Correlations for 0M2Z (LSE) to Indices, Commodities, Bonds & Sectors
Correlations are calculated on Total Return basis (incl. Dividends); if less than 5 years / 12 months of data is available, we use all the data we got so far.Indices
| Symbol | Correlation 5 years |
Correlation 12m / TTM |
|
|---|---|---|---|
| US S&P 500 | SPY | 54.2% | -57.1% |
| US NADSAQ 100 | QQQ | 38.5% | -58.7% |
| US Dow Jones Industrial 30 | DIA | 58.1% | -39.4% |
| German DAX 40 | DBXD | 30.4% | -53.3% |
| UK FTSE 100 | ISF | 78.4% | -11.2% |
| Shanghai Shenzhen CSI 300 | CSI300 | -8.3% | -54.8% |
| Hongkong Hang Seng | HSI | -76.7% | -76.8% |
| Japan Nikkei 225 | N225 | 52.7% | 39.3% |
| Brasil Bovespa | BVSP | 27.9% | -8.2% |
| India NIFTY 50 | NSEI | 76.3% | 23.6% |
| Bitcoin | BTC | 15.7% | -18.9% |
Sectors
| Symbol | Correlation 5 years |
Correlation 12m / TTM |
Communication Services | XLC | 4.3% | -72.1% |
|---|---|---|---|
| Consumer Discretionary | XLY | 34.6% | -51.2% |
| Consumer Staples | XLP | 66.4% | -17.9% |
| Energy | XLE | 89.8% | 48.0% |
| Financial | XLF | 67.9% | -5.5% |
| Health Care | XLV | 67.9% | -5.5% |
| Industrial | XLI | 57.7% | -32.6% |
| Materials | XLB | 60.7% | -48.0% |
| Real Estate | XLRE | 50.5% | -52.7% |
| Technology | XLK | 48.5% | -58.0% |
| Utilities | XLU | 68.0% | 22.4% |
| Aerospace & Defense | XAR | 30.2% | -49.5% |
| Biotech | XBI | -34.9% | -31.9% |
| Homebuilder | XHB | 42.3% | -67.1% |
| Retail | XRT | 36.1% | -68.6% |
Commodities (Futures)
| Symbol | Correlation 5 years |
Correlation 12m / TTM |
|
|---|---|---|---|
| Crude Oil | CL | 83.6% | -25.6% |
| Natural Gas | NG | 88.6% | 54.5% |
| Gold | GC | 27.3% | -76.9% |
| Silver | SI | 12.2% | -50.2% |
| Copper | HG | 51.1% | -56.7% |