WisdomTree International Correlations

DTH Etf

USD 52.52 0.10 0.19%

The current 90-days correlation between WisdomTree International and WisdomTree Global ex US is 0.68 (i.e., Poor diversification). The correlation of WisdomTree International 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 International Correlation With Market

Poor diversification

The correlation between WisdomTree International High and DJI is 0.65 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree International High 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 High. 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

1.0	EFV	iShares MSCI EAFE	Pair Corr
0.98	FNDF	Schwab Fundamental	Pair Corr
0.78	DOO	BRP Inc Symbol Change	Pair Corr
1.0	VYMI	Vanguard International	Pair Corr
0.99	IDV	iShares International	Pair Corr
0.99	DFIV	Dimensional International	Pair Corr
0.99	IVLU	iShares Edge MSCI	Pair Corr
0.99	RODM	Hartford Multifactor	Pair Corr
0.99	PXF	Invesco FTSE RAFI	Pair Corr
0.97	HDEF	Xtrackers MSCI EAFE	Pair Corr
0.93	CPST	Calamos ETF Trust	Pair Corr
0.87	ITDD	iShares Trust	Pair Corr
0.95	HYLB	Xtrackers USD High	Pair Corr
0.9	SPUT	Innovator ETFs Trust	Pair Corr
0.94	FENI	Fidelity Covington Trust	Pair Corr
0.76	SMH	VanEck Semiconductor ETF	Pair Corr
0.82	FALN	iShares Fallen Angels	Pair Corr
0.91	PAPI	Morgan Stanley ETF	Pair Corr
0.71	MKTN	Federated Hermes ETF	Pair Corr
0.93	DBP	Invesco DB Precious	Pair Corr
0.65	NVMZ	TrueShares Structured	Pair Corr
0.95	DIHP	Dimensional International	Pair Corr
0.73	EKG	First Trust Nasdaq	Pair Corr
0.92	GQI	Natixis ETF Trust	Pair Corr
0.83	XLI	Industrial Select Sector Aggressive Push	Pair Corr
0.94	USHY	iShares Broad USD	Pair Corr
0.97	GAPR	First Trust Exchange	Pair Corr
0.95	SGVT	Schwab Strategic Trust	Pair Corr
0.73	PBDC	Putnam ETF Trust	Pair Corr
0.84	SETM	Sprott Energy Transition	Pair Corr
0.76	VV	Vanguard Large Cap	Pair Corr
0.89	CEFZ	RiverNorth Active Income	Pair Corr
0.86	SKOR	FlexShares Credit	Pair Corr
0.83	PDBC	Invesco Optimum Yield	Pair Corr
0.71	ARLU	AIM ETF Products	Pair Corr
0.79	HDUS	Lattice Strategies Trust	Pair Corr

Moving against WisdomTree Etf

0.78

MPAY

Exchange Traded Concepts

Pair Corr

Related Correlations Analysis

	DNL	ISCF	IEO	DWM	EES	EIS	JPSE	CXSE	DGRS	DWX
DNL		0.91	0.04	0.9	0.77	0.77	0.86	0.61	0.81	0.76	DNL
ISCF	0.91		0.08	0.98	0.92	0.88	0.93	0.31	0.9	0.91	ISCF
IEO	0.04	0.08		0.14	0.23	0.32	0.14	-0.23	0.04	0.21	IEO
DWM	0.9	0.98	0.14		0.91	0.92	0.9	0.26	0.86	0.95	DWM
EES	0.77	0.92	0.23	0.91		0.88	0.96	0.11	0.94	0.86	EES
EIS	0.77	0.88	0.32	0.92	0.88		0.82	0.06	0.74	0.89	EIS
JPSE	0.86	0.93	0.14	0.9	0.96	0.82		0.28	0.98	0.8	JPSE
CXSE	0.61	0.31	-0.23	0.26	0.11	0.06	0.28		0.28	0.06	CXSE
DGRS	0.81	0.9	0.04	0.86	0.94	0.74	0.98	0.28		0.75	DGRS
DWX	0.76	0.91	0.21	0.95	0.86	0.89	0.8	0.06	0.75		DWX
	DNL	ISCF	IEO	DWM	EES	EIS	JPSE	CXSE	DGRS	DWX

Please upgrade your account to get full access to Macroaxis premium features

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

DWM	+ 0.98	ISCF
DGRS	+ 0.98	JPSE
JPSE	+ 0.96	EES
DWX	+ 0.95	DWM
DGRS	+ 0.94	EES
JPSE	+ 0.93	ISCF

High negative correlations

CXSE

- 0.23

IEO

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
DNL	0.66	0.03	0.03	0.12	0.70	(0.74)	1.60	(1.57)	3.68
ISCF	0.54	0.06	0.04	0.18	0.53	(0.58)	1.15	(1.02)	2.58
IEO	1.18	0.05	(0.01)	0.26	1.42	(1.17)	2.31	(2.02)	7.00
DWM	0.48	0.06	0.04	0.18	0.36	(0.55)	1.00	(0.94)	2.20
EES	0.73	0.02	0.03	0.11	0.69	(0.82)	2.00	(1.70)	3.99
EIS	0.89	0.18	0.14	0.27	1.00	(0.96)	1.93	(1.66)	5.60
JPSE	0.73	0.01	0.01	0.10	0.73	(0.79)	1.56	(1.36)	3.61
CXSE	0.88	(0.04)	(0.07)	0.03	1.03	(0.89)	1.61	(1.75)	5.35
DGRS	0.75	(0.01)	(0.01)	0.08	0.74	(0.91)	2.47	(1.36)	4.47
DWX	0.38	0.05	(0.02)	0.21	0.40	(0.39)	0.73	(0.77)	2.63

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC