On the Oct 10 drop, I made a list of a bunch country specific ETFs to see who is and who isn't so correlated with the US.

                         oct 10 drop    yield           ytd total return
    mchi    china       -5.73           2.19            28.48  
    ewh     hong kong   -4.22           3.54            23.05  
    qqq     nasdaq 100  -3.47           0.46            12.4  
    argt    argentina   -3.34           1.39           -16.04 currency problems
    ech     chile       -3.2            2.18            24.8  
    ewz     brazil      -2.98           5.42            26.49  
    spy USA: s&p 500    -2.69           1.08             9.15  
    epu     peru        -2.62           3.5             52.16 metals
    norw    norway      -2.44           4.06            22.77  
    ews     singapore   -2.38           3.59            28.19  
    ewn     netherlands -2.31           1.91            25.28  
    ewx s&p emerging    -2.08           2.81             8.58  
    ewa     australia   -1.75           3.02             9.26  
    enzl    new zealand -1.65           2.25            -0.59  
    eww     mexico      -1.65           4.07            35.96  
    ewi     italy       -1.6            2.7             38.21  
    tur     turkey      -1.59           1.83            -9.71 currency problems
    ewq     france      -1.44           2.79            19.85  
    ewc     canada      -1.32           1.69            20.96  
    divo    usa cc      -1.07           4.58             8.43  
    ewp     spain       -0.68           2.68            52.85  
    ewd     sweden      -0.59           4.28            24.82  
    eden    denmark     -0.52           1.83             1.93  
    ewl     switzerland -0.275          3.63            20.78  
    efnl    finland     -0.21           3.97            31.54  
    pin     india        0              2.09            -4.03  

(Edit: here are a few more)

    btc     bitcoin     -3.72                           19.71
    aaau    gold         0.97                           48.3
    dxy     dollar      -0.69                           -2.91
    ashr    CSI-300     -4.0            .95             22  (domestic China)
    fltw    taiwan       -4.8           1.34            23

They are all correlated- even if the countries are different, it's the same set of investors. But if you have to pick one... Finland? Switzerland, Sweden and Norway have low debt / gdp.