WisdomTree International Correlations

DOL Etf

USD 70.36 0.20 0.28%

The current 90-days correlation between WisdomTree International and iShares Environmentally Aware is -0.1 (i.e., Good 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 LargeCap moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

WisdomTree International Correlation With Market

Very poor diversification

The correlation between WisdomTree International Large and DJI is 0.87 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree International Large 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 LargeCap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

Moving together with WisdomTree Etf

0.97	EFV	iShares MSCI EAFE Low Volatility	Pair Corr
1.0	FNDF	Schwab Fundamental	Pair Corr
0.98	VYMI	Vanguard International	Pair Corr
0.97	IDV	iShares International Low Volatility	Pair Corr
0.97	DFIV	Dimensional International	Pair Corr
0.97	IVLU	iShares Edge MSCI	Pair Corr
0.99	RODM	Hartford Multifactor	Pair Corr
0.98	PXF	Invesco FTSE RAFI	Pair Corr
0.91	HDEF	Xtrackers MSCI EAFE	Pair Corr
0.94	PID	Invesco International	Pair Corr
0.92	SIXD	AIM ETF Products	Pair Corr
0.9	SPMD	SPDR Russell Small	Pair Corr
0.89	GSIG	Goldman Sachs Access	Pair Corr
0.91	GAPR	First Trust Exchange	Pair Corr
0.97	BBEU	JPMorgan BetaBuilders	Pair Corr
0.94	BINC	BlackRock ETF Trust Sell-off Trend	Pair Corr
0.82	VBK	Vanguard Small Cap	Pair Corr
0.91	MART	Allianzim Large Cap	Pair Corr
0.89	AHYB	American Century ETF	Pair Corr
0.82	SEIX	Virtus ETF Trust	Pair Corr
0.86	RDIV	Invesco SP Ultra	Pair Corr
0.96	IBMR	iShares Trust	Pair Corr
0.84	OASC	OneAscent Small Cap	Pair Corr
0.92	IAUM	iShares Gold Trust Sell-off Trend	Pair Corr

Moving against WisdomTree Etf

0.86	VXX	iPath Series B Low Volatility	Pair Corr
0.83	VIXM	ProShares VIX Mid Low Volatility	Pair Corr
0.82	VIXY	ProShares VIX Short Low Volatility	Pair Corr
0.38	YCL	ProShares Ultra Yen	Pair Corr
0.83	VXZ	iPath Series B Low Volatility	Pair Corr

Related Correlations Analysis

	JHDV	ASCE	EMDM	EBIT	SEA	EQRR	EQLT	ERET
JHDV		0.89	0.93	0.89	0.93	0.93	0.94	0.86	JHDV
ASCE	0.89		0.8	0.92	0.85	0.91	0.79	0.73	ASCE
EMDM	0.93	0.8		0.83	0.96	0.87	0.98	0.91	EMDM
EBIT	0.89	0.92	0.83		0.89	0.94	0.8	0.81	EBIT
SEA	0.93	0.85	0.96	0.89		0.92	0.94	0.91	SEA
EQRR	0.93	0.91	0.87	0.94	0.92		0.86	0.8	EQRR
EQLT	0.94	0.79	0.98	0.8	0.94	0.86		0.89	EQLT
ERET	0.86	0.73	0.91	0.81	0.91	0.8	0.89		ERET
	JHDV	ASCE	EMDM	EBIT	SEA	EQRR	EQLT	ERET

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
JHDV	0.52	0.01	0.00	0.07	0.77	(0.49)	0.99	(1.28)	2.97
ASCE	0.94	0.09	0.03	0.69	1.04	(0.96)	1.65	(1.88)	4.59
EMDM	0.86	0.26	0.20	0.41	0.92	(0.94)	1.87	(1.48)	6.46
EBIT	0.79	0.10	0.12	0.15	0.68	(1.01)	2.22	(1.60)	4.82
SEA	0.66	0.16	0.13	0.32	0.73	(0.72)	1.35	(1.46)	3.62
EQRR	0.64	0.09	0.08	0.16	0.81	(0.65)	1.33	(1.40)	3.61
EQLT	0.75	0.09	0.07	0.19	0.78	(0.77)	1.78	(1.56)	4.30
ERET	0.42	0.06	0.04	0.20	0.43	(0.43)	1.06	(0.72)	2.74

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