WisdomTree Emerging Correlations

DEM Etf

USD 51.19 0.09 0.18%

The current 90-days correlation between WisdomTree Emerging and iShares MSCI Intl is 0.78 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as WisdomTree Emerging moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if WisdomTree Emerging Markets moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

WisdomTree Emerging Correlation With Market

Very poor diversification

The correlation between WisdomTree Emerging Markets and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Emerging Markets and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with WisdomTree Etf

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in WisdomTree Emerging Markets. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in discontinued.

Moving together with WisdomTree Etf

0.96	VWO	Vanguard FTSE Emerging Sell-off Trend	Pair Corr
0.98	IEMG	iShares Core MSCI Aggressive Push	Pair Corr
0.96	EMC	Global X Funds	Pair Corr
0.97	EEM	iShares MSCI Emerging Aggressive Push	Pair Corr
0.97	SPEM	SPDR Portfolio Emerging Sell-off Trend	Pair Corr
0.99	FNDE	Schwab Fundamental Sell-off Trend	Pair Corr
0.97	ESGE	iShares ESG Aware	Pair Corr
0.98	SFGRX	Seafarer Overseas	Pair Corr
1.0	DGS	WisdomTree Emerging	Pair Corr
0.97	XSOE	WisdomTree Emerging	Pair Corr
0.83	DHF	BNY Mellon High	Pair Corr
0.96	ARP	Advisors Inner Circle	Pair Corr
0.79	PXMV	Invesco SP MidCap	Pair Corr
0.85	IGA	Voya Global Advantage	Pair Corr
0.91	FPXE	First Trust IPOX	Pair Corr
0.95	CHPS	Xtrackers Semiconductor	Pair Corr
0.91	REGL	ProShares SP MidCap	Pair Corr
0.79	WDNA	WisdomTree BioRevolution	Pair Corr
0.98	STXE	EA Series Trust	Pair Corr
0.91	UDI	USCF ETF Trust	Pair Corr
0.76	XAUG	FT Cboe Vest	Pair Corr
0.88	DFSD	Dimensional ETF Trust	Pair Corr
0.71	FB	ProShares Trust ProShares	Pair Corr
0.66	TERG	Leverage Shares 2X	Pair Corr
0.85	NCPB	Nuveen Core Plus	Pair Corr
0.92	IRTR	iShares Trust	Pair Corr
0.75	FXC	Invesco CurrencyShares	Pair Corr
0.69	WEBS	Direxion Daily Dow	Pair Corr
0.98	CCNR	CoreCommodity Natural	Pair Corr
0.94	EURL	Direxion Daily FTSE	Pair Corr
0.94	NBCE	Neuberger Berman ETF	Pair Corr
0.87	SPVM	Invesco SP 500	Pair Corr
0.88	IQSZ	Invesco Actively Managed	Pair Corr

Moving against WisdomTree Etf

0.58	ENTR	EntrepreneurShares	Pair Corr
0.47	PLT	Defiance Leveraged Long	Pair Corr

Related Correlations Analysis

	DON	ITB	AAXJ	EPI	LVHI	IMCG	ACWV	KRE	ILCG	IMTM
DON		0.86	0.86	-0.3	0.95	0.79	0.86	0.95	0.01	0.93	DON
ITB	0.86		0.71	-0.33	0.79	0.68	0.75	0.73	-0.09	0.71	ITB
AAXJ	0.86	0.71		-0.24	0.9	0.8	0.84	0.75	0.12	0.95	AAXJ
EPI	-0.3	-0.33	-0.24		-0.16	-0.36	-0.05	-0.34	-0.13	-0.3	EPI
LVHI	0.95	0.79	0.9	-0.16		0.66	0.93	0.9	-0.13	0.93	LVHI
IMCG	0.79	0.68	0.8	-0.36	0.66		0.59	0.7	0.56	0.85	IMCG
ACWV	0.86	0.75	0.84	-0.05	0.93	0.59		0.76	-0.15	0.83	ACWV
KRE	0.95	0.73	0.75	-0.34	0.9	0.7	0.76		0.01	0.88	KRE
ILCG	0.01	-0.09	0.12	-0.13	-0.13	0.56	-0.15	0.01		0.19	ILCG
IMTM	0.93	0.71	0.95	-0.3	0.93	0.85	0.83	0.88	0.19		IMTM
	DON	ITB	AAXJ	EPI	LVHI	IMCG	ACWV	KRE	ILCG	IMTM

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

LVHI	+ 0.95	DON
KRE	+ 0.95	DON
IMTM	+ 0.95	AAXJ
IMTM	+ 0.93	DON
ACWV	+ 0.93	LVHI
IMTM	+ 0.93	LVHI

High negative correlations

IMCG	- 0.36	EPI
KRE	- 0.34	EPI
EPI	- 0.33	ITB
IMTM	- 0.3	EPI
EPI	- 0.3	DON
EPI	- 0.24	AAXJ

WisdomTree Emerging Constituents Risk-Adjusted Indicators

There is a big difference between WisdomTree Etf performing well and WisdomTree Emerging 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 Emerging'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
DON	0.64	0.10	0.12	0.18	0.50	(0.73)	1.86	(1.09)	3.53
ITB	1.36	0.14	0.13	0.17	1.07	(1.81)	4.22	(2.13)	8.51
AAXJ	0.71	0.11	0.11	0.23	0.63	(0.81)	1.80	(1.26)	5.05
EPI	0.66	(0.05)	0.00	(0.07)	0.00	0.00	1.14	(1.12)	4.07
LVHI	0.46	0.16	0.24	0.41	0.00	(0.55)	1.23	(0.65)	2.85
IMCG	0.75	(0.05)	(0.05)	0.01	0.96	(0.77)	1.45	(1.82)	5.03
ACWV	0.34	0.04	0.01	0.18	0.26	(0.37)	0.84	(0.62)	1.82
KRE	1.04	0.17	0.15	0.23	0.95	(1.24)	2.84	(1.31)	7.98
ILCG	0.75	(0.13)	0.00	(0.11)	0.00	0.00	1.25	(1.89)	4.61
IMTM	0.69	0.10	0.09	0.19	0.73	(0.71)	1.75	(1.20)	4.42

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