GoodETFs
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
GoodETFs
Последнее обновление 20 апр. 2025 г.
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в GoodETFs 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
GoodETFs
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 14 июн. 2021 г., начальной даты DFAC
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| GoodETFs | -10.91% | -6.94% | -10.13% | 6.42% | N/A | N/A |
| Активы портфеля: | ||||||
SPY | -9.91% | -6.63% | -9.38% | 7.66% | N/A | N/A |
IVV iShares Core S&P 500 ETF | -9.91% | -6.72% | -9.41% | 7.70% | 15.11% | 11.59% |
VOO | -9.88% | -6.64% | -9.35% | 7.75% | N/A | N/A |
VTI | -10.40% | -6.85% | -9.83% | 6.93% | N/A | N/A |
QQQ Invesco QQQ | -13.00% | -7.20% | -9.91% | 7.76% | 16.65% | 16.07% |
VUG | -14.09% | -6.75% | -9.98% | 9.75% | N/A | N/A |
IWF iShares Russell 1000 Growth ETF | -14.84% | -7.22% | -10.58% | 8.57% | 16.17% | 14.09% |
VIG | -5.66% | -5.02% | -7.92% | 7.54% | N/A | N/A |
VGT | -18.60% | -10.05% | -16.03% | 5.91% | N/A | N/A |
XLK | -16.91% | -9.46% | -16.19% | 0.87% | N/A | N/A |
SCHD Schwab US Dividend Equity ETF | -6.12% | -8.23% | -10.14% | 3.31% | 13.20% | 10.23% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -10.48% | -6.89% | -9.84% | 6.92% | 14.66% | 10.97% |
RSP Invesco S&P 500® Equal Weight ETF | -6.73% | -6.41% | -9.82% | 3.45% | 14.21% | 8.90% |
IVW iShares S&P 500 Growth ETF | -12.77% | -6.47% | -9.07% | 12.07% | 15.12% | 13.05% |
SCHX Schwab U.S. Large-Cap ETF | -10.05% | -6.75% | -9.36% | 8.95% | 15.95% | 12.89% |
QUAL iShares Edge MSCI USA Quality Factor ETF | -9.14% | -6.11% | -11.04% | 5.53% | 14.53% | 11.39% |
IWB iShares Russell 1000 ETF | -10.09% | -6.73% | -9.43% | 7.37% | 14.87% | 11.18% |
VV | -9.79% | -6.50% | -9.05% | 8.08% | N/A | N/A |
IVE iShares S&P 500 Value ETF | -6.71% | -6.69% | -10.81% | 1.42% | 13.64% | 8.96% |
DGRO iShares Core Dividend Growth ETF | -4.61% | -5.67% | -7.87% | 6.89% | 13.23% | 10.76% |
SCHB Schwab U.S. Broad Market ETF | -10.53% | -6.92% | -9.90% | 6.88% | 14.69% | 10.90% |
SPLG SPDR Portfolio S&P 500 ETF | -9.89% | -6.67% | -9.34% | 7.74% | 15.13% | 11.56% |
SCHG Schwab U.S. Large-Cap Growth ETF | -14.91% | -7.15% | -10.61% | 9.33% | 17.18% | 14.15% |
SPYG | -12.75% | -6.49% | -9.05% | 12.18% | N/A | N/A |
SPYV | -6.71% | -6.77% | -10.80% | 1.53% | N/A | N/A |
XLY | -17.13% | -5.50% | -6.64% | 10.18% | N/A | N/A |
COWZ Pacer US Cash Cows 100 ETF | -10.71% | -9.55% | -13.88% | -7.29% | 18.72% | N/A |
VONG | -14.79% | -7.20% | -10.55% | 8.62% | N/A | N/A |
MGK Vanguard Mega Cap Growth ETF | -14.73% | -6.99% | -10.53% | 9.72% | 16.45% | 14.20% |
JEPI JPMorgan Equity Premium Income ETF | -4.83% | -5.45% | -6.76% | 4.47% | N/A | N/A |
DFAC Dimensional U.S. Core Equity 2 ETF | -10.56% | -7.27% | -11.49% | 3.70% | N/A | N/A |
VYM | -4.67% | -6.28% | -6.74% | 7.34% | N/A | N/A |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью GoodETFs, 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 | 2.45% | -1.66% | -5.97% | -5.96% | -10.91% | ||||||||
| 2024 | 1.30% | 5.09% | 2.97% | -4.31% | 4.74% | 3.56% | 1.25% | 2.12% | 2.17% | -0.89% | 6.25% | -2.41% | 23.51% |
| 2023 | 6.78% | -2.23% | 3.75% | 1.07% | 0.96% | 6.65% | 3.43% | -1.57% | -4.79% | -2.25% | 9.28% | 4.84% | 27.98% |
| 2022 | -5.88% | -2.94% | 3.58% | -8.90% | -0.11% | -8.42% | 9.58% | -4.10% | -9.23% | 7.88% | 5.51% | -5.98% | -19.51% |
| 2021 | 1.36% | 2.38% | 2.92% | -4.67% | 7.04% | -0.41% | 3.99% | 12.87% |
Комиссия
Комиссия GoodETFs составляет 0.11%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
IVV: 0.03%
QQQ
Invesco QQQQQQ: 0.20%
COWZ: 0.49%
JEPI: 0.35%
RSP: 0.20%
IWF: 0.19%
DFAC: 0.19%
IVW: 0.18%
IVE: 0.18%
QUAL: 0.15%
IWB: 0.15%
DGRO: 0.08%
SCHD: 0.06%
SCHG: 0.04%
ITOT: 0.03%
SCHX: 0.03%
SCHB: 0.03%
SPLG: 0.03%
MGK: 0.07%
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг GoodETFs составляет 29, 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: 0.23
^GSPC: 0.24
Portfolio: 0.46
^GSPC: 0.47
Portfolio: 1.07
^GSPC: 1.07
Portfolio: 0.23
^GSPC: 0.24
Portfolio: 1.01
^GSPC: 1.08
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
SPY | 0.30 | 0.56 | 1.08 | 0.31 | 1.40 |
IVV iShares Core S&P 500 ETF | 0.31 | 0.57 | 1.08 | 0.31 | 1.41 |
VOO | 0.32 | 0.57 | 1.08 | 0.32 | 1.42 |
VTI | 0.27 | 0.52 | 1.08 | 0.27 | 1.20 |
QQQ Invesco QQQ | 0.15 | 0.38 | 1.05 | 0.16 | 0.58 |
VUG | 0.23 | 0.49 | 1.07 | 0.25 | 0.93 |
IWF iShares Russell 1000 Growth ETF | 0.20 | 0.45 | 1.06 | 0.21 | 0.80 |
VIG | 0.50 | 0.80 | 1.11 | 0.51 | 2.44 |
VGT | 0.02 | 0.23 | 1.03 | 0.02 | 0.08 |
XLK | -0.13 | 0.03 | 1.00 | -0.15 | -0.51 |
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.27 | 0.51 | 1.07 | 0.27 | 1.18 |
RSP Invesco S&P 500® Equal Weight ETF | 0.21 | 0.42 | 1.06 | 0.20 | 0.83 |
IVW iShares S&P 500 Growth ETF | 0.32 | 0.61 | 1.09 | 0.36 | 1.34 |
SCHX Schwab U.S. Large-Cap ETF | 0.38 | 0.66 | 1.10 | 0.38 | 1.68 |
QUAL iShares Edge MSCI USA Quality Factor ETF | 0.17 | 0.37 | 1.05 | 0.17 | 0.74 |
IWB iShares Russell 1000 ETF | 0.30 | 0.54 | 1.08 | 0.29 | 1.30 |
VV | 0.33 | 0.59 | 1.09 | 0.34 | 1.48 |
IVE iShares S&P 500 Value ETF | 0.15 | 0.33 | 1.05 | 0.14 | 0.54 |
DGRO iShares Core Dividend Growth ETF | 0.54 | 0.84 | 1.12 | 0.56 | 2.57 |
SCHB Schwab U.S. Broad Market ETF | 0.27 | 0.52 | 1.07 | 0.27 | 1.18 |
SPLG SPDR Portfolio S&P 500 ETF | 0.32 | 0.57 | 1.08 | 0.32 | 1.42 |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.22 | 0.48 | 1.07 | 0.23 | 0.88 |
SPYG | 0.33 | 0.62 | 1.09 | 0.36 | 1.36 |
SPYV | 0.16 | 0.33 | 1.05 | 0.14 | 0.56 |
XLY | 0.32 | 0.64 | 1.08 | 0.31 | 1.05 |
COWZ Pacer US Cash Cows 100 ETF | -0.39 | -0.43 | 0.94 | -0.33 | -1.26 |
VONG | 0.21 | 0.46 | 1.06 | 0.22 | 0.82 |
MGK Vanguard Mega Cap Growth ETF | 0.21 | 0.47 | 1.07 | 0.23 | 0.85 |
JEPI JPMorgan Equity Premium Income ETF | 0.30 | 0.51 | 1.08 | 0.30 | 1.54 |
DFAC Dimensional U.S. Core Equity 2 ETF | 0.14 | 0.33 | 1.05 | 0.13 | 0.55 |
VYM | 0.53 | 0.84 | 1.12 | 0.57 | 2.64 |
GoodETFs
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность GoodETFs за предыдущие двенадцать месяцев составила 1.60%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.60% | 1.43% | 1.59% | 1.86% | 1.31% | 1.55% | 1.55% | 1.80% | 1.55% | 1.67% | 1.72% | 1.51% |
| Активы портфеля: | ||||||||||||
SPY | 1.36% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
IVV iShares Core S&P 500 ETF | 1.46% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
VOO | 1.44% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VTI | 1.45% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
QQQ Invesco QQQ | 0.67% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
VUG | 0.55% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
IWF iShares Russell 1000 Growth ETF | 0.52% | 0.46% | 0.67% | 0.91% | 0.50% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.33% |
VIG | 1.93% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
VGT | 0.63% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
XLK | 0.81% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.42% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% |
RSP Invesco S&P 500® Equal Weight ETF | 1.73% | 1.52% | 1.63% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.46% |
IVW iShares S&P 500 Growth ETF | 0.52% | 0.43% | 1.03% | 0.89% | 0.46% | 0.82% | 1.63% | 1.28% | 1.30% | 1.51% | 1.51% | 1.37% |
SCHX Schwab U.S. Large-Cap ETF | 1.36% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.93% | 2.04% | 1.76% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.13% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% |
IWB iShares Russell 1000 ETF | 1.26% | 1.14% | 1.31% | 1.56% | 1.09% | 1.37% | 1.71% | 2.06% | 1.64% | 1.89% | 1.95% | 1.71% |
VV | 1.40% | 1.24% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% | 1.77% |
IVE iShares S&P 500 Value ETF | 2.14% | 2.04% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.45% | 2.14% |
DGRO iShares Core Dividend Growth ETF | 2.38% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% |
SCHB Schwab U.S. Broad Market ETF | 1.40% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% |
SPLG SPDR Portfolio S&P 500 ETF | 1.45% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.48% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
SPYG | 0.71% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% |
SPYV | 2.30% | 2.29% | 1.75% | 2.23% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% |
XLY | 0.96% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% |
COWZ Pacer US Cash Cows 100 ETF | 2.02% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% |
VONG | 0.63% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% |
MGK Vanguard Mega Cap Growth ETF | 0.52% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% |
JEPI JPMorgan Equity Premium Income ETF | 8.06% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFAC Dimensional U.S. Core Equity 2 ETF | 1.21% | 1.03% | 1.20% | 1.50% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM | 3.05% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
GoodETFs
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
GoodETFs показал максимальную просадку в 25.37%, зарегистрированную 12 окт. 2022 г.. Полное восстановление заняло 294 торговые сессии.
Текущая просадка GoodETFs составляет 14.38%.
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 |
|---|---|---|---|---|---|---|
| -25.37% | 4 янв. 2022 г. | 195 | 12 окт. 2022 г. | 294 | 13 дек. 2023 г. | 489 |
| -19.52% | 20 февр. 2025 г. | 34 | 8 апр. 2025 г. | — | — | — |
| -8.79% | 17 июл. 2024 г. | 14 | 5 авг. 2024 г. | 32 | 19 сент. 2024 г. | 46 |
| -5.67% | 1 апр. 2024 г. | 15 | 19 апр. 2024 г. | 18 | 15 мая 2024 г. | 33 |
| -5.23% | 7 сент. 2021 г. | 20 | 4 окт. 2021 г. | 12 | 20 окт. 2021 г. | 32 |
Волатильность
График волатильности
Текущая волатильность GoodETFs составляет 13.83%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
GoodETFs
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| COWZ | SCHD | VYM | JEPI | XLY | SPYV | IVE | DGRO | XLK | VGT | RSP | MGK | VIG | QQQ | SCHG | VUG | VONG | IWF | SPYG | IVW | DFAC | QUAL | SCHX | VV | VTI | ITOT | SCHB | IVV | SPLG | VOO | SPY | IWB | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| COWZ | 1.00 | 0.86 | 0.88 | 0.73 | 0.65 | 0.86 | 0.86 | 0.85 | 0.58 | 0.60 | 0.89 | 0.57 | 0.79 | 0.59 | 0.59 | 0.60 | 0.61 | 0.61 | 0.62 | 0.63 | 0.86 | 0.74 | 0.76 | 0.75 | 0.78 | 0.78 | 0.78 | 0.76 | 0.76 | 0.76 | 0.76 | 0.77 |
| SCHD | 0.86 | 1.00 | 0.95 | 0.84 | 0.61 | 0.94 | 0.94 | 0.95 | 0.57 | 0.57 | 0.91 | 0.55 | 0.89 | 0.58 | 0.56 | 0.58 | 0.59 | 0.59 | 0.60 | 0.60 | 0.84 | 0.75 | 0.76 | 0.75 | 0.78 | 0.78 | 0.78 | 0.77 | 0.77 | 0.77 | 0.77 | 0.77 |
| VYM | 0.88 | 0.95 | 1.00 | 0.87 | 0.64 | 0.95 | 0.95 | 0.97 | 0.60 | 0.60 | 0.93 | 0.59 | 0.92 | 0.61 | 0.60 | 0.61 | 0.63 | 0.63 | 0.65 | 0.65 | 0.88 | 0.77 | 0.80 | 0.80 | 0.82 | 0.82 | 0.82 | 0.81 | 0.81 | 0.81 | 0.81 | 0.81 |
| JEPI | 0.73 | 0.84 | 0.87 | 1.00 | 0.65 | 0.88 | 0.88 | 0.91 | 0.65 | 0.65 | 0.87 | 0.66 | 0.92 | 0.66 | 0.67 | 0.68 | 0.69 | 0.69 | 0.71 | 0.71 | 0.83 | 0.81 | 0.81 | 0.81 | 0.81 | 0.81 | 0.81 | 0.82 | 0.82 | 0.82 | 0.82 | 0.82 |
| XLY | 0.65 | 0.61 | 0.64 | 0.65 | 1.00 | 0.72 | 0.72 | 0.70 | 0.78 | 0.80 | 0.78 | 0.85 | 0.75 | 0.86 | 0.86 | 0.86 | 0.86 | 0.86 | 0.84 | 0.84 | 0.83 | 0.82 | 0.87 | 0.86 | 0.87 | 0.87 | 0.87 | 0.86 | 0.86 | 0.86 | 0.86 | 0.87 |
| SPYV | 0.86 | 0.94 | 0.95 | 0.88 | 0.72 | 1.00 | 1.00 | 0.96 | 0.67 | 0.67 | 0.96 | 0.67 | 0.93 | 0.69 | 0.68 | 0.70 | 0.70 | 0.70 | 0.70 | 0.70 | 0.91 | 0.83 | 0.85 | 0.85 | 0.87 | 0.87 | 0.87 | 0.86 | 0.86 | 0.86 | 0.86 | 0.86 |
| IVE | 0.86 | 0.94 | 0.95 | 0.88 | 0.72 | 1.00 | 1.00 | 0.96 | 0.67 | 0.67 | 0.96 | 0.67 | 0.93 | 0.69 | 0.68 | 0.70 | 0.70 | 0.70 | 0.70 | 0.70 | 0.91 | 0.83 | 0.85 | 0.85 | 0.87 | 0.87 | 0.87 | 0.86 | 0.86 | 0.86 | 0.86 | 0.86 |
| DGRO | 0.85 | 0.95 | 0.97 | 0.91 | 0.70 | 0.96 | 0.96 | 1.00 | 0.69 | 0.69 | 0.95 | 0.69 | 0.97 | 0.70 | 0.70 | 0.71 | 0.72 | 0.72 | 0.74 | 0.74 | 0.91 | 0.85 | 0.87 | 0.87 | 0.88 | 0.88 | 0.88 | 0.88 | 0.88 | 0.88 | 0.88 | 0.88 |
| XLK | 0.58 | 0.57 | 0.60 | 0.65 | 0.78 | 0.67 | 0.67 | 0.69 | 1.00 | 0.99 | 0.73 | 0.96 | 0.77 | 0.97 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.84 | 0.91 | 0.91 | 0.92 | 0.90 | 0.90 | 0.90 | 0.92 | 0.92 | 0.92 | 0.92 | 0.91 |
| VGT | 0.60 | 0.57 | 0.60 | 0.65 | 0.80 | 0.67 | 0.67 | 0.69 | 0.99 | 1.00 | 0.74 | 0.97 | 0.77 | 0.98 | 0.97 | 0.97 | 0.97 | 0.97 | 0.96 | 0.96 | 0.85 | 0.92 | 0.92 | 0.93 | 0.92 | 0.92 | 0.92 | 0.92 | 0.92 | 0.92 | 0.92 | 0.92 |
| RSP | 0.89 | 0.91 | 0.93 | 0.87 | 0.78 | 0.96 | 0.96 | 0.95 | 0.73 | 0.74 | 1.00 | 0.73 | 0.94 | 0.75 | 0.74 | 0.76 | 0.76 | 0.76 | 0.77 | 0.77 | 0.96 | 0.88 | 0.90 | 0.89 | 0.92 | 0.92 | 0.92 | 0.90 | 0.90 | 0.90 | 0.90 | 0.91 |
| MGK | 0.57 | 0.55 | 0.59 | 0.66 | 0.85 | 0.67 | 0.67 | 0.69 | 0.96 | 0.97 | 0.73 | 1.00 | 0.76 | 0.99 | 0.99 | 1.00 | 0.99 | 0.99 | 0.98 | 0.98 | 0.84 | 0.92 | 0.93 | 0.94 | 0.92 | 0.92 | 0.92 | 0.94 | 0.93 | 0.94 | 0.94 | 0.93 |
| VIG | 0.79 | 0.89 | 0.92 | 0.92 | 0.75 | 0.93 | 0.93 | 0.97 | 0.77 | 0.77 | 0.94 | 0.76 | 1.00 | 0.77 | 0.77 | 0.78 | 0.79 | 0.80 | 0.81 | 0.81 | 0.92 | 0.91 | 0.91 | 0.91 | 0.91 | 0.91 | 0.91 | 0.92 | 0.92 | 0.92 | 0.92 | 0.91 |
| QQQ | 0.59 | 0.58 | 0.61 | 0.66 | 0.86 | 0.69 | 0.69 | 0.70 | 0.97 | 0.98 | 0.75 | 0.99 | 0.77 | 1.00 | 0.99 | 0.99 | 0.99 | 0.99 | 0.98 | 0.98 | 0.85 | 0.92 | 0.94 | 0.94 | 0.93 | 0.93 | 0.93 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 |
| SCHG | 0.59 | 0.56 | 0.60 | 0.67 | 0.86 | 0.68 | 0.68 | 0.70 | 0.96 | 0.97 | 0.74 | 0.99 | 0.77 | 0.99 | 1.00 | 1.00 | 0.99 | 1.00 | 0.99 | 0.98 | 0.85 | 0.93 | 0.94 | 0.95 | 0.93 | 0.93 | 0.93 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 |
| VUG | 0.60 | 0.58 | 0.61 | 0.68 | 0.86 | 0.70 | 0.70 | 0.71 | 0.96 | 0.97 | 0.76 | 1.00 | 0.78 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 0.98 | 0.98 | 0.86 | 0.93 | 0.95 | 0.95 | 0.94 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 |
| VONG | 0.61 | 0.59 | 0.63 | 0.69 | 0.86 | 0.70 | 0.70 | 0.72 | 0.96 | 0.97 | 0.76 | 0.99 | 0.79 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 | 0.87 | 0.94 | 0.95 | 0.96 | 0.94 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 |
| IWF | 0.61 | 0.59 | 0.63 | 0.69 | 0.86 | 0.70 | 0.70 | 0.72 | 0.96 | 0.97 | 0.76 | 0.99 | 0.80 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 | 0.87 | 0.94 | 0.95 | 0.96 | 0.94 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 |
| SPYG | 0.62 | 0.60 | 0.65 | 0.71 | 0.84 | 0.70 | 0.70 | 0.74 | 0.96 | 0.96 | 0.77 | 0.98 | 0.81 | 0.98 | 0.99 | 0.98 | 0.99 | 0.99 | 1.00 | 1.00 | 0.87 | 0.94 | 0.95 | 0.96 | 0.94 | 0.94 | 0.94 | 0.96 | 0.96 | 0.96 | 0.96 | 0.95 |
| IVW | 0.63 | 0.60 | 0.65 | 0.71 | 0.84 | 0.70 | 0.70 | 0.74 | 0.96 | 0.96 | 0.77 | 0.98 | 0.81 | 0.98 | 0.98 | 0.98 | 0.99 | 0.99 | 1.00 | 1.00 | 0.87 | 0.94 | 0.95 | 0.96 | 0.94 | 0.94 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 | 0.95 |
| DFAC | 0.86 | 0.84 | 0.88 | 0.83 | 0.83 | 0.91 | 0.91 | 0.91 | 0.84 | 0.85 | 0.96 | 0.84 | 0.92 | 0.85 | 0.85 | 0.86 | 0.87 | 0.87 | 0.87 | 0.87 | 1.00 | 0.94 | 0.96 | 0.96 | 0.97 | 0.97 | 0.97 | 0.96 | 0.96 | 0.96 | 0.96 | 0.97 |
| QUAL | 0.74 | 0.75 | 0.77 | 0.81 | 0.82 | 0.83 | 0.83 | 0.85 | 0.91 | 0.92 | 0.88 | 0.92 | 0.91 | 0.92 | 0.93 | 0.93 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 | 1.00 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 |
| SCHX | 0.76 | 0.76 | 0.80 | 0.81 | 0.87 | 0.85 | 0.85 | 0.87 | 0.91 | 0.92 | 0.90 | 0.93 | 0.91 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 | 0.96 | 0.97 | 1.00 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 1.00 |
| VV | 0.75 | 0.75 | 0.80 | 0.81 | 0.86 | 0.85 | 0.85 | 0.87 | 0.92 | 0.93 | 0.89 | 0.94 | 0.91 | 0.94 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 1.00 | 0.99 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| VTI | 0.78 | 0.78 | 0.82 | 0.81 | 0.87 | 0.87 | 0.87 | 0.88 | 0.90 | 0.92 | 0.92 | 0.92 | 0.91 | 0.93 | 0.93 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 | 0.97 | 0.97 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 | 0.99 | 0.99 | 1.00 |
| ITOT | 0.78 | 0.78 | 0.82 | 0.81 | 0.87 | 0.87 | 0.87 | 0.88 | 0.90 | 0.92 | 0.92 | 0.92 | 0.91 | 0.93 | 0.93 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 | 0.97 | 0.97 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 | 0.99 | 0.99 | 1.00 |
| SCHB | 0.78 | 0.78 | 0.82 | 0.81 | 0.87 | 0.87 | 0.87 | 0.88 | 0.90 | 0.92 | 0.92 | 0.92 | 0.91 | 0.93 | 0.93 | 0.94 | 0.94 | 0.94 | 0.94 | 0.95 | 0.97 | 0.97 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 | 0.99 | 0.99 | 1.00 |
| IVV | 0.76 | 0.77 | 0.81 | 0.82 | 0.86 | 0.86 | 0.86 | 0.88 | 0.92 | 0.92 | 0.90 | 0.94 | 0.92 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 1.00 | 0.99 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| SPLG | 0.76 | 0.77 | 0.81 | 0.82 | 0.86 | 0.86 | 0.86 | 0.88 | 0.92 | 0.92 | 0.90 | 0.93 | 0.92 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 1.00 | 0.99 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| VOO | 0.76 | 0.77 | 0.81 | 0.82 | 0.86 | 0.86 | 0.86 | 0.88 | 0.92 | 0.92 | 0.90 | 0.94 | 0.92 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 1.00 | 0.99 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| SPY | 0.76 | 0.77 | 0.81 | 0.82 | 0.86 | 0.86 | 0.86 | 0.88 | 0.92 | 0.92 | 0.90 | 0.94 | 0.92 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 1.00 | 0.99 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| IWB | 0.77 | 0.77 | 0.81 | 0.82 | 0.87 | 0.86 | 0.86 | 0.88 | 0.91 | 0.92 | 0.91 | 0.93 | 0.91 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 | 0.97 | 0.97 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 15 июн. 2021 г.