Correlation Between WisdomTree Japan and First Trust

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

Diversification Opportunities for WisdomTree Japan and First Trust

-0.62
  Correlation Coefficient

Excellent diversification

The 3 months correlation between WisdomTree and First is -0.62. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Japan Hedged and First Trust S Network in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on First Trust S and WisdomTree Japan 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 Japan Hedged are associated (or correlated) with First Trust. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of First Trust S has no effect on the direction of WisdomTree Japan i.e., WisdomTree Japan and First Trust go up and down completely randomly.

Pair Corralation between WisdomTree Japan and First Trust

Considering the 90-day investment horizon WisdomTree Japan Hedged is expected to generate 0.96 times more return on investment than First Trust. However, WisdomTree Japan Hedged is 1.05 times less risky than First Trust. It trades about 0.33 of its potential returns per unit of risk. First Trust S Network is currently generating about -0.12 per unit of risk. If you would invest  13,906  in WisdomTree Japan Hedged on November 29, 2025 and sell it today you would earn a total of  3,108  from holding WisdomTree Japan Hedged or generate 22.35% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy98.36%
ValuesDaily Returns

WisdomTree Japan Hedged  vs.  First Trust S Network

 Performance 
       Timeline  
WisdomTree Japan Hedged 

Risk-Adjusted Performance

Strong

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Japan Hedged are ranked lower than 26 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, WisdomTree Japan revealed solid returns over the last few months and may actually be approaching a breakup point.
First Trust S 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days First Trust S Network has generated negative risk-adjusted returns adding no value to investors with long positions. Even with latest weak performance, the Etf's technical indicators remain invariable and the latest agitation on Wall Street may also be a sign of long-running gains for the ETF retail investors.

WisdomTree Japan and First Trust Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Japan and First Trust

The main advantage of trading using opposite WisdomTree Japan and First Trust positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Japan position performs unexpectedly, First Trust 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 First Trust will offset losses from the drop in First Trust's long position.
The idea behind WisdomTree Japan Hedged and First Trust S Network 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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

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