WisdomTree International Correlations

IHDG Etf

USD 50.37 0.43 0.85%

The current 90-days correlation between WisdomTree International and Xtrackers SP 500 is 0.81 (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 american community survey.

Moving together with WisdomTree Etf

0.93	EFG	iShares MSCI EAFE	Pair Corr
0.97	VIGI	Vanguard International	Pair Corr
0.88	GRIN	VictoryShares International	Pair Corr
0.91	CGXU	Capital Group Intern Sell-off Trend	Pair Corr
0.9	DNL	WisdomTree Global	Pair Corr
0.81	FPXI	First Trust International	Pair Corr
0.98	IQDG	WisdomTree International	Pair Corr
0.87	PIZ	Invesco DWA Developed	Pair Corr
0.95	IDHQ	Invesco SP International	Pair Corr
0.94	CPST	Calamos ETF Trust	Pair Corr
0.95	ITDD	iShares Trust	Pair Corr
0.92	VBK	Vanguard Small Cap	Pair Corr
0.92	YLD	Principal Active High	Pair Corr
0.94	AHYB	American Century ETF	Pair Corr
0.95	BINC	BlackRock ETF Trust Sell-off Trend	Pair Corr
0.91	ABI	VictoryShares Pioneer	Pair Corr
0.96	SPMD	SPDR Russell Small	Pair Corr
0.92	SEIX	Virtus ETF Trust	Pair Corr
0.94	MART	Allianzim Large Cap	Pair Corr
0.94	BBEU	JPMorgan BetaBuilders	Pair Corr
0.83	IAUM	iShares Gold Trust	Pair Corr
0.89	GSIG	Goldman Sachs Access	Pair Corr
0.91	VUSB	Vanguard Ultra Short	Pair Corr
0.89	RDIV	Invesco SP Ultra	Pair Corr
0.69	THD	iShares MSCI Thailand	Pair Corr
0.92	OASC	OneAscent Small Cap	Pair Corr
0.67	BND	Vanguard Total Bond	Pair Corr
0.94	IBMR	iShares Trust	Pair Corr
0.94	DBJP	Xtrackers MSCI Japan	Pair Corr
0.97	EDEN	iShares MSCI Denmark	Pair Corr
0.94	GAPR	First Trust Exchange	Pair Corr

Moving against WisdomTree Etf

0.84

MPAY

Exchange Traded Concepts

Pair Corr

Related Correlations Analysis

	XSOE	SMLF	SILJ	MDYV	MDYG	DCOR	FXO	IEV	SNPE
XSOE		0.82	0.84	0.77	0.86	0.82	0.52	0.88	0.81	XSOE
SMLF	0.82		0.9	0.95	0.99	0.97	0.84	0.88	0.92	SMLF
SILJ	0.84	0.9		0.93	0.92	0.87	0.76	0.92	0.83	SILJ
MDYV	0.77	0.95	0.93		0.95	0.93	0.85	0.93	0.88	MDYV
MDYG	0.86	0.99	0.92	0.95		0.96	0.81	0.9	0.91	MDYG
DCOR	0.82	0.97	0.87	0.93	0.96		0.87	0.9	0.98	DCOR
FXO	0.52	0.84	0.76	0.85	0.81	0.87		0.79	0.83	FXO
IEV	0.88	0.88	0.92	0.93	0.9	0.9	0.79		0.88	IEV
SNPE	0.81	0.92	0.83	0.88	0.91	0.98	0.83	0.88		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	0.68	0.05	0.04	0.13	0.74	(0.73)	1.50	(1.29)	4.40
SMLF	0.81	0.02	0.03	0.06	0.97	(0.84)	1.85	(1.86)	4.06
SILJ	2.65	0.63	0.18	0.44	3.13	(3.08)	6.14	(5.37)	22.75
MDYV	0.71	0.09	0.07	0.42	0.69	(0.84)	1.83	(1.33)	4.29
MDYG	0.78	0.03	0.04	0.07	0.85	(0.89)	1.70	(1.60)	3.81
DCOR	0.55	0.01	0.00	0.05	0.71	(0.56)	1.27	(1.27)	3.23
FXO	0.68	0.07	0.08	0.12	0.73	(0.76)	1.68	(1.40)	4.04
IEV	0.66	0.13	0.12	1.96	0.59	(0.74)	1.30	(1.20)	3.21
SNPE	0.51	(0.01)	(0.03)	0.03	0.72	(0.49)	1.11	(1.02)	3.72

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