Correlation Between ProShares Ultra and WisdomTree Japan

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

Diversification Opportunities for ProShares Ultra and WisdomTree Japan

0.01
  Correlation Coefficient

Significant diversification

The 3 months correlation between ProShares and WisdomTree is 0.01. Overlapping area represents the amount of risk that can be diversified away by holding ProShares Ultra Utilities and WisdomTree Japan Hedged in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Japan Hedged 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 Utilities are associated (or correlated) with WisdomTree Japan. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Japan Hedged has no effect on the direction of ProShares Ultra i.e., ProShares Ultra and WisdomTree Japan go up and down completely randomly.

Pair Corralation between ProShares Ultra and WisdomTree Japan

Considering the 90-day investment horizon ProShares Ultra is expected to generate 1.79 times less return on investment than WisdomTree Japan. In addition to that, ProShares Ultra is 1.87 times more volatile than WisdomTree Japan Hedged. It trades about 0.1 of its total potential returns per unit of risk. WisdomTree Japan Hedged is currently generating about 0.32 per unit of volatility. If you would invest  13,647  in WisdomTree Japan Hedged on November 21, 2025 and sell it today you would earn a total of  2,936  from holding WisdomTree Japan Hedged or generate 21.51% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

ProShares Ultra Utilities  vs.  WisdomTree Japan Hedged

 Performance 
       Timeline  
ProShares Ultra Utilities 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in ProShares Ultra Utilities are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of fairly uncertain basic indicators, ProShares Ultra may actually be approaching a critical reversion point that can send shares even higher in March 2026.
WisdomTree Japan Hedged 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Japan Hedged are ranked lower than 25 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, WisdomTree Japan revealed solid returns over the last few months and may actually be approaching a breakup point.

ProShares Ultra and WisdomTree Japan Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with ProShares Ultra and WisdomTree Japan

The main advantage of trading using opposite ProShares Ultra and WisdomTree Japan positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if ProShares Ultra position performs unexpectedly, WisdomTree Japan 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 Japan will offset losses from the drop in WisdomTree Japan's long position.
The idea behind ProShares Ultra Utilities and WisdomTree Japan Hedged 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 Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.

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