Correlations of ETF-based Returns and Values for Global OilThe following tables list the ETFs with the highest and lowest correlations for each respective macroeconomic factor. The tables include correlations of returns, which illustrate short-term information, as well as correlations of values, which capture longer term trends.Correlations of ETF-based Returns and Values to: (1) Baltic Dry Shipping Index (2) Consumer Confidence Index (3) Consumer Price Index (Fuel) (4) Dow Jones Transportation Index (5) Euro/U.S. Dollar Exchange Rate (6) ISM Purchasing Index (7) KBW Bank Index (8) Rogers Commodity Index (9) S&P 500 Index (10) VIX (Market Volatility Index) Updated: July 2012 Source: MacroRisk Analytics |
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| CORRELATIONS TO THE BALTIC DRY SHIPPING INDEX | ||
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| CORRELATIONS TO THE CONSUMER CONFIDENCE INDEX |
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| CORRELATIONS TO THE CONSUMER PRICE INDEX (FUEL - URBAN) |
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| CORRELATIONS TO THE DOW JONES TRANSPORTATION INDEX |
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| CORRELATIONS TO THE EURO/U.S.DOLLAR EXCHANGE RATE |
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| CORRELATIONS TO THE ISM PURCHASING MANAGERS INDEX |
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| CORRELATIONS TO THE KBW BANK INDEX |
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| CORRELATIONS TO THE ROGERS INTERNATIONAL COMMODITY INDEX |
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| CORRELATIONS TO THE S&P 500 INDEX |
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| CORRELATIONS TO THE VIX - MARKET VOLATILITY INDEX |
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