Correlation Between Dimensional ETF and WisdomTree Core

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

Diversification Opportunities for Dimensional ETF and WisdomTree Core

0.95
  Correlation Coefficient

Almost no diversification

The 3 months correlation between Dimensional and WisdomTree is 0.95. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional ETF Trust and WisdomTree Core Laddered in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Core Laddered and Dimensional ETF 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 Dimensional ETF Trust are associated (or correlated) with WisdomTree Core. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Core Laddered has no effect on the direction of Dimensional ETF i.e., Dimensional ETF and WisdomTree Core go up and down completely randomly.

Pair Corralation between Dimensional ETF and WisdomTree Core

Given the investment horizon of 90 days Dimensional ETF is expected to generate 1.91 times less return on investment than WisdomTree Core. In addition to that, Dimensional ETF is 1.02 times more volatile than WisdomTree Core Laddered. It trades about 0.23 of its total potential returns per unit of risk. WisdomTree Core Laddered is currently generating about 0.45 per unit of volatility. If you would invest  2,567  in WisdomTree Core Laddered on November 22, 2025 and sell it today you would earn a total of  60.00  from holding WisdomTree Core Laddered or generate 2.34% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Strong
Accuracy100.0%
ValuesDaily Returns

Dimensional ETF Trust  vs.  WisdomTree Core Laddered

 Performance 
       Timeline  
Dimensional ETF Trust 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Dimensional ETF Trust are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, Dimensional ETF is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders.
WisdomTree Core Laddered 

Risk-Adjusted Performance

High

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Core Laddered are ranked lower than 36 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable primary indicators, WisdomTree Core is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors.

Dimensional ETF and WisdomTree Core Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Dimensional ETF and WisdomTree Core

The main advantage of trading using opposite Dimensional ETF and WisdomTree Core positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Dimensional ETF position performs unexpectedly, WisdomTree Core 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 Core will offset losses from the drop in WisdomTree Core's long position.
The idea behind Dimensional ETF Trust and WisdomTree Core Laddered 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 Content Syndication module to quickly integrate customizable finance content to your own investment portal.

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