lag 1dρ -0.20holdout -0.32stable 88%$/day $3.6Mrobust
FGD First Trust Dow Jones Global Select Dividend Index Fund
- Last close
- 33.16
- 504-day return
- +58.66%
- Median $/day
- $4.1M
- Relationships shown
- 16
- Leader rank
- #409
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
FGD vs IDV
Both indexed to 100 at 2026-05-11.
Follows FGD
These tend to repeat FGD's moves later.
Moves with FGD
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.90beyond mkt +0.65holdout +0.89stable 100%robust
ρ +0.87beyond mkt +0.45holdout +0.83stable 100%robust
ρ +0.84beyond mkt +0.45holdout +0.86stable 100%robust
ρ +0.85beyond mkt +0.44holdout +0.82stable 100%robust
ρ +0.75beyond mkt +0.40holdout +0.75stable 100%robust
ρ +0.86beyond mkt +0.36holdout +0.82stable 100%robust
Moves against FGD
ρ -0.54beyond mkt -0.21holdout -0.62stable 100%robust
ρ -0.48beyond mkt +0.01holdout -0.44stable 100%robust
ρ -0.33beyond mkt -0.01holdout -0.32stable 88%robust
ρ -0.42beyond mkt -0.01holdout -0.37stable 88%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.55holdout +0.43stable 88%robust
horizon 10dρ +0.53holdout +0.45stable 88%robust
horizon 5dρ +0.34holdout +0.17stable 75%robust
horizon 5dρ +0.32holdout +0.14stable 88%moderate
horizon 5dρ +0.31holdout +0.00stable 75%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.68recent -0.41prior +0.27beyond mkt -0.07
Δ -0.64recent -0.31prior +0.32beyond mkt -0.06
Δ -0.63recent -0.24prior +0.39beyond mkt +0.03
Δ -0.63recent -0.25prior +0.38beyond mkt -0.03
Δ -0.62recent -0.19prior +0.43beyond mkt -0.03
Δ -0.61recent -0.22prior +0.39beyond mkt -0.06
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.
| Symbol | beyond mkt | raw ρ | shared | isolation |
|---|---|---|---|---|
| FDD First Trust STOXX European Select Dividend Income Fund | +0.45 | +0.84 | 10 | |
| DFIV Dimensional International Value ETF | +0.36 | +0.86 | 6 | |
| IDV iShares International Select Dividend ETF | +0.65 | +0.90 | 18 | |
| FIDI Fidelity International High Dividend ETF | +0.45 | +0.87 | 14 | |
| WDIV State Street SPDR S&P Global Dividend ETF | +0.44 | +0.85 | 15 | |
| DEW WisdomTree Global High Dividend Fund | +0.35 | +0.78 | 12 |