lag 1dρ -0.22holdout -0.18stable 88%$/day $129krobust
DGT State Street SPDR Global Dow ETF
- Last close
- 186.80
- 504-day return
- +46.39%
- Median $/day
- $1.6M
- Relationships shown
- 16
- Leader rank
- #373
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Same exposure: QWLD move almost identically to DGT (|ρ| ≥ 0.93). Same-day relationships for the group are listed here.
DGT vs SFGV
Both indexed to 100 at 2026-05-11.
Follows DGT
These tend to repeat DGT's moves later.
lag 1dρ -0.21holdout -0.14stable 75%$/day $228krobust
Moves with DGT
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.90beyond mkt +0.34holdout +0.91stable 100%robust
ρ +0.43beyond mkt +0.12holdout +0.26stable 75%robust
ρ +0.40beyond mkt +0.11holdout +0.46stable 100%robust
ρ +0.73beyond mkt +0.11holdout +0.61stable 100%robust
ρ +0.43beyond mkt -0.10holdout +0.36stable 88%robust
ρ +0.48beyond mkt +0.10holdout +0.42stable 88%robust
Moves against DGT
ρ -0.58beyond mkt +0.08holdout -0.57stable 100%robust
ρ -0.69beyond mkt +0.06holdout -0.67stable 100%robust
ρ -0.36beyond mkt +0.04holdout -0.53stable 88%robust
ρ -0.50beyond mkt +0.04holdout -0.32stable 88%robust
ρ -0.55beyond mkt +0.01holdout -0.61stable 100%robust
ρ -0.30beyond mkt +0.01holdout -0.33stable 75%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.71recent -0.51prior +0.20beyond mkt -0.01
Δ -0.69recent -0.18prior +0.51beyond mkt +0.10
Δ -0.67recent -0.34prior +0.34beyond mkt +0.06
Δ -0.61recent -0.55prior +0.05beyond mkt +0.02
Δ -0.61recent -0.13prior +0.48beyond mkt +0.12
Δ -0.59recent -0.40prior +0.19beyond mkt -0.04