sotnkTLTD Northern Trust Morningstar Developed Markets ex-US Factor Tilt ETF
- Last close
- 98.41
- 504-day return
- +48.64%
- Median $/day
- $551k
- Significant pairs
- 3655
TLTD vs EFA
Both indexed to 100 at 2026-05-11.
Moves with TLTD
Same-day co-movement.
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| EFA iShares MSCI EAFE ETF | $1.3B | 0d | +0.96 | +0.96 | 100% | <1e-15 | robust |
| DWM WisdomTree International Equity Fund | $777k | 0d | +0.96 | +0.96 | 100% | <1e-15 | robust |
| DFSI Dimensional International Sustainability Core 1 ETF | $2.1M | 0d | +0.95 | +0.96 | 100% | <1e-15 | robust |
| AVIV Avantis International Large Cap Value ETF | $3.7M | 0d | +0.95 | +0.96 | 100% | <1e-15 | robust |
| DIM WisdomTree International MidCap Dividend Fund | $286k | 0d | +0.94 | +0.96 | 100% | <1e-15 | robust |
| MFDX PIMCO RAFI Multi-Factor International Equity ETF | $596k | 0d | +0.94 | +0.96 | 100% | <1e-15 | robust |
| TPIF Timothy Plan International ETF | $620k | 0d | +0.94 | +0.95 | 100% | <1e-15 | robust |
| SCZ iShares MSCI EAFE Small-Cap ETF | $71.9M | 0d | +0.94 | +0.95 | 100% | <1e-15 | robust |
| DXIV Dimensional International Vector Equity ETF | $405k | 0d | +0.94 | +0.93 | 100% | <1e-15 | robust |
| EFV iShares MSCI EAFE Value ETF | $145.6M | 0d | +0.94 | +0.95 | 100% | <1e-15 | robust |
| DFIS Dimensional International Small Cap ETF | $14.1M | 0d | +0.94 | +0.95 | 100% | <1e-15 | robust |
| PDN Invesco RAFI Developed Markets ex-U.S. Small-Mid ETF | $578k | 0d | +0.94 | +0.94 | 100% | <1e-15 | robust |
| FIVA Fidelity International Value Factor ETF | $2.1M | 0d | +0.94 | +0.93 | 100% | <1e-15 | robust |
| AVNV Avantis All International Markets Value ETF | $451k | 0d | +0.94 | +0.93 | 100% | <1e-15 | robust |
| DLS WisdomTree International SmallCap Dividend Fund | $1.6M | 0d | +0.94 | +0.94 | 100% | <1e-15 | robust |
Moves against TLTD
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | $222.2M | 0d | -0.58 | -0.65 | 100% | <1e-15 | robust |
| USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | $5.1M | 0d | -0.56 | -0.63 | 100% | <1e-15 | robust |
| HDGE AdvisorShares Active Bear ETF | $1.1M | 0d | -0.54 | -0.48 | 100% | <1e-15 | robust |
| UUP Invesco DB US Dollar Index Bullish Fund | $34.1M | 0d | -0.53 | -0.63 | 100% | <1e-15 | robust |
| YQQQ Tidal Trust II YieldMax Short N100 Option Income Strategy ETF | $353k | 0d | -0.52 | -0.58 | 100% | <1e-15 | robust |
| VIXM ProShares VIX Mid-Term Futures ETF | $2.7M | 0d | -0.49 | -0.54 | 100% | <1e-15 | robust |
| BTAL AGF U.S. Market Neutral Anti-Beta Fund | $8.6M | 0d | -0.48 | -0.60 | 100% | <1e-15 | robust |
| VXZ iPath Series B S&P 500 VIX Mid-Term Futures ETN | $572k | 0d | -0.48 | -0.53 | 100% | <1e-15 | robust |
| DWSH AdvisorShares Trust AdvisorShares Dorsey Wright Short ETF | $195k | 0d | -0.46 | -0.32 | 100% | <1e-15 | robust |
| QBER TrueShares Quarterly Bear Hedge ETF | $424k | 0d | -0.37 | -0.39 | 88% | <1e-15 | robust |
| TAIL Cambria Tail Risk ETF | $1.9M | 0d | -0.35 | -0.27 | 88% | 2e-15 | robust |
| CRSH YieldMax Short TSLA Option Income Strategy ETF | $455k | 0d | -0.34 | -0.48 | 88% | 5e-14 | robust |
| DIPS YieldMax Short NVDA Option Income Strategy ETF | $211k | 0d | -0.33 | -0.43 | 88% | 1e-13 | robust |