Correlation Between WisdomTree and WisdomTree Industrial

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Can any of the company-specific risk be diversified away by investing in both WisdomTree and WisdomTree Industrial at the same time? Although using a correlation coefficient on its own may not help to predict future stock returns, this module helps to understand the diversifiable risk of combining WisdomTree and WisdomTree Industrial into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between WisdomTree SP 500 and WisdomTree Industrial Metals, you can compare the effects of market volatilities on WisdomTree and WisdomTree Industrial and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in WisdomTree with a short position of WisdomTree Industrial. Check out your portfolio center. Please also check ongoing floating volatility patterns of WisdomTree and WisdomTree Industrial.

Diversification Opportunities for WisdomTree and WisdomTree Industrial

0.69
  Correlation Coefficient

Poor diversification

The 3 months correlation between WisdomTree and WisdomTree is 0.69. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree SP 500 and WisdomTree Industrial Metals in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Industrial and WisdomTree is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on WisdomTree SP 500 are associated (or correlated) with WisdomTree Industrial. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Industrial has no effect on the direction of WisdomTree i.e., WisdomTree and WisdomTree Industrial go up and down completely randomly.

Pair Corralation between WisdomTree and WisdomTree Industrial

Assuming the 90 days trading horizon WisdomTree is expected to generate 1.92 times less return on investment than WisdomTree Industrial. In addition to that, WisdomTree is 1.56 times more volatile than WisdomTree Industrial Metals. It trades about 0.06 of its total potential returns per unit of risk. WisdomTree Industrial Metals is currently generating about 0.17 per unit of volatility. If you would invest  81,463  in WisdomTree Industrial Metals on November 6, 2025 and sell it today you would earn a total of  11,487  from holding WisdomTree Industrial Metals or generate 14.1% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

WisdomTree SP 500  vs.  WisdomTree Industrial Metals

 Performance 
       Timeline  
WisdomTree SP 500 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Over the last 90 days WisdomTree SP 500 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively weak basic indicators, WisdomTree may actually be approaching a critical reversion point that can send shares even higher in March 2026.
WisdomTree Industrial 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Industrial Metals are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, WisdomTree Industrial unveiled solid returns over the last few months and may actually be approaching a breakup point.

WisdomTree and WisdomTree Industrial Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree and WisdomTree Industrial

The main advantage of trading using opposite WisdomTree and WisdomTree Industrial positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree position performs unexpectedly, WisdomTree Industrial can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in WisdomTree Industrial will offset losses from the drop in WisdomTree Industrial's long position.
The idea behind WisdomTree SP 500 and WisdomTree Industrial Metals pairs trading is to make the combined position market-neutral, meaning the overall market's direction will not affect its win or loss (or potential downside or upside). This can be achieved by designing a pairs trade with two highly correlated stocks or equities that operate in a similar space or sector, making it possible to obtain profits through simple and relatively low-risk investment.
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Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.

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