Correlation Between WisdomTree Efficient and Select Sector

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

Diversification Opportunities for WisdomTree Efficient and Select Sector

0.0
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between WisdomTree and Select is 0.0. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Efficient Gold and Select Sector SPDR in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Select Sector SPDR 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 Select Sector. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Select Sector SPDR has no effect on the direction of WisdomTree Efficient i.e., WisdomTree Efficient and Select Sector go up and down completely randomly.

Pair Corralation between WisdomTree Efficient and Select Sector

If you would invest  8,944  in WisdomTree Efficient Gold on November 29, 2025 and sell it today you would earn a total of  4,738  from holding WisdomTree Efficient Gold or generate 52.97% return on investment over 90 days.
Time Period3 Months [change]
DirectionFlat 
StrengthInsignificant
Accuracy0.0%
ValuesDaily Returns

WisdomTree Efficient Gold  vs.  Select Sector SPDR

 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.
Select Sector SPDR 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Over the last 90 days Select Sector SPDR has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fairly strong forward indicators, Select Sector is not utilizing all of its potentials. The current stock price confusion, may contribute to short-horizon losses for the traders.

WisdomTree Efficient and Select Sector Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Efficient and Select Sector

The main advantage of trading using opposite WisdomTree Efficient and Select Sector positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Efficient position performs unexpectedly, Select Sector 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 Select Sector will offset losses from the drop in Select Sector's long position.
The idea behind WisdomTree Efficient Gold and Select Sector SPDR 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 Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.

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