Is ETF correlation drifting?
Have two ETFs that once complemented each other recently started moving up and down together?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Late period
- 0.58
- Lowest item: Recent
- -0.03
- Average
- 0.31
- Number of items
- 4 items
Rolling correlation
Rolling correlation coefficient (−1 to 1) (Line)
Window sample size
Common valid trading days (days) (Bar)
Non-synchronous trading check
Rolling correlation coefficient (−1 to 1) and Common valid trading days (days) (Table)
Sample data rows
| Rolling window end | Rolling correlation coefficient (−1 to 1) | Common valid trading days (days) | Data date (sample) |
|---|---|---|---|
| Early | 0.26 | 13 | 2026-10-16 |
| Mid-period | 0.43 | 4 | 2026-10-16 |
| Late period | 0.58 | 6 | 2026-10-16 |
| Recent | -0.03 | 46 | 2026-10-16 |