WisdomTree International Correlations

IHDG Etf

USD 51.45 0.46 0.89%

The current 90-days correlation between WisdomTree International and Xtrackers SP 500 is 0.82 (i.e., Very 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 Hedge and DJI is 0.94 (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 Hedge and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with WisdomTree Etf

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in WisdomTree International Hedged. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in small area income & poverty estimates.

Moving together with WisdomTree Etf

0.97	EFG	iShares MSCI EAFE	Pair Corr
0.95	VIGI	Vanguard International	Pair Corr
0.94	GRIN	VictoryShares International	Pair Corr
0.97	CGXU	Capital Group Intern	Pair Corr
0.96	DNL	WisdomTree Global	Pair Corr
0.91	FPXI	First Trust International	Pair Corr
0.98	IQDG	WisdomTree International	Pair Corr
0.94	PIZ	Invesco DWA Developed	Pair Corr
0.96	IDHQ	Invesco SP International	Pair Corr
0.9	ITWO	Proshares Russell 2000	Pair Corr
0.67	AMPD	Tidal ETF Services	Pair Corr
0.79	ELON	Battleshares TSLA	Pair Corr
0.93	CPST	Calamos ETF Trust	Pair Corr
0.77	SLV	iShares Silver Trust Aggressive Push	Pair Corr
0.93	DGRW	WisdomTree Quality	Pair Corr
0.93	FYT	First Trust Small	Pair Corr
0.93	RSST	Return Stacked Stocks	Pair Corr
0.94	CEFD	ETRACS Monthly Pay	Pair Corr
0.94	KNGZ	First Trust Exchange	Pair Corr
0.99	HEFA	iShares Currency Hedged	Pair Corr
0.93	ITA	iShares Aerospace Defense	Pair Corr
0.95	IJS	iShares SP Small	Pair Corr
0.9	UEVM	VictoryShares Emerging	Pair Corr
0.92	VYMI	Vanguard International	Pair Corr
0.95	TAXT	Northern Trust Tax	Pair Corr
0.86	DRVN	Driven Brands Holdings	Pair Corr
0.69	USO	United States Oil	Pair Corr
0.96	IDUB	ETF Series Solutions	Pair Corr
0.63	UCO	ProShares Ultra Bloomberg	Pair Corr
0.85	GLD	SPDR Gold Shares Aggressive Push	Pair Corr
0.94	FTCS	First Trust Capital	Pair Corr
0.95	EAFG	Pacer Funds Trust	Pair Corr
0.94	DIA	SPDR Dow Jones	Pair Corr
0.94	AVUV	Avantis Small Cap	Pair Corr
0.86	QLV	FlexShares Quality Low	Pair Corr
0.95	FNK	First Trust Mid	Pair Corr
0.96	HIYS	Invesco High Yield Symbol Change	Pair Corr

Moving against WisdomTree Etf

0.8	MPAY	Exchange Traded Concepts	Pair Corr
0.67	ENTR	EntrepreneurShares	Pair Corr

Related Correlations Analysis

	XSOE	SMLF	SILJ	MDYV	MDYG	DCOR	FXO	IEV	SNPE
XSOE		0.84	0.89	0.9	0.93	0.86	0.48	0.96	0.78	XSOE
SMLF	0.84		0.92	0.91	0.93	0.93	0.72	0.91	0.87	SMLF
SILJ	0.89	0.92		0.86	0.91	0.87	0.61	0.91	0.82	SILJ
MDYV	0.9	0.91	0.86		0.97	0.95	0.72	0.95	0.84	MDYV
MDYG	0.93	0.93	0.91	0.97		0.95	0.67	0.95	0.85	MDYG
DCOR	0.86	0.93	0.87	0.95	0.95		0.81	0.93	0.97	DCOR
FXO	0.48	0.72	0.61	0.72	0.67	0.81		0.67	0.83	FXO
IEV	0.96	0.91	0.91	0.95	0.95	0.93	0.67		0.87	IEV
SNPE	0.78	0.87	0.82	0.84	0.85	0.97	0.83	0.87		SNPE
	XSOE	SMLF	SILJ	MDYV	MDYG	DCOR	FXO	IEV	SNPE

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
XSOE	0.69	0.15	0.16	0.29	0.54	(0.79)	2.03	(1.22)	4.40
SMLF	0.80	0.14	0.09	3.63	0.79	(0.90)	2.00	(1.48)	4.91
SILJ	2.98	0.74	0.18	0.46	3.76	(3.40)	6.27	(5.95)	22.75
MDYV	0.74	0.11	0.15	0.17	0.55	(0.94)	2.18	(1.21)	4.29
MDYG	0.79	0.12	0.15	0.18	0.64	(0.96)	1.79	(1.48)	5.14
DCOR	0.54	0.03	0.03	0.10	0.62	(0.57)	1.30	(1.31)	3.76
FXO	0.72	0.00	0.00	0.07	0.85	(0.77)	1.68	(1.34)	3.69
IEV	0.63	0.13	0.15	0.24	0.54	(0.71)	1.48	(1.32)	3.28
SNPE	0.52	0.01	(0.01)	0.07	0.64	(0.54)	1.11	(1.25)	3.68

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