Correlation Between WisdomTree Corporate and WisdomTree High

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

Diversification Opportunities for WisdomTree Corporate and WisdomTree High

0.65
  Correlation Coefficient

Poor diversification

The 3 months correlation between WisdomTree and WisdomTree is 0.65. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Corporate Bond and WisdomTree High Yield in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree High Yield and WisdomTree Corporate 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 Corporate Bond are associated (or correlated) with WisdomTree High. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree High Yield has no effect on the direction of WisdomTree Corporate i.e., WisdomTree Corporate and WisdomTree High go up and down completely randomly.

Pair Corralation between WisdomTree Corporate and WisdomTree High

Considering the 90-day investment horizon WisdomTree Corporate Bond is expected to under-perform the WisdomTree High. In addition to that, WisdomTree Corporate is 1.53 times more volatile than WisdomTree High Yield. It trades about -0.14 of its total potential returns per unit of risk. WisdomTree High Yield is currently generating about -0.03 per unit of volatility. If you would invest  4,901  in WisdomTree High Yield on September 28, 2025 and sell it today you would lose (3.00) from holding WisdomTree High Yield or give up 0.06% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

WisdomTree Corporate Bond  vs.  WisdomTree High Yield

 Performance 
       Timeline  
WisdomTree Corporate Bond 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Corporate Bond are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable forward indicators, WisdomTree Corporate is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders.
WisdomTree High Yield 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree High Yield are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable forward indicators, WisdomTree High is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders.

WisdomTree Corporate and WisdomTree High Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Corporate and WisdomTree High

The main advantage of trading using opposite WisdomTree Corporate and WisdomTree High positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Corporate position performs unexpectedly, WisdomTree High 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 High will offset losses from the drop in WisdomTree High's long position.
The idea behind WisdomTree Corporate Bond and WisdomTree High Yield 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 Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.

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