WisdomTree SmallCap Correlations

EES Etf

USD 59.68 0.42 0.70%

The current 90-days correlation between WisdomTree SmallCap and WisdomTree International Equity is 0.59 (i.e., Very weak diversification). The correlation of WisdomTree SmallCap 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. If the correlation is 0, the equities are not correlated; they are entirely random.

WisdomTree SmallCap Correlation With Market

Poor diversification

The correlation between WisdomTree SmallCap Earnings and DJI is 0.74 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree SmallCap Earnings 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 SmallCap Earnings. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in median.

Moving together with WisdomTree Etf

0.98	VBR	Vanguard Small Cap	Pair Corr
0.94	IWN	iShares Russell 2000	Pair Corr
0.99	DFAT	Dimensional Targeted	Pair Corr
0.94	IJS	iShares SP Small	Pair Corr
0.94	SLYV	SPDR SP 600	Pair Corr
0.96	AVUV	Avantis Small Cap	Pair Corr
0.94	DES	WisdomTree SmallCap	Pair Corr
0.99	MDYV	SPDR SP 400	Pair Corr
0.96	CALF	Pacer Small Cap	Pair Corr
0.9	REGL	ProShares SP MidCap	Pair Corr
0.73	UPRO	ProShares UltraPro SP500	Pair Corr
0.87	QTJA	Innovator ETFs Trust	Pair Corr
0.74	QTOC	Innovator ETFs Trust	Pair Corr
0.85	XTOC	Innovator ETFs Trust	Pair Corr
0.89	QTAP	Innovator Growth 100	Pair Corr
0.91	XTJA	Innovator ETFs Trust	Pair Corr
0.92	XTAP	Innovator Equity Acc	Pair Corr
0.67	ITA	iShares Aerospace Defense Low Volatility	Pair Corr
0.89	INOV	Innovator ETFs Trust	Pair Corr
0.92	JEPI	JPMorgan Equity Premium Sell-off Trend	Pair Corr
0.62	JPM	JPMorgan Chase	Pair Corr
0.63	AXP	American Express	Pair Corr
0.75	JNJ	Johnson Johnson Earnings Call This Week	Pair Corr
0.9	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.68	DD	Dupont De Nemours	Pair Corr
0.7	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.69	BAC	Bank of America	Pair Corr
0.73	CAT	Caterpillar Sell-off Trend	Pair Corr

Moving against WisdomTree Etf

0.66	MSFT	Microsoft	Pair Corr
0.54	HPQ	HP Inc	Pair Corr

Related Correlations Analysis

	DWM	DOL	EZM	IYZ	DTH	CXSE	IGE	SMDV	IAT	IXG
DWM		0.99	0.92	0.82	0.94	0.26	0.88	0.84	0.87	0.93	DWM
DOL	0.99		0.91	0.82	0.97	0.22	0.91	0.8	0.88	0.94	DOL
EZM	0.92	0.91		0.76	0.91	0.09	0.88	0.89	0.93	0.91	EZM
IYZ	0.82	0.82	0.76		0.78	0.18	0.73	0.7	0.79	0.84	IYZ
DTH	0.94	0.97	0.91	0.78		0.01	0.91	0.79	0.94	0.96	DTH
CXSE	0.26	0.22	0.09	0.18	0.01		0.02	0.12	-0.13	0.03	CXSE
IGE	0.88	0.91	0.88	0.73	0.91	0.02		0.78	0.85	0.83	IGE
SMDV	0.84	0.8	0.89	0.7	0.79	0.12	0.78		0.8	0.79	SMDV
IAT	0.87	0.88	0.93	0.79	0.94	-0.13	0.85	0.8		0.96	IAT
IXG	0.93	0.94	0.91	0.84	0.96	0.03	0.83	0.79	0.96		IXG
	DWM	DOL	EZM	IYZ	DTH	CXSE	IGE	SMDV	IAT	IXG

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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

DOL	+ 0.99	DWM
DTH	+ 0.97	DOL
IXG	+ 0.96	DTH
IXG	+ 0.96	IAT
DTH	+ 0.94	DWM
IXG	+ 0.94	DOL

High negative correlations

IAT

- 0.13

CXSE

WisdomTree SmallCap Constituents Risk-Adjusted Indicators

There is a big difference between WisdomTree Etf performing well and WisdomTree SmallCap 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 SmallCap'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
DWM	0.48	0.06	0.04	0.18	0.36	(0.55)	1.00	(0.94)	2.20
DOL	0.50	0.08	0.08	0.22	0.36	(0.54)	1.18	(1.02)	2.47
EZM	0.67	0.02	0.02	0.11	0.63	(0.74)	1.36	(1.13)	3.39
IYZ	0.75	0.07	(0.02)	(2.31)	1.04	(0.73)	1.64	(1.55)	4.81
DTH	0.43	0.08	0.07	0.25	0.22	(0.51)	0.99	(0.67)	2.10
CXSE	0.88	(0.04)	(0.07)	0.03	1.03	(0.89)	1.61	(1.75)	5.35
IGE	0.85	0.15	0.09	0.52	0.82	(0.94)	1.57	(1.56)	3.89
SMDV	0.67	0.10	0.05	0.45	0.57	(0.84)	2.03	(1.40)	4.03
IAT	0.92	0.08	0.07	0.16	1.13	(0.97)	2.25	(1.33)	5.39
IXG	0.55	0.01	0.01	0.10	0.62	(0.58)	1.22	(1.34)	3.17

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