WisdomTree International Correlations

DWMF Etf

USD 33.30 0.14 0.42%

The current 90-days correlation between WisdomTree International and iShares MSCI United 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

Almost no diversification

The correlation between WisdomTree International Multi and DJI is 0.91 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree International Multi 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 Multifactor. 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

0.96	EFV	iShares MSCI EAFE	Pair Corr
0.94	FNDF	Schwab Fundamental	Pair Corr
0.72	DOO	BRP Inc Symbol Change	Pair Corr
0.95	VYMI	Vanguard International	Pair Corr
0.92	IDV	iShares International Low Volatility	Pair Corr
0.94	DFIV	Dimensional International	Pair Corr
0.94	IVLU	iShares Edge MSCI	Pair Corr
0.96	RODM	Hartford Multifactor	Pair Corr
0.95	PXF	Invesco FTSE RAFI	Pair Corr
0.92	HDEF	Xtrackers MSCI EAFE	Pair Corr
0.91	CPST	Calamos ETF Trust	Pair Corr
0.9	ITDD	iShares Trust	Pair Corr
0.84	IXJ	iShares Global Healthcare	Pair Corr
0.78	EMCS	Xtrackers MSCI Emerging	Pair Corr
0.93	ZHOG	RBB Fund Symbol Change	Pair Corr
0.76	SOXY	YieldMax Target 12	Pair Corr
0.66	PSCT	Invesco SP SmallCap	Pair Corr
0.77	XBI	SPDR SP Biotech Aggressive Push	Pair Corr
0.86	JHSC	John Hancock Multifactor	Pair Corr
0.89	GSIG	Goldman Sachs Access	Pair Corr
0.88	FSMB	First Trust Short	Pair Corr
0.92	BMAY	Innovator SP 500	Pair Corr
0.73	FPXE	First Trust IPOX	Pair Corr

Moving against WisdomTree Etf

0.68

MPAY

Exchange Traded Concepts

Pair Corr

Related Correlations Analysis

	RFEM	IBBQ	BLDG	SSXU	FLCV	JDVI	HEJD	CSNR	BDRY	EWUS
RFEM		0.59	0.71	0.94	0.84	0.94	0.27	0.94	0.56	0.89	RFEM
IBBQ	0.59		0.22	0.6	0.8	0.75	0.12	0.74	0.77	0.55	IBBQ
BLDG	0.71	0.22		0.63	0.47	0.58	0.29	0.64	0.43	0.62	BLDG
SSXU	0.94	0.6	0.63		0.92	0.96	0.2	0.93	0.44	0.97	SSXU
FLCV	0.84	0.8	0.47	0.92		0.94	0.14	0.91	0.56	0.9	FLCV
JDVI	0.94	0.75	0.58	0.96	0.94		0.15	0.98	0.62	0.91	JDVI
HEJD	0.27	0.12	0.29	0.2	0.14	0.15		0.17	0.18	0.17	HEJD
CSNR	0.94	0.74	0.64	0.93	0.91	0.98	0.17		0.69	0.9	CSNR
BDRY	0.56	0.77	0.43	0.44	0.56	0.62	0.18	0.69		0.4	BDRY
EWUS	0.89	0.55	0.62	0.97	0.9	0.91	0.17	0.9	0.4		EWUS
	RFEM	IBBQ	BLDG	SSXU	FLCV	JDVI	HEJD	CSNR	BDRY	EWUS

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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
RFEM	0.57	0.09	0.09	0.24	0.46	(0.64)	1.49	(1.06)	2.60
IBBQ	0.96	0.14	0.12	0.31	0.77	(1.17)	2.33	(1.48)	5.24
BLDG	0.40	0.02	(0.05)	0.15	0.47	(0.42)	0.88	(0.82)	2.42
SSXU	0.49	0.03	0.01	0.12	0.54	(0.49)	1.02	(0.96)	2.33
FLCV	0.59	0.03	0.04	0.11	0.54	(0.67)	1.53	(1.08)	3.34
JDVI	0.57	0.13	0.13	0.26	0.51	(0.60)	1.43	(1.15)	3.14
HEJD	0.39	0.01	(0.08)	0.09	0.49	(0.38)	0.89	(0.82)	2.18
CSNR	0.87	0.20	0.15	0.39	0.95	(0.98)	1.59	(1.58)	3.56
BDRY	1.91	0.41	0.13	(0.63)	2.04	(2.12)	3.98	(3.99)	11.04
EWUS	0.71	0.09	0.09	0.18	0.65	(0.80)	1.76	(1.45)	3.80

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