My current strategy of choice is the iron condor in the SPX.

While inherent in the SPX is some significant diversification, if one
were to want to further diversify, what other underlyings could be
employed?

For instance, with an IC in the SPX, I gain no "diversification"
benefit by also initiating an IC in SPY.

Similarly, I gain little "diversification" benefit with ICs in DIA and
QQQ, since they tend to move in tandem with the SPX.

So, what would be the ideal basket of underlyings (with reasonable
liquidity) that would enable me to spread the risk around?