WisdomTree International Correlations

IHDG Etf

USD 47.35 -0.14 -0.29%

The current 90-days correlation between WisdomTree International and Xtrackers SAMPP 500 is 0.79 (i.e., Poor diversification).Investors use its correlation structure to evaluate hedging opportunities and diversification potential.

Market Correlation View for WisdomTree International

Very poor diversification

Across the chosen horizon, WisdomTree International and Dow Jones show a correlation of 0.84 and fall into the Very poor diversification bucket. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.

Build portfolio with WisdomTree Etf

Portfolio design and allocation context appear in Risk vs Return Analysis. Portfolio balance depends on how holdings are weighted relative to each other. Portfolio tools allow users to monitor WisdomTree International Hedged alongside other positions. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence WisdomTree International Hedged's etf valuation — related indicators include signals in unemployment.

Moving together with WisdomTree Etf

0.96	EFG	iShares MSCI EAFE	Pair Corr
0.92	VIGI	Vanguard International	Pair Corr
0.9	GRIN	VictoryShares International	Pair Corr
0.94	CGXU	Capital Group	Pair Corr
0.93	DNL	WisdomTree Global	Pair Corr
0.8	FPXI	First Trust International	Pair Corr
0.96	IQDG	WisdomTree International	Pair Corr
0.87	PIZ	Invesco DWA Developed	Pair Corr
0.86	IDHQ	Invesco SAMPP	Pair Corr
0.77	DHF	BNY Mellon High	Pair Corr
0.8	PXMV	Invesco SAMPP MidCap	Pair Corr
0.68	IGA	Voya Global Advantage	Pair Corr
0.71	MMM	3M Company	Pair Corr
0.64	GE	GE Aerospace	Pair Corr
0.87	HD	Home Depot	Pair Corr

Moving against WisdomTree Etf

0.35

ENTR

EntrepreneurShares

Pair Corr

Related Correlations Analysis

	XSOE	SMLF	SILJ	MDYV	MDYG	FALAX	DCOR	FXO	IEV	SNPE
XSOE		0.73	0.75	0.76	0.91	-0.09	0.67	-0.02	0.87	0.48	XSOE
SMLF	0.73		0.58	0.91	0.78	0.33	0.81	0.54	0.86	0.8	SMLF
SILJ	0.75	0.58		0.54	0.75	0.09	0.65	-0.09	0.65	0.39	SILJ
MDYV	0.76	0.91	0.54		0.78	0.2	0.84	0.51	0.91	0.74	MDYV
MDYG	0.91	0.78	0.75	0.78		-0.13	0.66	-0.03	0.78	0.43	MDYG
FALAX	-0.09	0.33	0.09	0.2	-0.13		0.21	0.52	0.11	0.42	FALAX
DCOR	0.67	0.81	0.65	0.84	0.66	0.21		0.5	0.86	0.8	DCOR
FXO	-0.02	0.54	-0.09	0.51	-0.03	0.52	0.5		0.43	0.79	FXO
IEV	0.87	0.86	0.65	0.91	0.78	0.11	0.86	0.43		0.79	IEV
SNPE	0.48	0.8	0.39	0.74	0.43	0.42	0.8	0.79	0.79		SNPE
	XSOE	SMLF	SILJ	MDYV	MDYG	FALAX	DCOR	FXO	IEV	SNPE

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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

MDYG	+ 0.91	XSOE
MDYV	+ 0.91	SMLF
IEV	+ 0.91	MDYV
IEV	+ 0.87	XSOE
IEV	+ 0.86	SMLF
IEV	+ 0.86	DCOR

High negative correlations

FALAX	- 0.13	MDYG
FXO	- 0.09	SILJ
FALAX	- 0.09	XSOE
FXO	- 0.03	MDYG
FXO	- 0.02	XSOE

WisdomTree International Constituents Risk-Adjusted Indicators

WisdomTree International ETF can look attractive on recent price action while risk efficiency lags the peer group. Reviewing WisdomTree International's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. 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
XSOE	1.02	0.19	0.11	0.09	1.47	-1.00	2.44	-1.85	7.31
SMLF	0.86	0.08	0.06	0.00	1.13	-0.87	1.86	-1.91	5.35
SILJ	3.28	-0.02	0.02	-0.05	5.08	-3.07	5.92	-8.69	22.75
MDYV	0.72	0.04	0.00	-0.02	0.00	0.00	1.46	-1.59	4.75
MDYG	0.89	0.13	0.10	0.05	1.07	-0.98	1.79	-2.14	6.38
FALAX	0.41	-0.02	0.00	0.20	0.00	0.00	1.14	-1.36	3.50
DCOR	0.59	-0.07	0.00	0.24	0.00	0.00	0.92	-1.40	3.78
FXO	0.78	-0.06	0.00	-0.13	0.00	0.00	1.50	-1.48	5.24
IEV	0.82	0.04	0.00	-0.02	0.00	0.00	1.60	-1.99	5.19
SNPE	0.61	0.01	0.00	-0.06	0.00	0.00	0.91	-1.41	3.69

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