Vanguard FTSE Correlations

VA Etf

CAD 42.14 0.25 0.59%

The current 90-days correlation between Vanguard FTSE Developed and Vanguard FTSE Developed is 0.79 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vanguard FTSE moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vanguard FTSE Developed moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Vanguard FTSE Correlation With Market

Good diversification

The correlation between Vanguard FTSE Developed and DJI is -0.08 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard FTSE Developed and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Vanguard FTSE could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vanguard FTSE when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vanguard FTSE - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vanguard FTSE Developed to buy it.

Moving together with Vanguard Etf

0.96	DRMU	Desjardins RI USA	Pair Corr
0.96	FTN	Financial 15 Split	Pair Corr
0.96	DRFG	Desjardins RI Global	Pair Corr
0.95	HAC	Global X Seasonal	Pair Corr
0.97	QDX	Mackenzie International	Pair Corr
0.97	QCE	Mackenzie Canadian Large	Pair Corr
0.96	QCN	Mackenzie Canadian Equity	Pair Corr
0.94	QQQT-B	Evolve NASDAQ Technology	Pair Corr
0.98	XCNS	iShares Core Conservative	Pair Corr
0.93	DXO	Dynamic Active Crossover	Pair Corr
0.95	VVL	Vanguard Global Value	Pair Corr
0.96	YMAG	Tech Innovators Yield	Pair Corr
0.97	HYLD	Hamilton Enhanced Covered	Pair Corr
0.95	RUD	RBC Quant Dividend	Pair Corr
0.94	PHE-B	Purpose Fund Corp	Pair Corr
0.94	FCUQ	Fidelity High Quality	Pair Corr
0.97	BDIV	Brompton Global Dividend	Pair Corr
0.79	NREA	NBI Global Real	Pair Corr
0.93	IITE	Invesco SP International	Pair Corr
0.78	CGR	iShares Global Real	Pair Corr
0.96	HXS	Global X SP	Pair Corr
0.96	XEC	iShares Core MSCI	Pair Corr
0.78	NXF	First Asset Energy	Pair Corr
0.93	CVD	iShares Convertible Bond	Pair Corr
0.95	RQO	RBC Target 2026	Pair Corr
0.92	ARB	Accelerate Arbitrage	Pair Corr
0.73	ZXLR-F	BMO SPDR Real	Pair Corr
0.9	XCH	iShares China	Pair Corr
0.92	UBIL-U	Global X 0	Pair Corr
0.97	HDIV	Hamilton Enhanced Multi	Pair Corr
0.96	XMTM	iShares MSCI USA	Pair Corr
0.9	MUB	Mackenzie Unconstrained	Pair Corr
0.96	XIC	iShares Core SPTSX	Pair Corr
0.72	SVR	iShares Silver Bullion	Pair Corr
0.87	CAFR	CIBC Active Investment	Pair Corr
0.9	RIIN	Russell Investments	Pair Corr
0.98	FBAL	Fidelity All in	Pair Corr

Related Correlations Analysis

	VE	VEE	VDU	VGH	VGG
VE		0.95	0.99	0.94	0.94	VE
VEE	0.95		0.96	0.95	0.97	VEE
VDU	0.99	0.96		0.97	0.96	VDU
VGH	0.94	0.95	0.97		0.98	VGH
VGG	0.94	0.97	0.96	0.98		VGG
	VE	VEE	VDU	VGH	VGG

Click cells to compare fundamentals

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Vanguard FTSE Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard FTSE ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Vanguard FTSE's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
VE	0.57	0.13	0.01	1.27	0.51	(0.61)	1.43	(0.96)	3.63
VEE	0.59	0.19	0.08	5.02	0.48	(0.66)	1.50	(0.80)	4.36
VDU	0.55	0.15	0.04	20.33	0.36	(0.63)	1.32	(0.87)	3.28
VGH	0.61	0.14	0.02	2.41	0.59	(0.71)	1.33	(1.06)	3.92
VGG	0.64	0.12	0.00	2.67	0.75	(0.67)	1.29	(1.33)	4.80

Be your own money manager

Our tools can tell you how much better you can do entering a position in Vanguard FTSE without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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