Continuing Education! I'll ask this question in terms of Z8 & Z9 where it applies, but presumably it also applies in other contexts.

For Assets Correlation, the desire is to have more "blue" = less Correlation.

Suppose a group of Assets A which is more "blue", less Correlated, than a different group of Assets B.

However, there is more History available for Assets B.

Does one prefer B due to the longer History and presumably therefore more reliable "blue"ness?

Or does A win since the Assets are less correlated?

Or should one restrict the B History to A's length to compare apples to apples?

Or is there some Rule of Thumb for trading off History Length vs. Correlation?

Thanks.