ρ +0.77beyond mkt +0.36holdout +0.80stable 100%robust
DJIA Global X Dow 30 Covered Call ETF
- Last close
- 22.21
- 504-day return
- +22.71%
- Median $/day
- $1.0M
- Relationships shown
- 13
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
DJIA vs DIA
Both indexed to 100 at 2026-05-11.
Moves with DJIA
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.69beyond mkt +0.28holdout +0.66stable 100%robust
ρ +0.62beyond mkt +0.26holdout +0.62stable 100%robust
ρ +0.71beyond mkt +0.24holdout +0.74stable 100%robust
ρ +0.72beyond mkt +0.18holdout +0.75stable 100%robust
ρ +0.68beyond mkt +0.17holdout +0.64stable 100%robust
Moves against DJIA
ρ -0.62beyond mkt -0.16holdout -0.56stable 100%robust
ρ -0.55beyond mkt -0.14holdout -0.48stable 100%robust
ρ -0.45beyond mkt -0.10holdout -0.25stable 88%robust
ρ -0.40beyond mkt +0.05holdout -0.38stable 100%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 -0.68recent -0.48prior +0.19beyond mkt +0.03
Δ -0.56recent -0.17prior +0.39beyond mkt -0.08
Δ -0.55recent -0.19prior +0.36beyond mkt -0.07
Δ -0.53recent -0.42prior +0.11beyond mkt -0.02
Δ -0.53recent -0.17prior +0.36beyond mkt -0.03
Δ -0.52recent -0.10prior +0.42beyond mkt -0.03
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.
| Symbol | beyond mkt | raw ρ | shared | isolation |
|---|---|---|---|---|
| DIA State Street SPDR Dow Jones Industrial Average ETF Trust | +0.36 | +0.77 | 13 |