lag 1dρ -0.23holdout -0.30stable 75%$/day $3.6Mrobust
EFAD ProShares MSCI EAFE Dividend Growers ETF
- Last close
- 45.72
- 504-day return
- +22.80%
- Median $/day
- $122k
- Relationships shown
- 17
- Leader rank
- #428
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
EFAD vs IGRO
Both indexed to 100 at 2026-05-11.
Follows EFAD
These tend to repeat EFAD's moves later.
Moves with EFAD
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.90beyond mkt +0.56holdout +0.90stable 100%robust
ρ +0.87beyond mkt +0.53holdout +0.83stable 100%robust
ρ +0.86beyond mkt +0.50holdout +0.87stable 100%robust
ρ +0.83beyond mkt +0.45holdout +0.85stable 100%robust
ρ +0.86beyond mkt +0.41holdout +0.88stable 100%robust
ρ +0.72beyond mkt +0.19holdout +0.74stable 100%robust
Moves against EFAD
ρ -0.55beyond mkt -0.16holdout -0.63stable 100%robust
ρ -0.48beyond mkt +0.07holdout -0.49stable 100%robust
ρ -0.41beyond mkt +0.02holdout -0.44stable 100%robust
ρ -0.34beyond mkt -0.00holdout -0.39stable 75%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.54holdout +0.57stable 75%robust
horizon 10dρ +0.40holdout +0.57stable 75%robust
horizon 10dρ +0.39holdout +0.37stable 75%robust
horizon 10dρ +0.37holdout +0.62stable 62%moderate
horizon 5dρ +0.36holdout +0.46stable 75%robust
horizon 5dρ +0.32holdout +0.17stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.79recent -0.39prior +0.40beyond mkt +0.03
Δ -0.78recent -0.55prior +0.22beyond mkt +0.02
Δ -0.73recent -0.44prior +0.29beyond mkt +0.01
Δ -0.72recent -0.39prior +0.32beyond mkt +0.09
Δ -0.67recent -0.33prior +0.33beyond mkt +0.05
Δ -0.66recent -0.53prior +0.13beyond mkt +0.04
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.