Correlation Between WisdomTree India and Invesco FTSE

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

Diversification Opportunities for WisdomTree India and Invesco FTSE

-0.17
  Correlation Coefficient

Good diversification

The 3 months correlation between WisdomTree and Invesco is -0.17. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree India Earnings and Invesco FTSE RAFI in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Invesco FTSE RAFI and WisdomTree India 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 India Earnings are associated (or correlated) with Invesco FTSE. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Invesco FTSE RAFI has no effect on the direction of WisdomTree India i.e., WisdomTree India and Invesco FTSE go up and down completely randomly.

Pair Corralation between WisdomTree India and Invesco FTSE

Considering the 90-day investment horizon WisdomTree India Earnings is expected to under-perform the Invesco FTSE. In addition to that, WisdomTree India is 1.01 times more volatile than Invesco FTSE RAFI. It trades about -0.06 of its total potential returns per unit of risk. Invesco FTSE RAFI is currently generating about 0.15 per unit of volatility. If you would invest  4,595  in Invesco FTSE RAFI on September 27, 2025 and sell it today you would earn a total of  107.00  from holding Invesco FTSE RAFI or generate 2.33% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

WisdomTree India Earnings  vs.  Invesco FTSE RAFI

 Performance 
       Timeline  
WisdomTree India Earnings 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree India Earnings are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong basic indicators, WisdomTree India is not utilizing all of its potentials. The newest stock price confusion, may contribute to short-horizon losses for the traders.
Invesco FTSE RAFI 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Invesco FTSE RAFI are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong technical and fundamental indicators, Invesco FTSE is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.

WisdomTree India and Invesco FTSE Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree India and Invesco FTSE

The main advantage of trading using opposite WisdomTree India and Invesco FTSE positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree India position performs unexpectedly, Invesco FTSE 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 FTSE will offset losses from the drop in Invesco FTSE's long position.
The idea behind WisdomTree India Earnings and Invesco FTSE RAFI 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 ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.

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