Correlation Between WisdomTree International and SPDR SP

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Can any of the company-specific risk be diversified away by investing in both WisdomTree International and SPDR SP 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 SPDR SP 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 SPDR SP Software, you can compare the effects of market volatilities on WisdomTree International and SPDR SP 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 SPDR SP. Check out your portfolio center. Please also check ongoing floating volatility patterns of WisdomTree International and SPDR SP.

Diversification Opportunities for WisdomTree International and SPDR SP

-0.32
  Correlation Coefficient

Very good diversification

The 3 months correlation between WisdomTree and SPDR is -0.32. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree International High and SPDR SP Software in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on SPDR SP Software 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 SPDR SP. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of SPDR SP Software has no effect on the direction of WisdomTree International i.e., WisdomTree International and SPDR SP go up and down completely randomly.

Pair Corralation between WisdomTree International and SPDR SP

Considering the 90-day investment horizon WisdomTree International High is expected to generate 0.34 times more return on investment than SPDR SP. However, WisdomTree International High is 2.9 times less risky than SPDR SP. It trades about 0.33 of its potential returns per unit of risk. SPDR SP Software is currently generating about -0.12 per unit of risk. If you would invest  5,018  in WisdomTree International High on October 4, 2025 and sell it today you would earn a total of  142.00  from holding WisdomTree International High or generate 2.83% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

WisdomTree International High  vs.  SPDR SP Software

 Performance 
       Timeline  
WisdomTree International 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree International High are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong basic indicators, WisdomTree International is not utilizing all of its potentials. The latest stock price confusion, may contribute to short-horizon losses for the traders.
SPDR SP Software 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days SPDR SP Software has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest weak performance, the Etf's basic indicators remain stable and the latest fuss on Wall Street may also be a sign of long-term gains for the fund sophisticated investors.

WisdomTree International and SPDR SP Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree International and SPDR SP

The main advantage of trading using opposite WisdomTree International and SPDR SP positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree International position performs unexpectedly, SPDR SP 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 SPDR SP will offset losses from the drop in SPDR SP's long position.
The idea behind WisdomTree International High and SPDR SP Software 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.
Check out your portfolio center.
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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

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