Correlation Between WisdomTree Japan and Defiance

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Can any of the company-specific risk be diversified away by investing in both WisdomTree Japan and Defiance 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 Defiance 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 Defiance SP 500, you can compare the effects of market volatilities on WisdomTree Japan and Defiance 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 Defiance. Check out your portfolio center. Please also check ongoing floating volatility patterns of WisdomTree Japan and Defiance.

Diversification Opportunities for WisdomTree Japan and Defiance

0.33
  Correlation Coefficient

Weak diversification

The 3 months correlation between WisdomTree and Defiance is 0.33. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Japan Hedged and Defiance SP 500 in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Defiance SP 500 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 Defiance. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Defiance SP 500 has no effect on the direction of WisdomTree Japan i.e., WisdomTree Japan and Defiance go up and down completely randomly.

Pair Corralation between WisdomTree Japan and Defiance

If you would invest  3,166  in Defiance SP 500 on October 3, 2025 and sell it today you would earn a total of  22.00  from holding Defiance SP 500 or generate 0.69% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy1.61%
ValuesDaily Returns

WisdomTree Japan Hedged  vs.  Defiance SP 500

 Performance 
       Timeline  
WisdomTree Japan Hedged 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days WisdomTree Japan Hedged has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable forward-looking indicators, WisdomTree Japan is not utilizing all of its potentials. The recent stock price uproar, may contribute to short-horizon losses for the private investors.
Defiance SP 500 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Defiance SP 500 are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong basic indicators, Defiance is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors.

WisdomTree Japan and Defiance Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Japan and Defiance

The main advantage of trading using opposite WisdomTree Japan and Defiance positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Japan position performs unexpectedly, Defiance 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 Defiance will offset losses from the drop in Defiance's long position.
The idea behind WisdomTree Japan Hedged and Defiance SP 500 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 Dashboard module to portfolio dashboard that provides centralized access to all your investments.

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