WisdomTree Emerging Semi Deviation
| XSOE ETF | | | USD 45.03 0.85 1.92% |
Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level. Below is WisdomTree Emerging's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
At 1.6, WisdomTree Emerging exhibits moderate price variability in Semi Deviation. This places WisdomTree Emerging within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.6 | |
Semi Deviation Peers Comparison
WisdomTree Emerging falls below the 1.64 peer average for Semi Deviation. Direxion Daily Small leads at 4.12 while WisdomTree SmallCap Dividend registers the lowest at 0.8946. WisdomTree Emerging has exhibited less price dispersion than the peer average over the measured period.
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for WisdomTree Emerging and its peers. Each point represents one equity — position along the horizontal axis shows Semi Deviation 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.
With Semi Deviation at
1.60 and Maximum Drawdown at
7.29 , WisdomTree Emerging shows a
4.55 -to-one ratio between these indicators. This indicates Maximum Drawdown is significantly higher than Semi Deviation for WisdomTree Emerging.
Methodology, Assumptions & Data Sources
The current Semi Deviation for WisdomTree Emerging is 1.6. This Semi Deviation reading for WisdomTree Emerging results from applying the indicator's calculation rules to price and volume data over the selected window. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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