Pair Correlation Between XU100 and FTSE 100

This module allows you to analyze existing cross correlation between XU100 and FTSE 100. You can compare the effects of market volatilities on XU100 and FTSE 100 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 XU100 with a short position of FTSE 100. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and FTSE 100.
 Time Horizon     30 Days    Login   to change
 XU100  vs   FTSE 100
 Performance (%) 

Pair Volatility

If you would invest  11,024,789  in XU100 on December 18, 2017 and sell it today you would earn a total of  417,047  from holding XU100 or generate 3.78% return on investment over 30 days.

Correlation Coefficient

Pair Corralation between XU100 and FTSE 100


Time Period1 Month [change]
ValuesDaily Returns


Poor diversification

Overlapping area represents the amount of risk that can be diversified away by holding XU100 and FTSE 100 in the same portfolio assuming nothing else is changed. The correlation between historical prices or returns on FTSE 100 and XU100 is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on XU100 are associated (or correlated) with FTSE 100. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of FTSE 100 has no effect on the direction of XU100 i.e. XU100 and FTSE 100 go up and down completely randomly.

Comparative Volatility

 Predicted Return Density