WisdomTree Managed Correlations

WTMF Etf

USD 39.32 0.32 0.82%

The current 90-days correlation between WisdomTree Managed and Elevation Series Trust is 0.44 (i.e., Very weak diversification). The correlation of WisdomTree Managed 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 Managed Correlation With Market

Poor diversification

The correlation between WisdomTree Managed Futures and DJI is 0.6 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Managed Futures and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with WisdomTree Etf

Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in WisdomTree Managed Futures. 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

0.93	DBMF	iMGP DBi Managed	Pair Corr
0.84	KMLM	KFA Mount Lucas	Pair Corr
0.87	VTI	Vanguard Total Stock	Pair Corr
0.84	IVV	iShares Core SP	Pair Corr
0.61	VO	Vanguard Mid Cap	Pair Corr
0.96	VEA	Vanguard FTSE Developed	Pair Corr
0.64	VB	Vanguard Small Cap	Pair Corr
0.94	JEPI	JPMorgan Equity Premium	Pair Corr
0.64	BA	Boeing	Pair Corr

Moving against WisdomTree Etf

0.35	T	ATT Inc	Pair Corr
0.32	HPQ	HP Inc	Pair Corr
0.32	MMM	3M Company Earnings Call This Week	Pair Corr
0.31	MSFT	Microsoft	Pair Corr

Related Correlations Analysis

	SRHQ	BVAL	IJAN	RAAX	SELV	YJUN	QWLD	SHDG	HAP	TMFM
SRHQ		0.96	0.91	0.87	0.74	0.95	0.94	0.89	0.87	0.49	SRHQ
BVAL	0.96		0.96	0.93	0.81	0.97	0.99	0.93	0.94	0.4	BVAL
IJAN	0.91	0.96		0.93	0.82	0.95	0.96	0.85	0.97	0.24	IJAN
RAAX	0.87	0.93	0.93		0.82	0.93	0.93	0.79	0.96	0.33	RAAX
SELV	0.74	0.81	0.82	0.82		0.74	0.86	0.68	0.87	0.04	SELV
YJUN	0.95	0.97	0.95	0.93	0.74		0.96	0.88	0.92	0.44	YJUN
QWLD	0.94	0.99	0.96	0.93	0.86	0.96		0.92	0.95	0.35	QWLD
SHDG	0.89	0.93	0.85	0.79	0.68	0.88	0.92		0.81	0.39	SHDG
HAP	0.87	0.94	0.97	0.96	0.87	0.92	0.95	0.81		0.16	HAP
TMFM	0.49	0.4	0.24	0.33	0.04	0.44	0.35	0.39	0.16		TMFM
	SRHQ	BVAL	IJAN	RAAX	SELV	YJUN	QWLD	SHDG	HAP	TMFM

Please upgrade your account to get full access to Macroaxis premium features

WisdomTree Managed Constituents Risk-Adjusted Indicators

There is a big difference between WisdomTree Etf performing well and WisdomTree Managed 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 Managed'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
SRHQ	0.69	0.02	0.00	0.14	0.78	(0.73)	1.70	(1.38)	4.69
BVAL	0.50	0.02	(0.02)	0.13	0.42	(0.56)	1.07	(0.91)	2.23
IJAN	0.18	0.03	(0.18)	0.24	0.00	(0.20)	0.44	(0.30)	1.16
RAAX	0.68	0.05	0.01	0.19	0.72	(0.77)	1.20	(1.12)	3.14
SELV	0.38	0.05	(0.04)	0.24	0.28	(0.43)	1.00	(0.71)	2.25
YJUN	0.25	0.01	(0.20)	0.13	0.17	(0.29)	0.47	(0.56)	1.63
QWLD	0.42	0.02	(0.06)	0.14	0.35	(0.46)	0.81	(0.66)	1.98
SHDG	0.41	0.00	(0.09)	0.10	0.48	(0.43)	0.79	(0.98)	2.48
HAP	0.73	0.14	0.11	0.30	0.66	(0.79)	1.53	(1.24)	3.40
TMFM	0.78	(0.12)	0.00	(0.01)	0.00	0.00	1.55	(1.43)	3.65

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