Correlation Between Defiance Leveraged and WisdomTree Japan

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

Diversification Opportunities for Defiance Leveraged and WisdomTree Japan

-0.45
  Correlation Coefficient

Very good diversification

The 3 months correlation between Defiance and WisdomTree is -0.45. Overlapping area represents the amount of risk that can be diversified away by holding Defiance Leveraged Long and WisdomTree Japan SmallCap in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Japan SmallCap and Defiance Leveraged 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 Defiance Leveraged Long are associated (or correlated) with WisdomTree Japan. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Japan SmallCap has no effect on the direction of Defiance Leveraged i.e., Defiance Leveraged and WisdomTree Japan go up and down completely randomly.

Pair Corralation between Defiance Leveraged and WisdomTree Japan

Considering the 90-day investment horizon Defiance Leveraged Long is expected to under-perform the WisdomTree Japan. In addition to that, Defiance Leveraged is 5.06 times more volatile than WisdomTree Japan SmallCap. It trades about -0.01 of its total potential returns per unit of risk. WisdomTree Japan SmallCap is currently generating about 0.34 per unit of volatility. If you would invest  9,439  in WisdomTree Japan SmallCap on November 28, 2025 and sell it today you would earn a total of  1,739  from holding WisdomTree Japan SmallCap or generate 18.42% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy66.67%
ValuesDaily Returns

Defiance Leveraged Long  vs.  WisdomTree Japan SmallCap

 Performance 
       Timeline  
Defiance Leveraged Long 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Defiance Leveraged Long has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable essential indicators, Defiance Leveraged is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors.
WisdomTree Japan SmallCap 

Risk-Adjusted Performance

Strong

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Japan SmallCap are ranked lower than 26 (%) of all global equities and portfolios over the last 90 days. Even with relatively unfluctuating technical and fundamental indicators, WisdomTree Japan revealed solid returns over the last few months and may actually be approaching a breakup point.

Defiance Leveraged and WisdomTree Japan Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Defiance Leveraged and WisdomTree Japan

The main advantage of trading using opposite Defiance Leveraged and WisdomTree Japan positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Defiance Leveraged position performs unexpectedly, WisdomTree Japan 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 Japan will offset losses from the drop in WisdomTree Japan's long position.
The idea behind Defiance Leveraged Long and WisdomTree Japan SmallCap 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 Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.

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