MSCI correlations (MSCI)
MSCI measured against 4756 US stocks and ETFs: closest co-movers on one side, the best offsets on the other, all from weekly returns.
Data as of 2026-08-27 · refreshed every trading day · Financials · Financial Exchanges & Data
Volatility (ann.)
25.4%
3y weekly
Beta vs S&P 500
0.85
3y weekly
1-year return
+1.3%
price, adjusted
5-year return
-5.6%
price, adjusted
Market cap
$41.4B
latest
P/E ratio
30.9
trailing
Dividend yield
1.36%
trailing
Max drawdown
-26.0%
3y, daily closes
MSCI over the last 12 months, weekly closes indexed to 100 at the start.
Stocks and ETFs most correlated with MSCI
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| MCO | Moody's Corporation | 0.65 | |
| SPGI | S&P Global | 0.64 | |
| MORN | Morningstar, Inc. | 0.55 | |
| NDAQ | Nasdaq, Inc. | 0.54 | |
| SEIC | SEI Investments Company | 0.54 | |
| MANH | Manhattan Associates, Inc. | 0.52 | |
| FFA | First Trust Enhanced Equity Income Fund | 0.50 | |
| AMP | Ameriprise Financial | 0.49 | |
| IVV | iShares Core S&P 500 ETF | 0.49 | |
| SPY | SPDR S&P 500 ETF Trust | 0.48 | |
| XLC | Communication Services Select Sector SPDR Fund | 0.48 | |
| VOO | Vanguard S&P 500 ETF | 0.48 | |
| XLF | Financial Select Sector SPDR Fund | 0.48 | |
| PD | PagerDuty, Inc. | 0.48 | |
| VTI | Vanguard Total Stock Market ETF | 0.48 |
Best diversifiers for MSCI
The least-correlated liquid assets in our universe, meaning the ones that historically moved most independently from MSCI.
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| FNGD | MicroSectors FANG Index -3X Inverse Leveraged ETNs due | -0.43 | |
| VXX | iPath Series B S&P 500 VIX Short-Term Futures ETN | -0.34 | |
| VXZ | iPath Series B S&P 500 VIX Mid-Term Futures ETN | -0.31 | |
| DFNS | T3 Defense Inc. | -0.29 | |
| CIIT | Tianci International, Inc. | -0.29 | |
| DBGI | Digital Brands Group, Inc. | -0.29 | |
| CDT | CDT Equity Inc. | -0.28 | |
| UTZ | Utz Brands Inc | -0.23 | |
| FFAI | Faraday Future Intelligent Electric Inc. | -0.22 | |
| EHGO | Eshallgo Inc. - Class A | -0.21 |
MSCI vs benchmarks
MSCI vs its peers
Get MSCI data as JSON
$ curl https://www.pairbook.io/api/v1/symbols/msci.jsonCorrelations, diversifiers, beta and volatility for MSCI, plus one endpoint per pair. API documentation.
MSCI inside major ETFs
| ETF | MSCI weight | |
|---|---|---|
| XLF | Financial Select Sector SPDR Fund | 0.5% |
| VIG | Vanguard Dividend Appreciation ETF | 0.18% |
| RSP | Invesco S&P 500 Equal Weight ETF | 0.17% |
| VYM | Vanguard High Dividend Yield ETF | 0.16% |
| VUG | Vanguard Growth ETF | 0.13% |
| DGRO | iShares Core Dividend Growth ETF | 0.11% |
| IVV | iShares Core S&P 500 ETF | 0.06% |
| SPY | SPDR S&P 500 ETF Trust | 0.06% |
| SPYG | SPDR Portfolio S&P 500 Growth ETF | 0.06% |
| SPYV | SPDR Portfolio S&P 500 Value ETF | 0.06% |
