Correlation Between WisdomTree Efficient and Invesco India

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

Diversification Opportunities for WisdomTree Efficient and Invesco India

-0.8
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between WisdomTree and Invesco is -0.8. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Efficient Gold and Invesco India ETF in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Invesco India ETF and WisdomTree Efficient 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 Efficient Gold are associated (or correlated) with Invesco India. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Invesco India ETF has no effect on the direction of WisdomTree Efficient i.e., WisdomTree Efficient and Invesco India go up and down completely randomly.

Pair Corralation between WisdomTree Efficient and Invesco India

Given the investment horizon of 90 days WisdomTree Efficient Gold is expected to generate 5.36 times more return on investment than Invesco India. However, WisdomTree Efficient is 5.36 times more volatile than Invesco India ETF. It trades about 0.17 of its potential returns per unit of risk. Invesco India ETF is currently generating about -0.08 per unit of risk. If you would invest  8,245  in WisdomTree Efficient Gold on November 22, 2025 and sell it today you would earn a total of  3,958  from holding WisdomTree Efficient Gold or generate 48.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

WisdomTree Efficient Gold  vs.  Invesco India ETF

 Performance 
       Timeline  
WisdomTree Efficient Gold 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Efficient Gold are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. In spite of very conflicting primary indicators, WisdomTree Efficient displayed solid returns over the last few months and may actually be approaching a breakup point.
Invesco India ETF 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Invesco India ETF has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy forward indicators, Invesco India is not utilizing all of its potentials. The latest stock price disarray, may contribute to short-term losses for the investors.

WisdomTree Efficient and Invesco India Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Efficient and Invesco India

The main advantage of trading using opposite WisdomTree Efficient and Invesco India positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Efficient position performs unexpectedly, Invesco India 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 India will offset losses from the drop in Invesco India's long position.
The idea behind WisdomTree Efficient Gold and Invesco India ETF 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 Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Other Complementary Tools

Analyst Advice
Analyst recommendations and target price estimates broken down by several categories
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Odds Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets