This module allows you to analyze existing cross correlation between iShares MSCI EAFE Small Cap ETF and Vanguard FTSE All Wld ex US SmCp ETF. You can compare the effects of market volatilities on iShares MSCI and Vanguard FTSE 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 iShares MSCI with a short position of Vanguard FTSE. See also your portfolio center. Please also check ongoing floating volatility patterns of iShares MSCI and Vanguard FTSE.
|Time Horizon||30 Days Login to change|
iShares MSCI EAFE Small Cap ET vs. Vanguard FTSE All Wld ex US Sm
Considering 30-days investment horizon, iShares MSCI EAFE Small Cap ETF is expected to under-perform the Vanguard FTSE. In addition to that, iShares MSCI is 1.14 times more volatile than Vanguard FTSE All Wld ex US SmCp ETF. It trades about -0.16 of its total potential returns per unit of risk. Vanguard FTSE All Wld ex US SmCp ETF is currently generating about -0.12 per unit of volatility. If you would invest 12,131 in Vanguard FTSE All Wld ex US SmCp ETF on May 19, 2018 and sell it today you would lose (200.00) from holding Vanguard FTSE All Wld ex US SmCp ETF or give up 1.65% of portfolio value over 30 days.