lag 1dρ -0.22holdout -0.27stable 75%$/day $3.6Mrobust
VIGI Vanguard Whitehall Funds Vanguard International Dividend Appreciation ETF
- Last close
- 97.58
- 504-day return
- +21.49%
- Median $/day
- $23.7M
- Relationships shown
- 14
- Leader rank
- #508
VIGI moves with VMI, PPLI and GHM once the market is taken out; moves against VXX, VIXM and TAIL; is repeated 1 day later by MAMA.
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Same exposure: IGRO move almost identically to VIGI (|ρ| ≥ 0.93). Same-day relationships for the group are listed here.
VIGI vs VMI
Both indexed to 100 at 2026-05-11.
Follows VIGI
These tend to repeat VIGI's moves later.
Moves with VIGI
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.40beyond mkt +0.08holdout +0.22stable 88%robust
ρ +0.36beyond mkt -0.06holdout +0.32stable 100%robust
ρ +0.32beyond mkt +0.06holdout +0.21stable 88%robust
ρ +0.39beyond mkt +0.06holdout +0.31stable 88%robust
ρ +0.38beyond mkt -0.05holdout +0.35stable 100%robust
ρ +0.36beyond mkt +0.05holdout +0.33stable 100%robust
Moves against VIGI
ρ -0.53beyond mkt +0.10holdout -0.53stable 100%robust
ρ -0.45beyond mkt +0.10holdout -0.44stable 100%robust
ρ -0.31beyond mkt +0.10holdout -0.16stable 75%robust
ρ -0.37beyond mkt +0.03holdout -0.40stable 100%robust
ρ -0.46beyond mkt +0.01holdout -0.57stable 100%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 -0.73recent -0.31prior +0.42beyond mkt +0.05
Δ -0.70recent -0.45prior +0.25beyond mkt +0.03
Δ -0.68recent -0.52prior +0.17beyond mkt +0.02
Δ -0.66recent -0.34prior +0.32beyond mkt -0.01
Δ -0.63recent -0.67prior -0.03beyond mkt +0.03
Δ -0.61recent -0.19prior +0.42beyond mkt +0.06
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.
| Symbol | beyond mkt | raw ρ | shared | isolation |
|---|---|---|---|---|
| EWJV iShares Trust iShares MSCI Japan Value ETF | +0.43 | +0.75 | 2 | |
| MUFG Mitsubishi UFJ Financial Group, Inc. | +0.35 | +0.58 | 5 | |
| DBEF Xtrackers MSCI EAFE Hedged Equity ETF | +0.43 | +0.81 | 10 | |
| EWL iShares MSCI Switzerland ETF | +0.42 | +0.81 | 13 | |
| EFAD ProShares MSCI EAFE Dividend Growers ETF | +0.62 | +0.91 | 21 | |
| EFA iShares MSCI EAFE ETF | +0.64 | +0.91 | 23 |