WisdomTree Trust Correlations

AIVL Etf

USD 121.34 0.95 0.79%

The current 90-days correlation between WisdomTree Trust and AIM ETF Products is 0.6 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as WisdomTree Trust moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if WisdomTree Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

WisdomTree Trust Correlation With Market

Almost no diversification

The correlation between WisdomTree Trust and DJI is 0.93 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Trust and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with WisdomTree Etf

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in WisdomTree Trust . Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in small area income & poverty estimates.

Moving together with WisdomTree Etf

0.99	VOE	Vanguard Mid Cap	Pair Corr
0.95	SDY	SPDR SP Dividend	Pair Corr
0.96	DVY	iShares Select Dividend	Pair Corr
0.99	IWS	iShares Russell Mid	Pair Corr
0.94	FVD	First Trust Value	Pair Corr
0.94	SPYD	SPDR Portfolio SP	Pair Corr
0.97	COWZ	Pacer Cash Cows	Pair Corr
0.98	IJJ	iShares SP Mid	Pair Corr
0.97	DON	WisdomTree MidCap	Pair Corr
0.98	RPV	Invesco SP 500	Pair Corr
0.73	DHF	BNY Mellon High	Pair Corr
0.94	ARP	Advisors Inner Circle	Pair Corr
0.93	PXMV	Invesco SP MidCap	Pair Corr
0.95	IGA	Voya Global Advantage	Pair Corr
0.91	XYLD	Global X SP	Pair Corr
0.94	PCEM	Litman Gregory Funds	Pair Corr
0.95	FPXE	First Trust IPOX	Pair Corr
0.89	NCPB	Nuveen Core Plus	Pair Corr
0.95	CHPS	Xtrackers Semiconductor	Pair Corr
0.96	TAXT	Northern Trust Tax	Pair Corr
0.78	FXC	Invesco CurrencyShares	Pair Corr
0.91	GDXY	YieldMax Gold Miners	Pair Corr
0.97	BMVP	Invesco Bloomberg MVP	Pair Corr
0.93	EWT	iShares MSCI Taiwan	Pair Corr
0.92	IAUM	iShares Gold Trust	Pair Corr
0.96	BSMS	Invesco BulletShares 2028	Pair Corr
0.94	LVHI	Franklin International	Pair Corr
0.91	XFIX	Fm Investments Symbol Change	Pair Corr
0.94	STXE	EA Series Trust	Pair Corr
0.7	DBA	Invesco DB Agriculture	Pair Corr
0.61	GOOX	Etf Opportunities Trust	Pair Corr
0.98	FIDU	Fidelity MSCI Industrials	Pair Corr
0.91	TLCI	Touchstone ETF Trust	Pair Corr
0.87	FB	ProShares Trust ProShares	Pair Corr
0.97	EURL	Direxion Daily FTSE	Pair Corr
0.96	IRTR	iShares Trust	Pair Corr

Moving against WisdomTree Etf

0.69	ENTR	EntrepreneurShares	Pair Corr
0.56	PLT	Defiance Leveraged Long	Pair Corr

Related Correlations Analysis

	JPUS	TBFG	SMOT	GQRE	USMF	JPME	EWQ	MFDX	SEIQ	SIXP
JPUS		0.93	0.78	0.96	0.48	1.0	0.89	0.98	0.44	0.84	JPUS
TBFG	0.93		0.87	0.88	0.63	0.94	0.92	0.97	0.59	0.93	TBFG
SMOT	0.78	0.87		0.66	0.84	0.82	0.83	0.79	0.77	0.94	SMOT
GQRE	0.96	0.88	0.66		0.33	0.94	0.85	0.94	0.26	0.72	GQRE
USMF	0.48	0.63	0.84	0.33		0.53	0.63	0.49	0.9	0.8	USMF
JPME	1.0	0.94	0.82	0.94	0.53		0.9	0.97	0.49	0.86	JPME
EWQ	0.89	0.92	0.83	0.85	0.63	0.9		0.93	0.59	0.88	EWQ
MFDX	0.98	0.97	0.79	0.94	0.49	0.97	0.93		0.48	0.87	MFDX
SEIQ	0.44	0.59	0.77	0.26	0.9	0.49	0.59	0.48		0.8	SEIQ
SIXP	0.84	0.93	0.94	0.72	0.8	0.86	0.88	0.87	0.8		SIXP
	JPUS	TBFG	SMOT	GQRE	USMF	JPME	EWQ	MFDX	SEIQ	SIXP

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WisdomTree Trust Constituents Risk-Adjusted Indicators

There is a big difference between WisdomTree Etf performing well and WisdomTree Trust ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze WisdomTree Trust's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
JPUS	0.52	0.11	0.15	0.23	0.38	(0.59)	1.24	(0.98)	2.95
TBFG	0.44	0.04	0.02	0.12	0.51	(0.47)	0.83	(1.03)	2.95
SMOT	0.71	0.01	0.01	0.07	0.74	(0.74)	1.79	(1.18)	4.04
GQRE	0.49	0.11	0.11	0.32	0.42	(0.53)	1.27	(1.01)	2.83
USMF	0.53	(0.04)	(0.09)	0.00	0.69	(0.53)	1.20	(1.15)	3.49
JPME	0.58	0.10	0.13	0.20	0.46	(0.64)	1.40	(1.10)	3.46
EWQ	0.61	0.05	0.03	0.13	0.64	(0.64)	1.27	(1.30)	3.33
MFDX	0.59	0.15	0.17	0.28	0.47	(0.62)	1.39	(1.03)	3.08
SEIQ	0.47	(0.04)	(0.10)	(0.01)	0.62	(0.50)	0.90	(0.85)	3.62
SIXP	0.25	0.00	(0.09)	0.06	0.34	(0.25)	0.54	(0.77)	1.92

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