UK × South Korea moderate correlation

FTSE 100 vs KOSPI Correlation 2026

Cross-market correlation analysis between FTSE 100 (UK) and KOSPI (South Korea). Research-only. Not investment advice.

Last updated: Apr 8, 2026 · FTSE: 10,623 · KOSPI: 5,872

QUICK ANSWER · AS OF Apr 8, 2026

What is the FTSE vs KOSPI correlation in 2026?

The FTSE-KOSPI 30D correlation is 0.52 (5Y baseline: 0.48). FTSE 100 at 10,623 (YTD: +2.8%), KOSPI at 5,872 (YTD: +5.2%). Regime: moderate correlation.

30D Corr

0.52

5Y Baseline

0.48

FTSE

10,623

KOSPI

5,872

UK-Korea correlation is moderate. Shared sensitivity to global trade and risk appetite, but different sector compositions.

Correlation Dashboard

FTSE 100 (UK)

10,623

YTD: +2.8%

KOSPI (South Korea)

5,872

YTD: +5.2%

30D Correlation

0.52

90D Correlation

0.48

1Y Correlation

0.45

5Y Baseline

0.48

Regime Analysis

UK-Korea correlation is moderate. Shared sensitivity to global trade and risk appetite, but different sector compositions.

Divergence Score

Score

13/100

Signal

LOW

Deviation

0.04

Score = |30D corr − 5Y baseline| / 0.30 × 100, capped at 100. Higher = greater deviation from historical norm.

Data Freshness & Timezone

Each index is observed at its local market close. Cross-timezone correlations align returns to the later-closing market's trading day.

Index Market Close Time (Local) Timezone As Of
FTSE UK 16:30 BST (+01:00) 2026-04-08
KOSPI South Korea 15:30 KST (+09:00) 2026-04-08

Methodology

Correlations are Pearson rolling correlations of daily log returns, computed over the specified window (30D, 90D, 1Y). Returns are calculated from local-currency index levels at each market's official close time.

For cross-timezone pairs (e.g., FTSE in BST vs KOSPI in KST), returns are aligned to the later-closing market's trading day. This means FTSE's return on day T is paired with KOSPI's return on the same calendar day.

Regime classification: high (≥0.60), moderate (0.35–0.59), low (0.15–0.34), negative (<0.15). The 5-year baseline represents the average 90D rolling correlation over 2021–2025.

Known Limitations:

  • Timezone misalignment: FTSE (BST) and KOSPI (KST) close at different times. Asian markets close before European/US markets open, so "same-day" correlations reflect lagged information flow.
  • Holiday calendars: Different national holidays create gaps in return series. Missing days are excluded from correlation calculations.
  • Currency effects: Correlations are computed in local currency. FX movements (e.g., USD/JPY, EUR/USD) are embedded in the correlation but not isolated.
  • Regime dependency: Correlations are backward-looking and can shift rapidly during crises. The 30D window captures recent dynamics but may not reflect structural relationships.

v0.1-beta · Research use only — not investment advice.

Frequently Asked Questions

What is the FTSE-KOSPI correlation in 2026?

The 30-day rolling correlation between FTSE 100 and KOSPI is 0.52 as of Apr 8, 2026. The 5-year baseline is 0.48. Current regime: moderate correlation.

Why does the FTSE-KOSPI correlation matter?

The correlation between FTSE 100 (UK) and KOSPI (South Korea) measures how closely these markets move together. High correlation means diversification benefits are limited; low correlation means the markets respond to different drivers, offering potential diversification. Changes in correlation can signal regime shifts in global capital flows.

Is this a trading signal?

No. This page provides research-only cross-market correlation analysis. It does not constitute investment advice or a recommendation to trade.

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📎 Cite This Data

APA 7th Edition

AhaSignals. (2026). FTSE-KOSPI Correlation. Retrieved April 18, 2026, from https://ahasignals.com/equity-correlation/ftse-kospi/

Methodology: v0.1-beta

Data as-of: Apr 8, 2026

Research purposes only. Not investment advice. All index inputs from free, public, clickable sources.

APRIL 2026 AUDIT

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Last consensus audit performed on April 18, 2026. Correlation signals update with each tracker build cycle.

This page is for informational and research purposes only — not investment advice. Equity markets are volatile. Past correlation patterns do not predict future performance. Index levels are derived from publicly available market observations. © 2026 AhaSignals. All rights reserved.