WisdomTree International Correlations

DIM Etf

USD 82.56 0.31 0.38%

The current 90-days correlation between WisdomTree International and WisdomTree Europe SmallCap is 0.75 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as WisdomTree International moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if WisdomTree International MidCap moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

WisdomTree International Correlation With Market

Poor diversification

The correlation between WisdomTree International MidCa and DJI is 0.67 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree International MidCa 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 International MidCap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

Moving together with WisdomTree Etf

0.98	FNDC	Schwab Fundamental	Pair Corr
0.99	AVDV	Avantis International	Pair Corr
0.96	DLS	WisdomTree International	Pair Corr
0.97	PDN	Invesco FTSE RAFI	Pair Corr
0.98	DISV	Dimensional ETF Trust	Pair Corr
0.98	ISVL	iShares International	Pair Corr
0.96	DDLS	WisdomTree Dynamic	Pair Corr
0.95	FYLD	Cambria Foreign Shar	Pair Corr
0.95	CGV	Two Roads Shared	Pair Corr
0.76	OIH	VanEck Oil Services	Pair Corr
0.94	WTMF	WisdomTree Managed	Pair Corr
0.96	EWC	iShares MSCI Canada	Pair Corr
0.83	TOT	Advisor Managed Port	Pair Corr
0.97	SPDW	SPDR SP World	Pair Corr
0.99	FNDF	Schwab Fundamental	Pair Corr
0.79	MBB	iShares MBS ETF	Pair Corr
0.63	IEMG	iShares Core MSCI	Pair Corr
0.76	SSO	ProShares Ultra SP500	Pair Corr
0.93	RSSE	First Trust Exchange	Pair Corr
0.93	INOV	Innovator ETFs Trust	Pair Corr
0.94	JEPI	JPMorgan Equity Premium	Pair Corr
0.83	LABU	Direxion Daily SP	Pair Corr
0.9	TJAN	Innovator Equity Defined	Pair Corr
0.69	ITA	iShares Aerospace Defense Low Volatility	Pair Corr
0.94	FGD	First Trust Dow	Pair Corr
0.77	SPY	SPDR SP 500	Pair Corr
0.9	DJD	Invesco Dow Jones	Pair Corr
0.93	IXUS	iShares Core MSCI	Pair Corr
0.92	FTBI	First Trust Exchange	Pair Corr
0.7	EEMX	SPDR MSCI Emerging	Pair Corr

Moving against WisdomTree Etf

0.47

ARKW

ARK Next Generation

Pair Corr

Related Correlations Analysis

	DFE	IEUS	PTIN	SCJ	SVAL	HSCZ	UAE	DEW	TPIF	EJUL
DFE		0.98	0.91	0.87	0.85	0.91	0.5	0.84	0.89	0.83	DFE
IEUS	0.98		0.89	0.83	0.8	0.89	0.6	0.78	0.86	0.84	IEUS
PTIN	0.91	0.89		0.96	0.89	0.97	0.46	0.92	0.98	0.95	PTIN
SCJ	0.87	0.83	0.96		0.91	0.96	0.33	0.94	0.97	0.9	SCJ
SVAL	0.85	0.8	0.89	0.91		0.89	0.29	0.94	0.92	0.75	SVAL
HSCZ	0.91	0.89	0.97	0.96	0.89		0.36	0.92	0.97	0.93	HSCZ
UAE	0.5	0.6	0.46	0.33	0.29	0.36		0.2	0.36	0.47	UAE
DEW	0.84	0.78	0.92	0.94	0.94	0.92	0.2		0.96	0.81	DEW
TPIF	0.89	0.86	0.98	0.97	0.92	0.97	0.36	0.96		0.91	TPIF
EJUL	0.83	0.84	0.95	0.9	0.75	0.93	0.47	0.81	0.91		EJUL
	DFE	IEUS	PTIN	SCJ	SVAL	HSCZ	UAE	DEW	TPIF	EJUL

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WisdomTree International Constituents Risk-Adjusted Indicators

There is a big difference between WisdomTree Etf performing well and WisdomTree International 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 International'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
DFE	0.52	0.04	(0.02)	0.18	0.53	(0.55)	1.12	(0.89)	2.88
IEUS	0.54	0.02	(0.03)	0.14	0.63	(0.56)	1.21	(0.99)	3.04
PTIN	0.54	0.08	0.06	0.21	0.51	(0.58)	1.09	(1.31)	3.03
SCJ	0.60	0.08	0.04	0.28	0.61	(0.66)	1.30	(1.20)	3.59
SVAL	0.77	0.08	0.10	0.19	0.60	(0.94)	1.96	(1.45)	4.50
HSCZ	0.43	0.08	0.05	0.26	0.29	(0.46)	1.01	(0.78)	2.41
UAE	0.66	0.02	(0.06)	0.17	0.88	(0.68)	1.18	(1.21)	4.97
DEW	0.44	0.06	0.02	0.23	0.26	(0.51)	1.02	(0.79)	2.28
TPIF	0.50	0.06	0.03	0.19	0.44	(0.55)	1.03	(0.99)	2.36
EJUL	0.26	0.04	(0.12)	0.25	0.00	(0.31)	0.64	(0.48)	2.06

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