Correlation Between First Trust and WisdomTree China

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

Diversification Opportunities for First Trust and WisdomTree China

0.45
  Correlation Coefficient

Very weak diversification

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

Pair Corralation between First Trust and WisdomTree China

Given the investment horizon of 90 days First Trust Emerging is expected to generate 0.53 times more return on investment than WisdomTree China. However, First Trust Emerging is 1.88 times less risky than WisdomTree China. It trades about 0.14 of its potential returns per unit of risk. WisdomTree China ex State Owned is currently generating about -0.01 per unit of risk. If you would invest  5,556  in First Trust Emerging on November 11, 2025 and sell it today you would earn a total of  275.00  from holding First Trust Emerging or generate 4.95% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy98.39%
ValuesDaily Returns

First Trust Emerging  vs.  WisdomTree China ex State Owne

 Performance 
       Timeline  
First Trust Emerging 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in First Trust Emerging are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy technical and fundamental indicators, First Trust is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors.
WisdomTree China 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days WisdomTree China ex State Owned has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, WisdomTree China is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders.

First Trust and WisdomTree China Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with First Trust and WisdomTree China

The main advantage of trading using opposite First Trust and WisdomTree China positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if First Trust position performs unexpectedly, WisdomTree China 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 China will offset losses from the drop in WisdomTree China's long position.
The idea behind First Trust Emerging and WisdomTree China ex State Owned 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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

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