WisdomTree Total Correlations

DTD Etf

USD 86.91 0.96 1.12%

The current 90-days correlation between WisdomTree Total Dividend and Freedom 100 Emerging is 0.53 (i.e., Very weak diversification). The correlation of WisdomTree Total is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

WisdomTree Total Correlation With Market

Very poor diversification

The correlation between WisdomTree Total Dividend and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Total Dividend 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 Total Dividend. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons.

Moving together with WisdomTree Etf

0.99	VTV	Vanguard Value Index	Pair Corr
0.98	VYM	Vanguard High Dividend	Pair Corr
0.99	IWD	iShares Russell 1000	Pair Corr
0.93	DGRO	iShares Core Dividend	Pair Corr
0.98	IVE	iShares SP 500	Pair Corr
0.98	SPYV	SPDR Portfolio SP	Pair Corr
0.91	IUSV	iShares Core SP	Pair Corr
0.91	NOBL	ProShares SP 500	Pair Corr
0.99	FNDX	Schwab Fundamental Large	Pair Corr
0.96	VLUE	iShares MSCI USA Low Volatility	Pair Corr
0.83	FNGU	MicroSectors FANG Index Symbol Change	Pair Corr
0.72	DFEN	Direxion Daily Aerospace	Pair Corr
0.9	AGQ	ProShares Ultra Silver	Pair Corr
0.86	DGP	DB Gold Double	Pair Corr
0.84	UGL	ProShares Ultra Gold	Pair Corr
0.73	DIG	ProShares Ultra Oil	Pair Corr
0.82	XME	SPDR SP Metals	Pair Corr
0.97	DXUV	Dimensional ETF Trust	Pair Corr
0.88	PQJL	PGIM Nasdaq 100	Pair Corr
0.95	FIVA	Fidelity International	Pair Corr
0.93	RYLG	Global X Russell	Pair Corr
0.96	DDX	Defined Duration Symbol Change	Pair Corr
0.9	JPIE	JP Morgan Exchange	Pair Corr
0.71	MEM	MAYBANK EMERGING ETF	Pair Corr
0.93	FALN	iShares Fallen Angels	Pair Corr
0.73	SOXL	Direxion Daily Semic Buyout Trend	Pair Corr
0.99	JEPI	JPMorgan Equity Premium	Pair Corr
0.89	STOT	SPDR DoubleLine Short	Pair Corr
0.84	VOO	Vanguard SP 500	Pair Corr
0.81	PDBC	Invesco Optimum Yield	Pair Corr
0.9	XLI	Industrial Select Sector	Pair Corr
0.97	USHY	iShares Broad USD	Pair Corr
0.88	KFEB	Innovator Small Cap	Pair Corr
0.83	SMH	VanEck Semiconductor ETF	Pair Corr
0.81	IWO	iShares Russell 2000	Pair Corr
0.94	PAPI	Morgan Stanley ETF	Pair Corr
0.95	CEFZ	RiverNorth Active Income	Pair Corr
0.67	ARLU	AIM ETF Products	Pair Corr

Related Correlations Analysis

	FRDM	EUSA	DGS	DHS	IDU	ICOW	EPS	EWP	EEMA	KLMT
FRDM		0.88	0.93	0.85	-0.6	0.93	0.8	0.89	0.82	0.85	FRDM
EUSA	0.88		0.85	0.85	-0.5	0.88	0.85	0.84	0.71	0.92	EUSA
DGS	0.93	0.85		0.8	-0.32	0.83	0.69	0.74	0.9	0.83	DGS
DHS	0.85	0.85	0.8		-0.53	0.89	0.72	0.87	0.53	0.68	DHS
IDU	-0.6	-0.5	-0.32	-0.53		-0.7	-0.65	-0.77	-0.16	-0.46	IDU
ICOW	0.93	0.88	0.83	0.89	-0.7		0.86	0.94	0.64	0.82	ICOW
EPS	0.8	0.85	0.69	0.72	-0.65	0.86		0.86	0.57	0.91	EPS
EWP	0.89	0.84	0.74	0.87	-0.77	0.94	0.86		0.54	0.79	EWP
EEMA	0.82	0.71	0.9	0.53	-0.16	0.64	0.57	0.54		0.8	EEMA
KLMT	0.85	0.92	0.83	0.68	-0.46	0.82	0.91	0.79	0.8		KLMT
	FRDM	EUSA	DGS	DHS	IDU	ICOW	EPS	EWP	EEMA	KLMT

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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

EWP	+ 0.94	ICOW
DGS	+ 0.93	FRDM
ICOW	+ 0.93	FRDM
KLMT	+ 0.92	EUSA
KLMT	+ 0.91	EPS
EEMA	+ 0.9	DGS

High negative correlations

EWP	- 0.77	IDU
ICOW	- 0.7	IDU
EPS	- 0.65	IDU
IDU	- 0.6	FRDM
IDU	- 0.53	DHS
IDU	- 0.5	EUSA

WisdomTree Total Constituents Risk-Adjusted Indicators

There is a big difference between WisdomTree Etf performing well and WisdomTree Total 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 Total'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
FRDM	0.80	0.22	0.17	0.35	0.84	(0.86)	1.83	(1.46)	5.40
EUSA	0.61	0.00	(0.02)	0.09	0.67	(0.66)	1.23	(1.33)	3.40
DGS	0.50	0.04	0.00	0.18	0.54	(0.53)	0.96	(1.02)	2.47
DHS	0.52	0.06	0.04	0.22	0.31	(0.62)	1.43	(0.87)	2.34
IDU	0.59	(0.12)	0.00	(0.21)	0.00	0.00	1.14	(1.28)	3.62
ICOW	0.53	0.10	0.07	0.26	0.61	(0.55)	1.11	(1.02)	3.19
EPS	0.54	(0.01)	(0.04)	0.08	0.65	(0.55)	1.17	(0.98)	3.37
EWP	0.66	0.10	0.09	0.23	0.60	(0.72)	1.46	(1.42)	3.29
EEMA	0.69	0.04	0.01	0.14	0.64	(0.73)	1.47	(1.17)	4.08
KLMT	0.55	(0.02)	(0.05)	0.07	0.72	(0.53)	1.10	(1.26)	3.39

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