Correlation Between SWP Growth and WisdomTree Europe

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

Diversification Opportunities for SWP Growth and WisdomTree Europe

0.87
  Correlation Coefficient

Very poor diversification

The 3 months correlation between SWP and WisdomTree is 0.87. Overlapping area represents the amount of risk that can be diversified away by holding SWP Growth Income and WisdomTree Europe Quality in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Europe Quality and SWP Growth 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 SWP Growth Income are associated (or correlated) with WisdomTree Europe. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Europe Quality has no effect on the direction of SWP Growth i.e., SWP Growth and WisdomTree Europe go up and down completely randomly.

Pair Corralation between SWP Growth and WisdomTree Europe

Considering the 90-day investment horizon SWP Growth is expected to generate 2.32 times less return on investment than WisdomTree Europe. But when comparing it to its historical volatility, SWP Growth Income is 1.09 times less risky than WisdomTree Europe. It trades about 0.05 of its potential returns per unit of risk. WisdomTree Europe Quality is currently generating about 0.1 of returns per unit of risk over similar time horizon. If you would invest  3,649  in WisdomTree Europe Quality on December 5, 2025 and sell it today you would earn a total of  175.00  from holding WisdomTree Europe Quality or generate 4.8% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

SWP Growth Income  vs.  WisdomTree Europe Quality

 Performance 
       Timeline  
SWP Growth Income 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in SWP Growth Income are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable basic indicators, SWP Growth is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors.
WisdomTree Europe Quality 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Europe Quality are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable fundamental indicators, WisdomTree Europe is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders.

SWP Growth and WisdomTree Europe Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with SWP Growth and WisdomTree Europe

The main advantage of trading using opposite SWP Growth and WisdomTree Europe positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if SWP Growth position performs unexpectedly, WisdomTree Europe 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 Europe will offset losses from the drop in WisdomTree Europe's long position.
The idea behind SWP Growth Income and WisdomTree Europe Quality 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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.

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