WisdomTree International Correlations

NTSI Etf

USD 45.34 0.17 0.38%

The current 90-days correlation between WisdomTree International and SPDR Bridgewater All is -0.04 (i.e., Good diversification).The statistical correlation between WisdomTree International and related instruments captures the linear component of their co-movement; nonlinear tail dependence may require additional analysis.

Correlation to Market: WisdomTree International

Poor diversification

Across the chosen horizon, NTSI and DJI show a correlation of 0.67 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

Build AI portfolio with WisdomTree Etf

Correlation Analysis provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in WisdomTree International Efficient within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

Moving together with WisdomTree Etf

0.98	NTSE	WisdomTree Emerging	Pair Corr
0.85	GDMN	WisdomTree Efficient Gold	Pair Corr
0.85	GDE	WisdomTree Efficient Gold	Pair Corr
0.81	PFFL	ETRACS 2xMonthly Pay	Pair Corr
0.97	SCHF	Schwab International	Pair Corr
0.88	MBBB	VanEck Vectors Moodys	Pair Corr
0.84	PPA	Invesco Aerospace Defense	Pair Corr
0.89	IWN	iShares Russell 2000	Pair Corr
0.84	RLTY	Cohen Steers Real	Pair Corr
0.96	VXUS	Vanguard Total Inter	Pair Corr
0.84	BOTT	Themes Robotics Auto	Pair Corr
0.81	ITA	iShares Aerospace Defense	Pair Corr
0.95	DD	Dupont De Nemours	Pair Corr
0.73	MCD	McDonalds	Pair Corr
0.64	BA	Boeing	Pair Corr
0.83	WMT	Walmart Common Stock	Pair Corr
0.84	PFE	Pfizer Inc Aggressive Push	Pair Corr
0.91	MRK	Merck Company Sell-off Trend	Pair Corr
0.88	PG	Procter Gamble	Pair Corr
0.76	HD	Home Depot	Pair Corr
0.78	VZ	Verizon Communications	Pair Corr
0.69	GE	GE Aerospace	Pair Corr
0.74	T	ATT Inc	Pair Corr
0.9	CVX	Chevron Corp	Pair Corr

Moving against WisdomTree Etf

0.87	MSFT	Microsoft	Pair Corr
0.68	AXP	American Express	Pair Corr
0.46	BAC	Bank of America	Pair Corr
0.41	JPM	JPMorgan Chase	Pair Corr

Related Correlations Analysis

	SIXA	EPOL	DBJP	QINT	FDV	FLSP	DDLS	RSPG	AFLG	ALLW
SIXA		0.72	0.91	0.92	0.99	0.84	0.91	0.95	0.76	0.91	SIXA
EPOL	0.72		0.82	0.89	0.73	0.67	0.89	0.6	0.87	0.78	EPOL
DBJP	0.91	0.82		0.93	0.92	0.75	0.97	0.85	0.88	0.89	DBJP
QINT	0.92	0.89	0.93		0.92	0.82	0.97	0.83	0.88	0.92	QINT
FDV	0.99	0.73	0.92	0.92		0.82	0.92	0.95	0.77	0.92	FDV
FLSP	0.84	0.67	0.75	0.82	0.82		0.78	0.79	0.63	0.83	FLSP
DDLS	0.91	0.89	0.97	0.97	0.92	0.78		0.85	0.91	0.94	DDLS
RSPG	0.95	0.6	0.85	0.83	0.95	0.79	0.85		0.69	0.92	RSPG
AFLG	0.76	0.87	0.88	0.88	0.77	0.63	0.91	0.69		0.85	AFLG
ALLW	0.91	0.78	0.89	0.92	0.92	0.83	0.94	0.92	0.85		ALLW
	SIXA	EPOL	DBJP	QINT	FDV	FLSP	DDLS	RSPG	AFLG	ALLW

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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
SIXA	0.41	0.12	0.26	-2.06	0.18	-0.50	0.89	-0.62	2.24
EPOL	1.03	0.14	0.10	0.20	1.24	-1.14	2.22	-2.13	7.84
DBJP	0.86	0.15	0.11	0.15	1.12	-0.88	1.93	-2.08	7.51
QINT	0.64	0.09	0.08	-0.65	0.95	-0.62	1.34	-1.69	5.15
FDV	0.49	0.14	0.29	-4.93	0.21	-0.61	1.15	-0.75	2.35
FLSP	0.54	0.04	0.05	-0.24	0.62	-0.57	1.01	-1.18	3.07
DDLS	0.49	0.08	0.09	0.15	0.74	-0.47	1.17	-1.12	4.24
RSPG	1.07	0.34	0.26	1.00	0.88	-1.20	2.72	-1.82	5.76
AFLG	0.54	0.01	0.02	0.02	0.72	-0.54	0.82	-1.24	3.77
ALLW	0.52	0.11	0.14	0.28	0.62	-0.56	1.02	-0.90	3.72

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