Correlation Between WisdomTree Corporate and WisdomTree Japan

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

Diversification Opportunities for WisdomTree Corporate and WisdomTree Japan

-0.63
  Correlation Coefficient

Excellent diversification

The 3 months correlation between WisdomTree and WisdomTree is -0.63. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Corporate Bond 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 WisdomTree Corporate 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 WisdomTree Corporate Bond 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 WisdomTree Corporate i.e., WisdomTree Corporate and WisdomTree Japan go up and down completely randomly.

Pair Corralation between WisdomTree Corporate and WisdomTree Japan

If you would invest  3,688  in WisdomTree Japan Hedged on October 17, 2025 and sell it today you would earn a total of  0.00  from holding WisdomTree Japan Hedged or generate 0.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy1.64%
ValuesDaily Returns

WisdomTree Corporate Bond  vs.  WisdomTree Japan Hedged

 Performance 
       Timeline  
WisdomTree Corporate Bond 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days WisdomTree Corporate Bond has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable forward indicators, WisdomTree Corporate is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders.
WisdomTree Japan Hedged 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days WisdomTree Japan Hedged has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable forward-looking indicators, WisdomTree Japan is not utilizing all of its potentials. The recent stock price uproar, may contribute to short-horizon losses for the private investors.

WisdomTree Corporate and WisdomTree Japan Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Corporate and WisdomTree Japan

The main advantage of trading using opposite WisdomTree Corporate and WisdomTree Japan positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Corporate 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 WisdomTree Corporate Bond 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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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