lag 1dρ -0.23holdout -0.23stable 88%$/day $129krobust
WCMI First Trust WCM International Equity ETF
- Last close
- 17.95
- 504-day return
- +34.16%
- Median $/day
- $4.9M
- Relationships shown
- 17
- Leader rank
- #261
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
WCMI vs CGXU
Both indexed to 100 at 2026-05-11.
Follows WCMI
These tend to repeat WCMI's moves later.
lag 1dρ +0.21holdout +0.19stable 75%$/day $1.1Mrobust
Moves with WCMI
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.89beyond mkt +0.38holdout +0.92stable 100%robust
ρ +0.87beyond mkt +0.29holdout +0.89stable 100%robust
ρ +0.49beyond mkt +0.13holdout +0.38stable 88%robust
ρ +0.36beyond mkt +0.12holdout +0.37stable 88%robust
ρ +0.43beyond mkt +0.12holdout +0.22stable 100%robust
ρ +0.34beyond mkt -0.12holdout +0.62stable 75%robust
Moves against WCMI
ρ -0.46beyond mkt +0.08holdout -0.43stable 100%robust
ρ -0.55beyond mkt -0.07holdout -0.55stable 100%robust
ρ -0.62beyond mkt +0.02holdout -0.66stable 100%robust
ρ -0.39beyond mkt -0.02holdout -0.52stable 100%robust
ρ -0.65beyond mkt -0.01holdout -0.77stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.37holdout +0.31stable 25%moderate
horizon 5dρ +0.31holdout +0.24stable 75%robust
horizon 5dρ +0.31holdout +0.12stable 75%moderate
horizon 5dρ +0.30holdout +0.24stable 75%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.66recent -0.20prior +0.45beyond mkt +0.01
Δ -0.56recent -0.38prior +0.18beyond mkt +0.06
Δ -0.55recent -0.50prior +0.05beyond mkt -0.01
Δ -0.51recent -0.06prior +0.45beyond mkt +0.01
Δ +0.48recent +0.62prior +0.14beyond mkt +0.01
Δ -0.48recent -0.17prior +0.30beyond mkt -0.06
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.
| Symbol | beyond mkt | raw ρ | shared | isolation |
|---|---|---|---|---|
| CGXU Capital Group International Focus Equity ETF | +0.38 | +0.89 | 15 |