Correlation Between WisdomTree Natural and WisdomTree Copper

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

Diversification Opportunities for WisdomTree Natural and WisdomTree Copper

-0.63
  Correlation Coefficient

Excellent diversification

The 3 months correlation between WisdomTree and WisdomTree is -0.63. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Natural Gas and WisdomTree Copper EUR in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Copper EUR and WisdomTree Natural 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 Natural Gas are associated (or correlated) with WisdomTree Copper. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Copper EUR has no effect on the direction of WisdomTree Natural i.e., WisdomTree Natural and WisdomTree Copper go up and down completely randomly.

Pair Corralation between WisdomTree Natural and WisdomTree Copper

Assuming the 90 days trading horizon WisdomTree Natural Gas is expected to under-perform the WisdomTree Copper. In addition to that, WisdomTree Natural is 3.13 times more volatile than WisdomTree Copper EUR. It trades about -0.03 of its total potential returns per unit of risk. WisdomTree Copper EUR is currently generating about 0.13 per unit of volatility. If you would invest  3,859  in WisdomTree Copper EUR on November 14, 2025 and sell it today you would earn a total of  520.00  from holding WisdomTree Copper EUR or generate 13.47% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

WisdomTree Natural Gas  vs.  WisdomTree Copper EUR

 Performance 
       Timeline  
WisdomTree Natural Gas 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days WisdomTree Natural Gas has generated negative risk-adjusted returns adding no value to investors with long positions. Even with latest weak performance, the Etf's basic indicators remain invariable and the latest agitation on Wall Street may also be a sign of long-running gains for the ETF retail investors.
WisdomTree Copper EUR 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Copper EUR are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, WisdomTree Copper reported solid returns over the last few months and may actually be approaching a breakup point.

WisdomTree Natural and WisdomTree Copper Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Natural and WisdomTree Copper

The main advantage of trading using opposite WisdomTree Natural and WisdomTree Copper positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Natural position performs unexpectedly, WisdomTree Copper 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 Copper will offset losses from the drop in WisdomTree Copper's long position.
The idea behind WisdomTree Natural Gas and WisdomTree Copper EUR 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 Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

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