Correlation Between First Trust and WisdomTree Efficient

Specify exactly 2 symbols:
Can any of the company-specific risk be diversified away by investing in both First Trust and WisdomTree Efficient 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 First Trust and WisdomTree Efficient into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between First Trust Short and WisdomTree Efficient Gold, you can compare the effects of market volatilities on First Trust and WisdomTree Efficient 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 First Trust with a short position of WisdomTree Efficient. Check out your portfolio center. Please also check ongoing floating volatility patterns of First Trust and WisdomTree Efficient.

Diversification Opportunities for First Trust and WisdomTree Efficient

0.9
  Correlation Coefficient

Almost no diversification

The 3 months correlation between First and WisdomTree is 0.9. Overlapping area represents the amount of risk that can be diversified away by holding First Trust Short and WisdomTree Efficient Gold in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Efficient Gold and First Trust 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 First Trust Short are associated (or correlated) with WisdomTree Efficient. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Efficient Gold has no effect on the direction of First Trust i.e., First Trust and WisdomTree Efficient go up and down completely randomly.

Pair Corralation between First Trust and WisdomTree Efficient

Given the investment horizon of 90 days First Trust is expected to generate 26.31 times less return on investment than WisdomTree Efficient. But when comparing it to its historical volatility, First Trust Short is 19.75 times less risky than WisdomTree Efficient. It trades about 0.22 of its potential returns per unit of risk. WisdomTree Efficient Gold is currently generating about 0.3 of returns per unit of risk over similar time horizon. If you would invest  5,782  in WisdomTree Efficient Gold on November 1, 2025 and sell it today you would earn a total of  1,792  from holding WisdomTree Efficient Gold or generate 30.99% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Strong
Accuracy100.0%
ValuesDaily Returns

First Trust Short  vs.  WisdomTree Efficient Gold

 Performance 
       Timeline  
First Trust Short 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in First Trust Short are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong primary indicators, First Trust is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.
WisdomTree Efficient Gold 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Efficient Gold are ranked lower than 23 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak fundamental indicators, WisdomTree Efficient exhibited solid returns over the last few months and may actually be approaching a breakup point.

First Trust and WisdomTree Efficient Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with First Trust and WisdomTree Efficient

The main advantage of trading using opposite First Trust and WisdomTree Efficient positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if First Trust position performs unexpectedly, WisdomTree Efficient 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 WisdomTree Efficient will offset losses from the drop in WisdomTree Efficient's long position.
The idea behind First Trust Short and WisdomTree Efficient Gold 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 Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.

Other Complementary Tools

Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Portfolio Analyzer
Portfolio analysis module that provides access to portfolio diagnostics and optimization engine
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Commodity Channel
Use Commodity Channel Index to analyze current equity momentum
Stock Screener
Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.