WisdomTree International Correlations

DWM Etf

USD 72.88 0.85 1.18%

The current 90-days correlation between WisdomTree International and WisdomTree International Quality is 0.93 (i.e., Almost no diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as WisdomTree International moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if WisdomTree International Equity moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

WisdomTree International Correlation With Market

Very poor diversification

The correlation between WisdomTree International Equit and DJI is 0.82 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree International Equit and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with WisdomTree Etf

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in WisdomTree International Equity. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in private.

Moving together with WisdomTree Etf

0.99	EFV	iShares MSCI EAFE	Pair Corr
0.97	FNDF	Schwab Fundamental	Pair Corr
0.99	VYMI	Vanguard International	Pair Corr
0.97	IDV	iShares International	Pair Corr
0.99	DFIV	Dimensional International	Pair Corr
0.99	IVLU	iShares Edge MSCI	Pair Corr
0.98	RODM	Hartford Multifactor	Pair Corr
0.99	PXF	Invesco FTSE RAFI	Pair Corr
0.96	HDEF	Xtrackers MSCI EAFE	Pair Corr
0.97	PID	Invesco International	Pair Corr
0.95	OIH	VanEck Oil Services	Pair Corr
0.72	WTMF	WisdomTree Managed	Pair Corr
0.91	EWC	iShares MSCI Canada	Pair Corr
0.95	UEVM	VictoryShares Emerging	Pair Corr
0.97	STXV	EA Series Trust	Pair Corr
0.95	ISTB	iShares Core 1	Pair Corr
0.78	USO	United States Oil	Pair Corr
0.79	URA	Global X Uranium	Pair Corr
0.97	AVMC	American Century ETF	Pair Corr
0.97	DXJ	WisdomTree Japan Hedged	Pair Corr
0.97	ILOW	AB Active ETFs	Pair Corr
0.76	LQIG	SPDR MarketAxess Inv	Pair Corr
0.94	DES	WisdomTree SmallCap	Pair Corr
0.97	CCNR	CoreCommodity Natural	Pair Corr
0.95	FIDU	Fidelity MSCI Industrials	Pair Corr
0.95	EAFG	Pacer Funds Trust	Pair Corr
0.86	ITA	iShares Aerospace Defense Low Volatility	Pair Corr
0.92	VDC	Vanguard Consumer Staples	Pair Corr
0.71	GOCT	FT Cboe Vest	Pair Corr
0.97	IOCT	Innovator ETFs Trust	Pair Corr
0.92	SEA	US Global Sea	Pair Corr
0.86	IGEB	iShares Edge Investment	Pair Corr
0.67	FUTS	Future Science Holdings	Pair Corr
0.94	EPU	iShares MSCI Peru	Pair Corr

Moving against WisdomTree Etf

0.87	ARKW	ARK Next Generation Low Volatility	Pair Corr
0.78	HUM	Humana Inc	Pair Corr

Related Correlations Analysis

	EES	DOL	IYZ	CXSE	CGIC	IGE	DTH	REM	IYM	IQDG
EES		0.88	0.76	0.08	0.9	0.85	0.83	0.59	0.9	0.91	EES
DOL	0.88		0.91	-0.07	0.99	0.96	0.98	0.46	0.98	0.96	DOL
IYZ	0.76	0.91		-0.39	0.87	0.93	0.95	0.16	0.88	0.79	IYZ
CXSE	0.08	-0.07	-0.39		0.03	-0.21	-0.22	0.49	-0.08	0.17	CXSE
CGIC	0.9	0.99	0.87	0.03		0.95	0.96	0.55	0.98	0.98	CGIC
IGE	0.85	0.96	0.93	-0.21	0.95		0.97	0.45	0.97	0.88	IGE
DTH	0.83	0.98	0.95	-0.22	0.96	0.97		0.38	0.96	0.9	DTH
REM	0.59	0.46	0.16	0.49	0.55	0.45	0.38		0.57	0.59	REM
IYM	0.9	0.98	0.88	-0.08	0.98	0.97	0.96	0.57		0.94	IYM
IQDG	0.91	0.96	0.79	0.17	0.98	0.88	0.9	0.59	0.94		IQDG
	EES	DOL	IYZ	CXSE	CGIC	IGE	DTH	REM	IYM	IQDG

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

CGIC	+ 0.99	DOL
DTH	+ 0.98	DOL
IYM	+ 0.98	DOL
IYM	+ 0.98	CGIC
IQDG	+ 0.98	CGIC
DTH	+ 0.97	IGE

High negative correlations

CXSE	- 0.39	IYZ
DTH	- 0.22	CXSE
IGE	- 0.21	CXSE
IYM	- 0.08	CXSE
CXSE	- 0.07	DOL

WisdomTree International Constituents Risk-Adjusted Indicators

There is a big difference between WisdomTree Etf performing well and WisdomTree International ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze WisdomTree International's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
EES	0.77	0.07	0.07	0.09	0.82	(0.84)	2.00	(1.64)	5.76
DOL	0.63	0.15	0.13	0.25	0.80	(0.67)	1.35	(1.36)	5.98
IYZ	0.77	0.32	0.29	0.57	0.51	(0.85)	2.16	(1.23)	4.86
CXSE	0.84	(0.11)	0.00	(0.12)	0.00	0.00	1.75	(1.84)	7.24
CGIC	0.64	0.11	0.10	0.18	0.83	(0.67)	1.31	(1.34)	5.84
IGE	1.02	0.33	0.22	0.59	1.09	(1.09)	2.09	(2.31)	5.70
DTH	0.56	0.16	0.14	(0.87)	0.66	(0.61)	1.00	(0.95)	3.64
REM	0.70	0.01	0.00	0.06	1.01	(0.76)	1.53	(1.20)	6.08
IYM	0.92	0.29	0.19	0.35	1.07	(0.98)	2.30	(2.31)	6.12
IQDG	0.66	0.06	0.05	0.11	0.91	(0.66)	1.42	(1.52)	5.38

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