lag 1dρ +0.20holdout +0.24stable 88%$/day $396krobust
VPL Vanguard FTSE Pacific ETF
- Last close
- 103.14
- 504-day return
- +47.64%
- Median $/day
- $42.3M
- Relationships shown
- 13
- Leader rank
- #587
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Same exposure: FDT move almost identically to VPL (|ρ| ≥ 0.93). Same-day relationships for the group are listed here.
VPL vs EWJ
Both indexed to 100 at 2026-05-11.
Follows VPL
These tend to repeat VPL's moves later.
Moves with VPL
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.91beyond mkt +0.73holdout +0.89stable 100%robust
ρ +0.80beyond mkt +0.54holdout +0.93stable 100%robust
ρ +0.83beyond mkt +0.40holdout +0.84stable 100%robust
ρ +0.69beyond mkt +0.26holdout +0.53stable 100%robust
ρ +0.44beyond mkt +0.15holdout +0.25stable 88%robust
ρ +0.47beyond mkt -0.13holdout +0.18stable 75%moderate
Moves against VPL
ρ -0.45beyond mkt +0.11holdout -0.48stable 100%robust
ρ -0.56beyond mkt +0.09holdout -0.60stable 100%robust
ρ -0.41beyond mkt +0.07holdout -0.39stable 100%robust
ρ -0.39beyond mkt +0.04holdout -0.41stable 100%robust
ρ -0.62beyond mkt -0.00holdout -0.81stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.37holdout +0.33stable 12%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.66recent -0.24prior +0.42beyond mkt -0.02
Δ -0.63recent -0.16prior +0.48beyond mkt -0.04
Δ -0.59recent -0.19prior +0.40beyond mkt -0.10
Δ -0.58recent +0.08prior +0.65beyond mkt -0.07
Δ -0.57recent -0.18prior +0.40beyond mkt +0.01
Δ -0.57recent -0.02prior +0.55beyond mkt -0.13
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.
| Symbol | beyond mkt | raw ρ | shared | isolation |
|---|---|---|---|---|
| FLKR Franklin FTSE South Korea ETF | +0.54 | +0.80 | 2 | |
| EWY iShares MSCI South Korea ETF | +0.54 | +0.80 | 2 | |
| EWJ iShares MSCI Japan ETF | +0.73 | +0.91 | 15 | |
| IMFL Invesco International Developed Dynamic Multifactor ETF | +0.40 | +0.83 | 7 | |
| OPPJ WisdomTree Trust WisdomTree Japan Opportunities Fund | +0.42 | +0.68 | 13 |