | 0.49 | 0.52 | 0.51 |
HEWJ | 0.22 | 0.42 | 0.42 | 0.79 | 0.35 | 0.56 | 0.96 | 0.35 | 0.81 | 1.00 | 0.99 | 0.62 | 0.51 | 0.62 | 0.38 | 0.41 | 0.42 | 0.38 | 0.44 | 0.40 | 0.40 | 0.40 | 0.44 | 0.42 | 0.43 | 0.43 | 0.43 | 0.44 | 0.44 | 0.44 | 0.44 | 0.46 | 0.46 |
DBJP | 0.22 | 0.41 | 0.41 | 0.79 | 0.35 | 0.56 | 0.96 | 0.35 | 0.80 | 0.99 | 1.00 | 0.62 | 0.51 | 0.62 | 0.38 | 0.41 | 0.42 | 0.39 | 0.44 | 0.40 | 0.40 | 0.40 | 0.45 | 0.42 | 0.43 | 0.44 | 0.43 | 0.44 | 0.44 | 0.44 | 0.44 | 0.46 | 0.46 |
HEDJ | 0.02 | 0.43 | 0.40 | 0.49 | 0.42 | 0.63 | 0.58 | 0.54 | 0.56 | 0.62 | 0.62 | 1.00 | 0.60 | 0.69 | 0.48 | 0.46 | 0.47 | 0.45 | 0.56 | 0.46 | 0.46 | 0.47 | 0.53 | 0.48 | 0.50 | 0.50 | 0.51 | 0.50 | 0.52 | 0.53 | 0.53 | 0.56 | 0.56 |
HTUS | -0.02 | 0.39 | 0.36 | 0.39 | 0.34 | 0.61 | 0.46 | 0.43 | 0.49 | 0.51 | 0.51 | 0.60 | 1.00 | 0.70 | 0.52 | 0.52 | 0.58 | 0.56 | 0.61 | 0.58 | 0.58 | 0.58 | 0.61 | 0.59 | 0.60 | 0.60 | 0.62 | 0.60 | 0.62 | 0.63 | 0.63 | 0.64 | 0.65 |
FMIL | -0.00 | 0.62 | 0.51 | 0.47 | 0.40 | 0.82 | 0.61 | 0.43 | 0.60 | 0.62 | 0.62 | 0.69 | 0.70 | 1.00 | 0.51 | 0.49 | 0.50 | 0.45 | 0.57 | 0.49 | 0.49 | 0.49 | 0.55 | 0.50 | 0.50 | 0.51 | 0.57 | 0.51 | 0.58 | 0.57 | 0.59 | 0.59 | 0.60 |
FLXU.DE | -0.06 | 0.33 | 0.28 | 0.31 | 0.36 | 0.51 | 0.35 | 0.52 | 0.44 | 0.38 | 0.38 | 0.48 | 0.52 | 0.51 | 1.00 | 0.57 | 0.62 | 0.59 | 0.80 | 0.60 | 0.59 | 0.60 | 0.75 | 0.64 | 0.63 | 0.64 | 0.72 | 0.65 | 0.73 | 0.73 | 0.74 | 0.80 | 0.79 |
SMGB.L | -0.09 | 0.24 | 0.32 | 0.29 | 0.44 | 0.34 | 0.36 | 0.52 | 0.42 | 0.41 | 0.41 | 0.46 | 0.52 | 0.49 | 0.57 | 1.00 | 0.81 | 0.85 | 0.67 | 0.87 | 0.87 | 0.88 | 0.74 | 0.84 | 0.84 | 0.85 | 0.79 | 0.85 | 0.80 | 0.79 | 0.79 | 0.76 | 0.76 |
SXLK.AS | -0.07 | 0.21 | 0.27 | 0.30 | 0.40 | 0.36 | 0.35 | 0.53 | 0.40 | 0.42 | 0.42 | 0.47 | 0.58 | 0.50 | 0.62 | 0.81 | 1.00 | 0.88 | 0.75 | 0.88 | 0.88 | 0.88 | 0.81 | 0.92 | 0.92 | 0.91 | 0.78 | 0.92 | 0.79 | 0.80 | 0.79 | 0.83 | 0.84 |
IUIT.L | -0.04 | 0.19 | 0.26 | 0.29 | 0.40 | 0.31 | 0.33 | 0.54 | 0.38 | 0.38 | 0.39 | 0.45 | 0.56 | 0.45 | 0.59 | 0.85 | 0.88 | 1.00 | 0.74 | 0.96 | 0.96 | 0.96 | 0.81 | 0.95 | 0.94 | 0.94 | 0.83 | 0.95 | 0.83 | 0.85 | 0.84 | 0.83 | 0.85 |
USCP.DE | -0.11 | 0.34 | 0.34 | 0.33 | 0.44 | 0.53 | 0.40 | 0.66 | 0.51 | 0.44 | 0.44 | 0.56 | 0.61 | 0.57 | 0.80 | 0.67 | 0.75 | 0.74 | 1.00 | 0.73 | 0.73 | 0.73 | 0.89 | 0.79 | 0.79 | 0.79 | 0.85 | 0.80 | 0.84 | 0.86 | 0.87 | 0.94 | 0.93 |
IITU.L | -0.06 | 0.21 | 0.28 | 0.29 | 0.46 | 0.34 | 0.34 | 0.53 | 0.40 | 0.40 | 0.40 | 0.46 | 0.58 | 0.49 | 0.60 | 0.87 | 0.88 | 0.96 | 0.73 | 1.00 | 0.99 | 0.99 | 0.81 | 0.94 | 0.93 | 0.94 | 0.89 | 0.94 | 0.89 | 0.90 | 0.89 | 0.83 | 0.84 |
XSTC.L | -0.06 | 0.22 | 0.29 | 0.30 | 0.46 | 0.34 | 0.34 | 0.54 | 0.40 | 0.40 | 0.40 | 0.46 | 0.58 | 0.49 | 0.59 | 0.87 | 0.88 | 0.96 | 0.73 | 0.99 | 1.00 | 0.99 | 0.81 | 0.94 | 0.94 | 0.94 | 0.88 | 0.94 | 0.89 | 0.90 | 0.89 | 0.83 | 0.84 |
XLKQ.L | -0.06 | 0.22 | 0.29 | 0.30 | 0.46 | 0.34 | 0.35 | 0.54 | 0.40 | 0.40 | 0.40 | 0.47 | 0.58 | 0.49 | 0.60 | 0.88 | 0.88 | 0.96 | 0.73 | 0.99 | 0.99 | 1.00 | 0.81 | 0.94 | 0.93 | 0.94 | 0.89 | 0.94 | 0.89 | 0.90 | 0.89 | 0.83 | 0.85 |
CSY2.DE | -0.06 | 0.31 | 0.33 | 0.34 | 0.44 | 0.46 | 0.40 | 0.62 | 0.47 | 0.44 | 0.45 | 0.53 | 0.61 | 0.55 | 0.75 | 0.74 | 0.81 | 0.81 | 0.89 | 0.81 | 0.81 | 0.81 | 1.00 | 0.86 | 0.85 | 0.86 | 0.86 | 0.87 | 0.86 | 0.88 | 0.88 | 0.94 | 0.94 |
QDVE.DE | -0.07 | 0.21 | 0.30 | 0.32 | 0.41 | 0.35 | 0.36 | 0.57 | 0.42 | 0.42 | 0.42 | 0.48 | 0.59 | 0.50 | 0.64 | 0.84 | 0.92 | 0.95 | 0.79 | 0.94 | 0.94 | 0.94 | 0.86 | 1.00 | 0.98 | 0.99 | 0.83 | 0.99 | 0.83 | 0.84 | 0.83 | 0.89 | 0.90 |
WTCH.AS | -0.10 | 0.22 | 0.32 | 0.33 | 0.43 | 0.36 | 0.37 | 0.58 | 0.44 | 0.43 | 0.43 | 0.50 | 0.60 | 0.50 | 0.63 | 0.84 | 0.92 | 0.94 | 0.79 | 0.93 | 0.94 | 0.93 | 0.85 | 0.98 | 1.00 | 0.98 | 0.83 | 0.99 | 0.83 | 0.84 | 0.83 | 0.88 | 0.89 |
XDWT.DE | -0.09 | 0.22 | 0.32 | 0.33 | 0.43 | 0.36 | 0.37 | 0.59 | 0.44 | 0.43 | 0.44 | 0.50 | 0.60 | 0.51 | 0.64 | 0.85 | 0.91 | 0.94 | 0.79 | 0.94 | 0.94 | 0.94 | 0.86 | 0.99 | 0.98 | 1.00 | 0.83 | 0.99 | 0.84 | 0.85 | 0.84 | 0.89 | 0.90 |
SPEP.L | -0.07 | 0.34 | 0.34 | 0.32 | 0.51 | 0.47 | 0.39 | 0.60 | 0.48 | 0.43 | 0.43 | 0.51 | 0.62 | 0.57 | 0.72 | 0.79 | 0.78 | 0.83 | 0.85 | 0.89 | 0.88 | 0.89 | 0.86 | 0.83 | 0.83 | 0.83 | 1.00 | 0.83 | 0.95 | 0.97 | 0.98 | 0.90 | 0.91 |
LYPG.DE | -0.09 | 0.22 | 0.32 | 0.33 | 0.43 | 0.36 | 0.37 | 0.60 | 0.44 | 0.44 | 0.44 | 0.50 | 0.60 | 0.51 | 0.65 | 0.85 | 0.92 | 0.95 | 0.80 | 0.94 | 0.94 | 0.94 | 0.87 | 0.99 | 0.99 | 0.99 | 0.83 | 1.00 | 0.84 | 0.85 | 0.84 | 0.89 | 0.91 |
IUQF.L | -0.08 | 0.33 | 0.34 | 0.33 | 0.51 | 0.48 | 0.39 | 0.59 | 0.48 | 0.44 | 0.44 | 0.52 | 0.62 | 0.58 | 0.73 | 0.80 | 0.79 | 0.83 | 0.84 | 0.89 | 0.89 | 0.89 | 0.86 | 0.83 | 0.83 | 0.84 | 0.95 | 0.84 | 1.00 | 0.96 | 0.97 | 0.89 | 0.89 |
500P.L | -0.07 | 0.31 | 0.33 | 0.32 | 0.51 | 0.47 | 0.39 | 0.61 | 0.48 | 0.44 | 0.44 | 0.53 | 0.63 | 0.57 | 0.73 | 0.79 | 0.80 | 0.85 | 0.86 | 0.90 | 0.90 | 0.90 | 0.88 | 0.84 | 0.84 | 0.85 | 0.97 | 0.85 | 0.96 | 1.00 | 0.98 | 0.91 | 0.91 |
JURE.L | -0.07 | 0.35 | 0.34 | 0.33 | 0.52 | 0.49 | 0.40 | 0.61 | 0.49 | 0.44 | 0.44 | 0.53 | 0.63 | 0.59 | 0.74 | 0.79 | 0.79 | 0.84 | 0.87 | 0.89 | 0.89 | 0.89 | 0.88 | 0.83 | 0.83 | 0.84 | 0.98 | 0.84 | 0.97 | 0.98 | 1.00 | 0.92 | 0.92 |
VUSA.DE | -0.08 | 0.34 | 0.35 | 0.35 | 0.46 | 0.51 | 0.42 | 0.66 | 0.52 | 0.46 | 0.46 | 0.56 | 0.64 | 0.59 | 0.80 | 0.76 | 0.83 | 0.83 | 0.94 | 0.83 | 0.83 | 0.83 | 0.94 | 0.89 | 0.88 | 0.89 | 0.90 | 0.89 | 0.89 | 0.91 | 0.92 | 1.00 | 0.99 |
5ESG.DE | -0.09 | 0.34 | 0.35 | 0.35 | 0.45 | 0.50 | 0.42 | 0.65 | 0.51 | 0.46 | 0.46 | 0.56 | 0.65 | 0.60 | 0.79 | 0.76 | 0.84 | 0.85 | 0.93 | 0.84 | 0.84 | 0.85 | 0.94 | 0.90 | 0.89 | 0.90 | 0.91 | 0.91 | 0.89 | 0.91 | 0.92 | 0.99 | 1.00 |