Correlation Between WisdomTree Managed and ProShares Short

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

Diversification Opportunities for WisdomTree Managed and ProShares Short

-0.74
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between WisdomTree and ProShares is -0.74. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Managed Futures and ProShares Short SP500 in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on ProShares Short SP500 and WisdomTree Managed 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 Managed Futures are associated (or correlated) with ProShares Short. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of ProShares Short SP500 has no effect on the direction of WisdomTree Managed i.e., WisdomTree Managed and ProShares Short go up and down completely randomly.

Pair Corralation between WisdomTree Managed and ProShares Short

Given the investment horizon of 90 days WisdomTree Managed Futures is expected to generate 0.94 times more return on investment than ProShares Short. However, WisdomTree Managed Futures is 1.06 times less risky than ProShares Short. It trades about 0.06 of its potential returns per unit of risk. ProShares Short SP500 is currently generating about 0.0 per unit of risk. If you would invest  3,754  in WisdomTree Managed Futures on November 10, 2025 and sell it today you would earn a total of  95.00  from holding WisdomTree Managed Futures or generate 2.53% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

WisdomTree Managed Futures  vs.  ProShares Short SP500

 Performance 
       Timeline  
WisdomTree Managed 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Managed Futures are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable primary indicators, WisdomTree Managed is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders.
ProShares Short SP500 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days ProShares Short SP500 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fairly strong technical indicators, ProShares Short is not utilizing all of its potentials. The current stock price confusion, may contribute to short-horizon losses for the traders.

WisdomTree Managed and ProShares Short Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Managed and ProShares Short

The main advantage of trading using opposite WisdomTree Managed and ProShares Short positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Managed position performs unexpectedly, ProShares Short 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 ProShares Short will offset losses from the drop in ProShares Short's long position.
The idea behind WisdomTree Managed Futures and ProShares Short SP500 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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.

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