Correlation Between SPDR Bloomberg and WisdomTree Physical

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Can any of the company-specific risk be diversified away by investing in both SPDR Bloomberg and WisdomTree Physical 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 SPDR Bloomberg and WisdomTree Physical into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between SPDR Bloomberg 1 3 and WisdomTree Physical Bitcoin, you can compare the effects of market volatilities on SPDR Bloomberg and WisdomTree Physical 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 SPDR Bloomberg with a short position of WisdomTree Physical. Check out your portfolio center. Please also check ongoing floating volatility patterns of SPDR Bloomberg and WisdomTree Physical.

Diversification Opportunities for SPDR Bloomberg and WisdomTree Physical

-0.66
  Correlation Coefficient

Excellent diversification

The 3 months correlation between SPDR and WisdomTree is -0.66. Overlapping area represents the amount of risk that can be diversified away by holding SPDR Bloomberg 1 3 and WisdomTree Physical Bitcoin in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Physical and SPDR Bloomberg 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 SPDR Bloomberg 1 3 are associated (or correlated) with WisdomTree Physical. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Physical has no effect on the direction of SPDR Bloomberg i.e., SPDR Bloomberg and WisdomTree Physical go up and down completely randomly.

Pair Corralation between SPDR Bloomberg and WisdomTree Physical

Assuming the 90 days trading horizon SPDR Bloomberg is expected to generate 16.51 times less return on investment than WisdomTree Physical. But when comparing it to its historical volatility, SPDR Bloomberg 1 3 is 108.09 times less risky than WisdomTree Physical. It trades about 0.67 of its potential returns per unit of risk. WisdomTree Physical Bitcoin is currently generating about 0.1 of returns per unit of risk over similar time horizon. If you would invest  1,701  in WisdomTree Physical Bitcoin on October 23, 2025 and sell it today you would earn a total of  64.00  from holding WisdomTree Physical Bitcoin or generate 3.76% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy94.12%
ValuesDaily Returns

SPDR Bloomberg 1 3  vs.  WisdomTree Physical Bitcoin

 Performance 
       Timeline  
SPDR Bloomberg 1 

Risk-Adjusted Performance

High

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in SPDR Bloomberg 1 3 are ranked lower than 36 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, SPDR Bloomberg is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors.
WisdomTree Physical 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days WisdomTree Physical Bitcoin has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, WisdomTree Physical is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors.

SPDR Bloomberg and WisdomTree Physical Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with SPDR Bloomberg and WisdomTree Physical

The main advantage of trading using opposite SPDR Bloomberg and WisdomTree Physical positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if SPDR Bloomberg position performs unexpectedly, WisdomTree Physical 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 Physical will offset losses from the drop in WisdomTree Physical's long position.
The idea behind SPDR Bloomberg 1 3 and WisdomTree Physical Bitcoin 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 Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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