This module allows you to analyze existing cross correlation between DOW and iShares MSCI EAFE Small Cap ETF. You can compare the effects of market volatilities on DOW and iShares MSCI and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in DOW with a short position of iShares MSCI. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and iShares MSCI.
|Time Horizon||30 Days Login to change|
DOW vs. iShares MSCI EAFE Small Cap ET
Given the investment horizon of 30 days, DOW is expected to under-perform the iShares MSCI. In addition to that, DOW is 1.89 times more volatile than iShares MSCI EAFE Small Cap ETF. It trades about -0.02 of its total potential returns per unit of risk. iShares MSCI EAFE Small Cap ETF is currently generating about 0.05 per unit of volatility. If you would invest 6,539 in iShares MSCI EAFE Small Cap ETF on March 23, 2018 and sell it today you would earn a total of 89.00 from holding iShares MSCI EAFE Small Cap ETF or generate 1.36% return on investment over 30 days.