Correlation Between WisdomTree International and Invesco KBW

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

Diversification Opportunities for WisdomTree International and Invesco KBW

0.34
  Correlation Coefficient

Weak diversification

The 3 months correlation between WisdomTree and Invesco is 0.34. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree International High and Invesco KBW High in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Invesco KBW High and WisdomTree International 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 International High are associated (or correlated) with Invesco KBW. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Invesco KBW High has no effect on the direction of WisdomTree International i.e., WisdomTree International and Invesco KBW go up and down completely randomly.

Pair Corralation between WisdomTree International and Invesco KBW

Considering the 90-day investment horizon WisdomTree International High is expected to generate 0.7 times more return on investment than Invesco KBW. However, WisdomTree International High is 1.43 times less risky than Invesco KBW. It trades about 0.38 of its potential returns per unit of risk. Invesco KBW High is currently generating about -0.02 per unit of risk. If you would invest  4,982  in WisdomTree International High on November 29, 2025 and sell it today you would earn a total of  776.00  from holding WisdomTree International High or generate 15.58% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

WisdomTree International High  vs.  Invesco KBW High

 Performance 
       Timeline  
WisdomTree International 

Risk-Adjusted Performance

Strong

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree International High are ranked lower than 30 (%) of all global equities and portfolios over the last 90 days. Despite fairly weak basic indicators, WisdomTree International demonstrated solid returns over the last few months and may actually be approaching a breakup point.
Invesco KBW High 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Invesco KBW High has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Invesco KBW is not utilizing all of its potentials. The recent stock price tumult, may contribute to shorter-term losses for the shareholders.

WisdomTree International and Invesco KBW Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree International and Invesco KBW

The main advantage of trading using opposite WisdomTree International and Invesco KBW positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree International position performs unexpectedly, Invesco KBW 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 Invesco KBW will offset losses from the drop in Invesco KBW's long position.
The idea behind WisdomTree International High and Invesco KBW High 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 Commodity Directory module to find actively traded commodities issued by global exchanges.

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