Asset Correlation Calculator

See how stocks, ETFs, gold, and crypto move together. This free correlation calculator builds a correlation matrix of monthly total returns plus a 12-month rolling-correlation chart, so you can find assets that diversify your portfolio - ones that zig when your core holdings zag.

Assets

SPYState Street SPDR S&P 500 ETF Trust1993-02-28 → 2026-06-30TLTiShares 20+ Year Treasury Bond ETF2002-08-31 → 2026-06-30GLDSPDR Gold Shares2004-12-31 → 2026-06-30VNQVanguard Real Estate ETF2004-10-31 → 2026-06-30EEMiShares MSCI Emerging Index Fund2003-05-31 → 2026-06-30BTCUSDBitcoin (USD)2010-09-30 → 2026-06-30

Date range

Correlation of monthly total returns over the overlapping window. 1 = move together, 0 = unrelated, −1 = opposite.

Window 2010-09-30 → 2026-06-30 (190 months) · start limited by BTCUSD · end limited by SPY

Correlation matrix (monthly returns)

	SPY	TLT	GLD	VNQ	EEM	BTCUSD
SPY	1.00	-0.04	0.12	0.72	0.70	0.18
TLT	-0.04	1.00	0.24	0.29	-0.03	-0.04
GLD	0.12	0.24	1.00	0.20	0.36	-0.01
VNQ	0.72	0.29	0.20	1.00	0.56	0.12
EEM	0.70	-0.03	0.36	0.56	1.00	0.04
BTCUSD	0.18	-0.04	-0.01	0.12	0.04	1.00

Rolling correlation (12-month window · monthly returns)

Each line is a pair's trailing 12-month correlation, over the last ~5 years.

Annualized return & volatility

Asset	Return	Volatility
SPYState Street SPDR S&P 500 ETF Trust1993-02-28 → 2026-06-30	15.08%	14.25%
TLTiShares 20+ Year Treasury Bond ETF2002-08-31 → 2026-06-30	2.22%	13.48%
GLDSPDR Gold Shares2004-12-31 → 2026-06-30	8.44%	16.54%
VNQVanguard Real Estate ETF2004-10-31 → 2026-06-30	9.54%	16.99%
EEMiShares MSCI Emerging Index Fund2003-05-31 → 2026-06-30	6.86%	18.07%
BTCUSDBitcoin (USD)2010-09-30 → 2026-06-30	163.22%	176.92%