WisdomTree Earnings Correlations

EPS Etf

USD 68.90 0.42 0.61%

The current 90-days correlation between WisdomTree Earnings 500 and WisdomTree Total Dividend is 0.86 (i.e., Very poor diversification).Investors use its correlation structure to evaluate hedging opportunities and diversification potential.

Correlation With Market Overview: WisdomTree Earnings

Minimal diversification benefit

Across the chosen horizon, WisdomTree Earnings and Dow Jones show a correlation of 0.91 and fall into the Minimal diversification benefit bucket. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.

Build portfolio with WisdomTree Etf

For portfolio construction context, review Investing Opportunities. This view summarizes available data without implying outcomes. Portfolio tools allow users to monitor WisdomTree Earnings 500 alongside other positions. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence WisdomTree Earnings 500's etf valuation — related indicators include signals in employment.

Moving together with WisdomTree Etf

0.67	IVE	iShares SAMPP 500	Pair Corr
0.67	SPYV	SPDR Portfolio SAMPP	Pair Corr
0.67	IUSV	iShares Core SAMPP	Pair Corr
0.67	DRGN	Themes China Generative	Pair Corr
0.66	DIS	Walt Disney	Pair Corr
0.73	BA	Boeing	Pair Corr
0.67	HD	Home Depot	Pair Corr
0.64	AXP	American Express	Pair Corr
0.67	MMM	3M Company	Pair Corr

Moving against WisdomTree Etf

0.45	VZ	Verizon Communications Aggressive Push	Pair Corr
0.41	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.38	T	ATT Inc Sell-off Trend	Pair Corr
0.33	TRV	The Travelers Companies	Pair Corr

Related Correlations Analysis

	DHS	IYK	EWL	QQQE	GSEW	QDPL	ICOW	NTSX	SPGM	DTD
DHS		0.96	0.68	-0.22	0.61	-0.05	0.95	-0.04	0.61	0.94	DHS
IYK	0.96		0.66	-0.24	0.56	-0.09	0.94	-0.05	0.55	0.9	IYK
EWL	0.68	0.66		0.37	0.83	0.6	0.62	0.63	0.91	0.85	EWL
QQQE	-0.22	-0.24	0.37		0.58	0.87	-0.2	0.87	0.58	0.07	QQQE
GSEW	0.61	0.56	0.83	0.58		0.65	0.58	0.67	0.93	0.81	GSEW
QDPL	-0.05	-0.09	0.6	0.87	0.65		-0.11	0.96	0.74	0.27	QDPL
ICOW	0.95	0.94	0.62	-0.2	0.58	-0.11		-0.09	0.58	0.88	ICOW
NTSX	-0.04	-0.05	0.63	0.87	0.67	0.96	-0.09		0.72	0.29	NTSX
SPGM	0.61	0.55	0.91	0.58	0.93	0.74	0.58	0.72		0.82	SPGM
DTD	0.94	0.9	0.85	0.07	0.81	0.27	0.88	0.29	0.82		DTD
	DHS	IYK	EWL	QQQE	GSEW	QDPL	ICOW	NTSX	SPGM	DTD

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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

IYK	+ 0.96	DHS
NTSX	+ 0.96	QDPL
ICOW	+ 0.95	DHS
DTD	+ 0.94	DHS
ICOW	+ 0.94	IYK
SPGM	+ 0.93	GSEW

High negative correlations

QQQE	- 0.24	IYK
QQQE	- 0.22	DHS
ICOW	- 0.2	QQQE
ICOW	- 0.11	QDPL
NTSX	- 0.09	ICOW
QDPL	- 0.09	IYK

WisdomTree Earnings Constituents Risk-Adjusted Indicators

WisdomTree Earnings ETF can look attractive on recent price action while risk efficiency lags the peer group. Risk-adjusted metrics help compare WisdomTree Earnings' efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DHS	0.49	0.11	0.24	0.15	0.43	-0.54	1.30	-0.84	3.21
IYK	0.66	0.06	0.12	0.18	0.83	-0.68	1.48	-1.11	4.63
EWL	0.75	0.00	0.00	-0.07	0.00	0.00	1.37	-2.29	5.08
QQQE	0.74	0.01	0.00	-0.05	0.00	0.00	1.34	-1.52	4.16
GSEW	0.63	0.06	0.08	0.00	0.87	-0.62	1.23	-1.57	4.26
QDPL	0.55	0.01	0.00	-0.05	0.00	0.00	1.10	-1.35	3.52
ICOW	0.70	0.16	0.15	0.19	1.05	-0.68	1.54	-1.66	5.69
NTSX	0.61	-0.01	0.00	-0.07	0.00	0.00	1.06	-1.60	4.20
SPGM	0.67	0.05	0.06	0.00	1.00	-0.62	1.17	-1.84	4.42
DTD	0.47	0.07	0.12	0.04	0.70	-0.43	0.78	-1.15	3.47

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