Correlation Between ProShares and WisdomTree Inflation

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Can any of the company-specific risk be diversified away by investing in both ProShares and WisdomTree Inflation 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 ProShares and WisdomTree Inflation into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between ProShares SP 500 and WisdomTree Inflation Plus, you can compare the effects of market volatilities on ProShares and WisdomTree Inflation 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 ProShares with a short position of WisdomTree Inflation. Check out your portfolio center. Please also check ongoing floating volatility patterns of ProShares and WisdomTree Inflation.

Diversification Opportunities for ProShares and WisdomTree Inflation

0.7
  Correlation Coefficient

Poor diversification

The 3 months correlation between ProShares and WisdomTree is 0.7. Overlapping area represents the amount of risk that can be diversified away by holding ProShares SP 500 and WisdomTree Inflation Plus in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Inflation Plus and ProShares 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 ProShares SP 500 are associated (or correlated) with WisdomTree Inflation. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Inflation Plus has no effect on the direction of ProShares i.e., ProShares and WisdomTree Inflation go up and down completely randomly.

Pair Corralation between ProShares and WisdomTree Inflation

Given the investment horizon of 90 days ProShares is expected to generate 5.85 times less return on investment than WisdomTree Inflation. But when comparing it to its historical volatility, ProShares SP 500 is 2.04 times less risky than WisdomTree Inflation. It trades about 0.03 of its potential returns per unit of risk. WisdomTree Inflation Plus is currently generating about 0.1 of returns per unit of risk over similar time horizon. If you would invest  3,314  in WisdomTree Inflation Plus on November 30, 2025 and sell it today you would earn a total of  245.00  from holding WisdomTree Inflation Plus or generate 7.39% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy98.39%
ValuesDaily Returns

ProShares SP 500  vs.  WisdomTree Inflation Plus

 Performance 
       Timeline  
ProShares SP 500 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in ProShares SP 500 are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong basic indicators, ProShares is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors.
WisdomTree Inflation Plus 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Inflation Plus are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Even with relatively unsteady forward indicators, WisdomTree Inflation may actually be approaching a critical reversion point that can send shares even higher in March 2026.

ProShares and WisdomTree Inflation Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with ProShares and WisdomTree Inflation

The main advantage of trading using opposite ProShares and WisdomTree Inflation positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if ProShares position performs unexpectedly, WisdomTree Inflation 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 Inflation will offset losses from the drop in WisdomTree Inflation's long position.
The idea behind ProShares SP 500 and WisdomTree Inflation Plus 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 ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.

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