lag 1dρ -0.22holdout -0.10stable 75%$/day $228kmoderate
JQUA JPMorgan U.S. Quality Factor ETF
- Last close
- 73.34
- 504-day return
- +33.81%
- Median $/day
- $33.9M
- Relationships shown
- 17
- Leader rank
- #173
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Same exposure: QQQE, ROUS, CHGX move almost identically to JQUA (|ρ| ≥ 0.93). Same-day relationships for the group are listed here.
JQUA vs FXL
Both indexed to 100 at 2026-05-11.
Follows JQUA
These tend to repeat JQUA's moves later.
Moves with JQUA
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.83beyond mkt +0.52holdout +0.83stable 100%robust
ρ +0.73beyond mkt +0.52holdout +0.60stable 100%robust
ρ +0.90beyond mkt +0.52holdout +0.87stable 100%robust
ρ +0.87beyond mkt +0.50holdout +0.84stable 100%robust
ρ +0.88beyond mkt +0.50holdout +0.82stable 100%robust
ρ +0.84beyond mkt +0.43holdout +0.77stable 100%robust
Moves against JQUA
ρ -0.58beyond mkt +0.20holdout -0.64stable 100%robust
ρ -0.55beyond mkt +0.11holdout -0.39stable 100%robust
ρ -0.72beyond mkt +0.09holdout -0.59stable 100%robust
ρ -0.63beyond mkt +0.04holdout -0.51stable 100%robust
ρ -0.31beyond mkt +0.02holdout -0.32stable 88%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 -0.76recent -0.29prior +0.48beyond mkt -0.08
Δ -0.58recent -0.40prior +0.19beyond mkt -0.11
Δ -0.56recent -0.04prior +0.52beyond mkt -0.05
Δ -0.56recent -0.37prior +0.19beyond mkt -0.10
Δ -0.54recent -0.31prior +0.24beyond mkt +0.01
Δ -0.54recent -0.02prior +0.52beyond mkt -0.09
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.
| Symbol | beyond mkt | raw ρ | shared | isolation |
|---|---|---|---|---|
| FXL First Trust Technology AlphaDEX Fund | +0.52 | +0.83 | 7 | |
| USMV iShares MSCI USA Min Vol Factor ETF | +0.52 | +0.73 | 12 | |
| ABFL Abacus FCF Leaders ETF | +0.43 | +0.86 | 9 | |
| USMF WisdomTree U.S. Multifactor Fund | +0.50 | +0.87 | 13 | |
| SPHQ Invesco S&P 500 Quality ETF | +0.50 | +0.88 | 13 | |
| ACWV iShares MSCI Global Min Vol Factor ETF | +0.42 | +0.65 | 10 |