WisdomTree Emerging Correlations

Etfs . USA . 
Etf . WisdomTree Emerging Markets
EMMF Etf  USD 33.42  0.18  0.54%   
The current 90-days correlation between WisdomTree Emerging and WisdomTree Emerging Markets is 0.89 (i.e., Very poor diversification). The correlation of WisdomTree Emerging 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 Emerging Correlation With Market

Very weak diversification

The correlation between WisdomTree Emerging Markets and DJI is 0.5 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Emerging Markets and DJI in the same portfolio, assuming nothing else is changed.
  
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Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in WisdomTree Emerging Markets. 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

  0.91VWO Vanguard FTSE EmergingPairCorr
  0.96IEMG iShares Core MSCIPairCorr
  0.77EMC Global X FundsPairCorr
  0.97EEM iShares MSCI Emerging Aggressive PushPairCorr
  0.92SPEM SPDR Portfolio EmergingPairCorr
  0.96FNDE Schwab FundamentalPairCorr
  0.97ESGE iShares ESG AwarePairCorr
  0.9SFGRX Seafarer OverseasPairCorr
  0.95DGS WisdomTree EmergingPairCorr
  0.94XSOE WisdomTree EmergingPairCorr
  0.76VTI Vanguard Total StockPairCorr
  0.79SPY SPDR SP 500PairCorr
  0.79IVV iShares Core SPPairCorr
  0.8TOT Advisor Managed PortPairCorr
  0.83VTV Vanguard Value IndexPairCorr
  0.75VO Vanguard Mid CapPairCorr
  0.78JEPI JPMorgan Equity PremiumPairCorr
  0.82XOM Exxon Mobil Corp Aggressive PushPairCorr
  0.66DD Dupont De NemoursPairCorr
  0.65MRK Merck Company Sell-off TrendPairCorr
  0.82CVX Chevron CorpPairCorr

Moving against WisdomTree Etf

  0.65HPQ HP IncPairCorr
  0.65T ATT IncPairCorr
  0.44MSFT MicrosoftPairCorr

Related Correlations Analysis


WisdomTree Emerging Constituents Risk-Adjusted Indicators

There is a big difference between WisdomTree Etf performing well and WisdomTree Emerging 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 Emerging'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
DGRE  0.63  0.11  0.10  0.27  0.54 
(0.73)
 1.66 
(1.19)
 3.27 
GSEE  0.70  0.07  0.04  0.20  0.63 
(0.82)
 1.59 
(1.28)
 3.64 
RFDI  0.51  0.07  0.06  0.20  0.43 
(0.54)
 1.15 
(1.11)
 2.33 
ECML  0.71  0.07  0.10  0.18  0.42 
(0.91)
 2.20 
(1.07)
 4.37 
BLES  0.50  0.02  0.00  0.13  0.53 
(0.53)
 0.94 
(1.11)
 2.44 
IEZ  1.35  0.33  0.19  0.48  1.38 
(1.55)
 3.88 
(2.46)
 9.31 
FYT  0.80  0.08  0.10  0.17  0.66 
(0.89)
 2.45 
(1.23)
 4.57 
PIE  0.80  0.04  0.01  0.15  0.89 
(0.87)
 1.63 
(1.81)
 5.29 
ERNZ  0.49  0.02 (0.10) 0.21  0.55 
(0.52)
 0.98 
(1.02)
 2.73 
AVDS  0.56  0.07  0.06  0.21  0.50 
(0.61)
 1.28 
(1.11)
 2.87 

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