Years
Physical ETFs | Beta/Adj. S-Squared | ||||||
All Years | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | |
All ETFs | 0.81***/0.65 | 0.73***/0.57 | 0.75***/0.61 | 0.80***/0.65 | 0.78***/0.67 | 0.87***/0.71 | 0.86***/0.64 |
UK | 0.90***/0.90 | 0.89***/0.77 | 0.90***/0.86 | 0.91***/0.91 | 0.88***/0.90 | 0.92***/0.93 | 0.91***/0.95 |
Europe | 0.85***/0.61 | 0.81***/0.66 | 0.82***/0.61 | 0.85***/0.61 | 0.86***/0.67 | 0.87***/0.57 | 0.90***/0.57 |
Global | 0.75***/0.46 | 0.63***/0.34 | 0.65***/0.40 | 0.62***/0.41 | 0.70***/0.52 | 0.80***/0.55 | 0.80***/0.42 |
Country | 0.77***/0.50 | 0.49***/0.34 | 0.48***/0.31 | 0.65***/0.36 | 0.65***/0.49 | 0.82***/0.64 | 0.77***/0.50 |
Emerging Markets | 0.77***/0.45 | 0.52***/0.30 | 0.57***/0.32 | 0.55***/0.32 | 0.46***/0.32 | 0.91***/0.54 | 0.95***/0.53 |
Asian Pacific ex. Japan | 0.70***/0.37 | 0.35***/0.14 | 0.49***/0.19 | 0.79/0.48 | 0.84/0.60 | 0.73***/0.41 | 0.87/0.47 |
Years Synthetic ETFs | All Years | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 |
All ETFs | 0.87***/0.67 | 0.83***/0.53 | 0.84***/0.67 | 0.83***/0.66 | 0.84***/0.69 | 0.90***/0.72 | 0.93***/0.71 |
UK | 0.92***/0.88 | 0.81***/0.69 | 0.89***/0.87 | 0.88***/0.85 | 0.92***/0.90 | 0.93***/0.91 | 0.97***/0.96 |
Europe | 1.10***/0.71 | ---/--- | ---/--- | ---/--- | 1.10***/0.85 | 1.19***/0.73 | 1.01***/0.56 |
Global | 0.84***/0.50 | 0.78***/0.47 | 0.71***/0.38 | 0.81***/0.45 | 0.78***/0.57 | 0.88***/0.56 | 0.94***/0.45 |
Country | 0.77***/0.50 | ---/--- | ---/--- | ---/--- | ---/--- | ---/--- | ---/--- |
Emerging Markets | 0.81***/0.47 | 0.85***/0.43 | 0.80***/0.48 | 0.78***/0.47 | 0.72***/0.42 | 0.82***/0.51 | 0.87***/0.51 |
Asian Pacific ex. Japan | 0.70***/0.37 | ---/--- | 0.49***/0.19 | ---/--- | ---/--- | ---/--- | ---/--- |