Correlation Between WisdomTree Emerging and Invesco DWA

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

Diversification Opportunities for WisdomTree Emerging and Invesco DWA

-0.36
  Correlation Coefficient

Very good diversification

The 3 months correlation between WisdomTree and Invesco is -0.36. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Emerging Markets and Invesco DWA Consumer in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Invesco DWA Consumer and WisdomTree Emerging 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 Emerging Markets are associated (or correlated) with Invesco DWA. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Invesco DWA Consumer has no effect on the direction of WisdomTree Emerging i.e., WisdomTree Emerging and Invesco DWA go up and down completely randomly.

Pair Corralation between WisdomTree Emerging and Invesco DWA

Allowing for the 90-day total investment horizon WisdomTree Emerging is expected to generate 1.79 times less return on investment than Invesco DWA. But when comparing it to its historical volatility, WisdomTree Emerging Markets is 1.34 times less risky than Invesco DWA. It trades about 0.17 of its potential returns per unit of risk. Invesco DWA Consumer is currently generating about 0.23 of returns per unit of risk over similar time horizon. If you would invest  9,863  in Invesco DWA Consumer on October 16, 2025 and sell it today you would earn a total of  667.00  from holding Invesco DWA Consumer or generate 6.76% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

WisdomTree Emerging Markets  vs.  Invesco DWA Consumer

 Performance 
       Timeline  
WisdomTree Emerging 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Emerging Markets are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound fundamental indicators, WisdomTree Emerging is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders.
Invesco DWA Consumer 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Invesco DWA Consumer has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, Invesco DWA is not utilizing all of its potentials. The newest stock price mess, may contribute to short-term losses for the institutional investors.

WisdomTree Emerging and Invesco DWA Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Emerging and Invesco DWA

The main advantage of trading using opposite WisdomTree Emerging and Invesco DWA positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Emerging position performs unexpectedly, Invesco DWA 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 Invesco DWA will offset losses from the drop in Invesco DWA's long position.
The idea behind WisdomTree Emerging Markets and Invesco DWA Consumer 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 Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

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