lag 1dρ -0.21holdout -0.26stable 100%$/day $4.8Mrobust
IMFL Invesco International Developed Dynamic Multifactor ETF
- Last close
- 32.94
- 504-day return
- +43.40%
- Median $/day
- $636k
- Relationships shown
- 17
- Leader rank
- #97
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
IMFL vs EFA
Both indexed to 100 at 2026-05-11.
Follows IMFL
These tend to repeat IMFL's moves later.
Moves with IMFL
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.88beyond mkt +0.42holdout +0.89stable 100%robust
ρ +0.83beyond mkt +0.40holdout +0.84stable 100%robust
ρ +0.63beyond mkt +0.25holdout +0.73stable 100%robust
ρ +0.45beyond mkt +0.13holdout +0.50stable 100%robust
ρ +0.82beyond mkt +0.12holdout +0.85stable 100%robust
ρ +0.33beyond mkt -0.10holdout +0.29stable 75%robust
Moves against IMFL
ρ -0.34beyond mkt +0.08holdout -0.26stable 75%robust
ρ -0.53beyond mkt +0.07holdout -0.60stable 100%robust
ρ -0.44beyond mkt +0.06holdout -0.48stable 88%robust
ρ -0.52beyond mkt -0.06holdout -0.70stable 100%robust
ρ -0.47beyond mkt -0.05holdout -0.58stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.38holdout +0.42stable 75%robust
horizon 5dρ +0.34holdout +0.24stable 38%moderate
horizon 5dρ +0.31holdout +0.35stable 75%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.61recent -0.46prior +0.15beyond mkt +0.00
Δ -0.56recent -0.49prior +0.07beyond mkt +0.08
Δ -0.56recent -0.24prior +0.31beyond mkt +0.06
Δ -0.53recent -0.07prior +0.45beyond mkt +0.09
Δ -0.52recent -0.14prior +0.38beyond mkt -0.02
Δ -0.45recent -0.07prior +0.38beyond mkt -0.10
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.