Correlation Between ProShares Ultra and WisdomTree Emerging

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Can any of the company-specific risk be diversified away by investing in both ProShares Ultra and WisdomTree Emerging 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 Ultra and WisdomTree Emerging into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between ProShares Ultra SP500 and WisdomTree Emerging Currency, you can compare the effects of market volatilities on ProShares Ultra and WisdomTree Emerging 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 Ultra with a short position of WisdomTree Emerging. Check out your portfolio center. Please also check ongoing floating volatility patterns of ProShares Ultra and WisdomTree Emerging.

Diversification Opportunities for ProShares Ultra and WisdomTree Emerging

0.68
  Correlation Coefficient

Poor diversification

The 3 months correlation between ProShares and WisdomTree is 0.68. Overlapping area represents the amount of risk that can be diversified away by holding ProShares Ultra SP500 and WisdomTree Emerging Currency in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Emerging and ProShares Ultra 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 Ultra SP500 are associated (or correlated) with WisdomTree Emerging. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Emerging has no effect on the direction of ProShares Ultra i.e., ProShares Ultra and WisdomTree Emerging go up and down completely randomly.

Pair Corralation between ProShares Ultra and WisdomTree Emerging

Considering the 90-day investment horizon ProShares Ultra SP500 is expected to generate 5.82 times more return on investment than WisdomTree Emerging. However, ProShares Ultra is 5.82 times more volatile than WisdomTree Emerging Currency. It trades about 0.05 of its potential returns per unit of risk. WisdomTree Emerging Currency is currently generating about 0.13 per unit of risk. If you would invest  4,839  in ProShares Ultra SP500 on October 18, 2025 and sell it today you would earn a total of  1,115  from holding ProShares Ultra SP500 or generate 23.04% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

ProShares Ultra SP500  vs.  WisdomTree Emerging Currency

 Performance 
       Timeline  
ProShares Ultra SP500 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in ProShares Ultra SP500 are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, ProShares Ultra is not utilizing all of its potentials. The latest stock price disarray, may contribute to short-term losses for the investors.
WisdomTree Emerging 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Emerging Currency are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable technical and fundamental indicators, WisdomTree Emerging is not utilizing all of its potentials. The current stock price fuss, may contribute to near-short-term losses for the sophisticated investors.

ProShares Ultra and WisdomTree Emerging Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with ProShares Ultra and WisdomTree Emerging

The main advantage of trading using opposite ProShares Ultra and WisdomTree Emerging positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if ProShares Ultra position performs unexpectedly, WisdomTree Emerging 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 Emerging will offset losses from the drop in WisdomTree Emerging's long position.
The idea behind ProShares Ultra SP500 and WisdomTree Emerging Currency 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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

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