WisdomTree International Treynor Ratio
| DLS ETF | | | USD 86.47 1.63 1.92% |
The Treynor Ratio measures excess return per unit of systematic risk (beta) rather than total risk. It is calculated as (Portfolio Return - Risk-Free Rate) / Beta, isolating how well the asset compensates investors for market exposure that cannot be diversified away. Below is WisdomTree International's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
At 9.0E-4, WisdomTree International's Treynor Ratio indicates positive return per unit of systematic risk. WisdomTree International has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 9.0E-4 | |
| ER[a] | = | Expected return on investing in WisdomTree International |
| BETA | = | Beta coefficient between WisdomTree International and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages 0.02 for Treynor Ratio, with WisdomTree International at 9.0E-4 falling below that level. Readings span -0.668 (iShares Energy ETF) to 0.7903 (VanEck Oil Services). WisdomTree International has earned less return per unit of systematic risk than the peer average.
Treynor Ratio Relative To Other Indicators
The chart below plots Treynor Ratio against Maximum Drawdown for WisdomTree International and its peers. Each point represents one equity — position along the horizontal axis shows Treynor Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Comparing Treynor Ratio (
0.00 ) to Maximum Drawdown (
5.04 ) for WisdomTree International yields a
5,603 multiple. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for WisdomTree International.
Methodology, Assumptions & Data Sources
WisdomTree International's Treynor Ratio currently stands at 9.0E-4. WisdomTree International's Treynor Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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