Correlation Between WisdomTree Gold and WisdomTree Physical

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Can any of the company-specific risk be diversified away by investing in both WisdomTree Gold and WisdomTree Physical 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 Gold and WisdomTree Physical into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between WisdomTree Gold EUR and WisdomTree Physical Bitcoin, you can compare the effects of market volatilities on WisdomTree Gold and WisdomTree Physical 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 Gold with a short position of WisdomTree Physical. Check out your portfolio center. Please also check ongoing floating volatility patterns of WisdomTree Gold and WisdomTree Physical.

Diversification Opportunities for WisdomTree Gold and WisdomTree Physical

-0.49
  Correlation Coefficient

Very good diversification

The 3 months correlation between WisdomTree and WisdomTree is -0.49. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Gold EUR and WisdomTree Physical Bitcoin in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Physical and WisdomTree Gold 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 Gold EUR are associated (or correlated) with WisdomTree Physical. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Physical has no effect on the direction of WisdomTree Gold i.e., WisdomTree Gold and WisdomTree Physical go up and down completely randomly.

Pair Corralation between WisdomTree Gold and WisdomTree Physical

Assuming the 90 days trading horizon WisdomTree Gold EUR is expected to generate 0.73 times more return on investment than WisdomTree Physical. However, WisdomTree Gold EUR is 1.37 times less risky than WisdomTree Physical. It trades about 0.23 of its potential returns per unit of risk. WisdomTree Physical Bitcoin is currently generating about 0.14 per unit of risk. If you would invest  3,771  in WisdomTree Gold EUR on October 22, 2025 and sell it today you would earn a total of  217.00  from holding WisdomTree Gold EUR or generate 5.75% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

WisdomTree Gold EUR  vs.  WisdomTree Physical Bitcoin

 Performance 
       Timeline  
WisdomTree Gold EUR 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Gold EUR are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, WisdomTree Gold reported solid returns over the last few months and may actually be approaching a breakup point.
WisdomTree Physical 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days WisdomTree Physical Bitcoin has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Etf's basic indicators remain somewhat strong which may send shares a bit higher in February 2026. The current disturbance may also be a sign of long term up-swing for the ETF investors.

WisdomTree Gold and WisdomTree Physical Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Gold and WisdomTree Physical

The main advantage of trading using opposite WisdomTree Gold and WisdomTree Physical positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Gold position performs unexpectedly, WisdomTree Physical 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 Physical will offset losses from the drop in WisdomTree Physical's long position.
The idea behind WisdomTree Gold EUR and WisdomTree Physical Bitcoin 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 ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.

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