WisdomTree Siegel Correlations

EQTYX Etf

13.75 0.07 0.51%

The current 90-days correlation between WisdomTree Siegel Global and WisdomTree Issuer ICAV is 0.18 (i.e., Average diversification). The correlation of WisdomTree Siegel 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 Siegel Correlation With Market

Almost no diversification

The correlation between WisdomTree Siegel Global and DJI is 0.95 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Siegel Global 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 Siegel Global. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in services.

Moving together with WisdomTree Etf

0.78	TECHX	Wisdomtree Digital Trust	Pair Corr
0.92	WTSIX	Wisdomtree Digital Trust	Pair Corr
1.0	MODRX	WisdomTree Siegel	Pair Corr
0.84	SPXUX	Wisdomtree Digital Trust	Pair Corr
0.9	VTI	Vanguard Total Stock	Pair Corr
0.87	SPY	SPDR SP 500	Pair Corr
0.87	IVV	iShares Core SP	Pair Corr
0.99	VTV	Vanguard Value Index Sell-off Trend	Pair Corr
0.93	VO	Vanguard Mid Cap	Pair Corr
0.98	VEA	Vanguard FTSE Developed Aggressive Push	Pair Corr
0.97	VB	Vanguard Small Cap	Pair Corr
0.79	VWO	Vanguard FTSE Emerging	Pair Corr
0.94	IWC	iShares Micro Cap	Pair Corr
0.93	SLV	iShares Silver Trust Aggressive Push	Pair Corr
0.91	EWM	iShares MSCI Malaysia	Pair Corr
0.77	ERX	Direxion Daily Energy	Pair Corr
0.9	CGCV	Capital Group Conser	Pair Corr
0.88	BSCQ	Invesco BulletShares 2026	Pair Corr
0.93	SCHD	Schwab Dividend Equity	Pair Corr
0.95	IYJ	iShares Industrials ETF	Pair Corr
0.83	EWT	iShares MSCI Taiwan	Pair Corr
0.94	DBB	Invesco DB Base	Pair Corr
0.92	IYT	iShares Transportation	Pair Corr
0.95	DFAT	Dimensional Targeted	Pair Corr
0.92	ALIL	Argent Focused Small	Pair Corr
0.93	QDEF	FlexShares Quality	Pair Corr
0.95	FVAL	Fidelity Value Factor	Pair Corr
0.91	ISWN	Amplify BlackSwan ISWN	Pair Corr

Moving against WisdomTree Etf

0.54

WTLGX

Wisdomtree Digital Trust

Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.54	0.3	-0.12	-0.03	-0.16	0.54	0.02	-0.28	-0.24	META
MSFT	0.54		0.78	-0.54	0.48	0.28	0.33	-0.19	-0.85	-0.7	MSFT
UBER	0.3	0.78		-0.45	0.42	0.48	0.03	-0.32	-0.8	-0.51	UBER
F	-0.12	-0.54	-0.45		-0.6	-0.19	0.09	0.52	0.67	0.59	F
T	-0.03	0.48	0.42	-0.6		0.62	-0.15	-0.28	-0.47	-0.66	T
A	-0.16	0.28	0.48	-0.19	0.62		-0.24	-0.16	-0.3	-0.46	A
CRM	0.54	0.33	0.03	0.09	-0.15	-0.24		0.61	-0.11	-0.38	CRM
JPM	0.02	-0.19	-0.32	0.52	-0.28	-0.16	0.61		0.41	0.02	JPM
MRK	-0.28	-0.85	-0.8	0.67	-0.47	-0.3	-0.11	0.41		0.71	MRK
XOM	-0.24	-0.7	-0.51	0.59	-0.66	-0.46	-0.38	0.02	0.71		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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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

UBER	+ 0.78	MSFT
XOM	+ 0.71	MRK
MRK	+ 0.67	F
A	+ 0.62	T
JPM	+ 0.61	CRM
XOM	+ 0.59	F

High negative correlations

MRK	- 0.85	MSFT
MRK	- 0.8	UBER
XOM	- 0.7	MSFT
XOM	- 0.66	T
T	- 0.6	F
F	- 0.54	MSFT

WisdomTree Siegel Competition Risk-Adjusted Indicators

There is a big difference between WisdomTree Etf performing well and WisdomTree Siegel 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 Siegel'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
META	1.44	(0.12)	0.00	(1.43)	0.00	0.00	3.16	(2.67)	13.02
MSFT	1.05	(0.13)	0.00	0.63	0.00	0.00	1.78	(2.50)	4.90
UBER	1.45	(0.23)	0.00	(0.24)	0.00	0.00	2.60	(3.82)	10.23
F	1.47	0.11	0.09	0.15	1.32	(1.82)	3.65	(2.35)	16.30
T	0.88	(0.17)	0.00	(0.41)	0.00	0.00	1.53	(1.85)	4.30
A	1.19	(0.19)	0.00	(0.08)	0.00	0.00	2.90	(2.58)	7.85
CRM	1.43	(0.23)	0.00	(0.16)	0.00	0.00	2.94	(3.10)	12.37
JPM	1.11	(0.06)	(0.02)	0.03	1.66	(1.09)	2.00	(3.11)	7.38
MRK	1.24	0.28	0.19	0.47	1.13	(1.50)	3.59	(1.98)	8.09
XOM	1.07	0.27	0.17	4.15	0.96	(1.25)	2.38	(1.51)	5.82

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