WisdomTree Managed Correlations

WTMF Etf

USD 39.75 -0.44 -1.09%

The current 90-days correlation between WisdomTree Managed and The RBB Fund is 0.07 (i.e., Significant diversification).When WisdomTree Managed exhibits high correlation with a broad index, its returns are largely explained by market-wide movements rather than company-specific drivers.

Market Correlation Signal - WisdomTree Managed

Very good diversification

The correlation between WTMF and DJI is -0.34, which Macroaxis classifies as Very good diversification for the selected horizon. Used correctly, the chart helps investors judge whether adding the second position genuinely diversifies the first.

Build portfolio with WisdomTree Etf

Your Current Watchlist provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The allocation includes a position in WisdomTree Managed Futures across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

Moving together with WisdomTree Etf

0.71	DBMF	iMGP DBi Managed	Pair Corr
0.91	KMLM	KFA Mount Lucas	Pair Corr
0.86	FMF	First Trust Managed	Pair Corr
0.81	CTA	Simplify Managed Futures	Pair Corr
0.72	SHLD	Global X Defense	Pair Corr
0.71	FB	ProShares Trust ProShares Low Volatility	Pair Corr
0.78	WTIU	UBS ETRACS	Pair Corr
0.66	TIP	iShares TIPS Bond Sell-off Trend	Pair Corr
0.78	BSCQ	Invesco BulletShares 2026	Pair Corr

Moving against WisdomTree Etf

0.76	IND	Xtrackers Nifty 500	Pair Corr
0.53	HUM	Humana Inc Sell-off Trend	Pair Corr
0.34	ENAV	Collaborative Investment Low Volatility	Pair Corr

Related Correlations Analysis

	SRHQ	BVAL	IJAN	RAAX	SELV	YJUN	QWLD	SHDG	HAP	TMFM
SRHQ		0.67	0.65	0.54	0.61	0.68	0.69	0.42	0.58	-0.22	SRHQ
BVAL	0.67		0.9	0.76	0.87	0.91	0.93	0.36	0.84	-0.48	BVAL
IJAN	0.65	0.9		0.65	0.77	0.97	0.96	0.51	0.77	-0.4	IJAN
RAAX	0.54	0.76	0.65		0.82	0.72	0.75	-0.09	0.98	-0.81	RAAX
SELV	0.61	0.87	0.77	0.82		0.8	0.9	0.21	0.87	-0.67	SELV
YJUN	0.68	0.91	0.97	0.72	0.8		0.96	0.51	0.82	-0.45	YJUN
QWLD	0.69	0.93	0.96	0.75	0.9	0.96		0.46	0.84	-0.52	QWLD
SHDG	0.42	0.36	0.51	-0.09	0.21	0.51	0.46		0.0	0.42	SHDG
HAP	0.58	0.84	0.77	0.98	0.87	0.82	0.84	0.0		-0.8	HAP
TMFM	-0.22	-0.48	-0.4	-0.81	-0.67	-0.45	-0.52	0.42	-0.8		TMFM
	SRHQ	BVAL	IJAN	RAAX	SELV	YJUN	QWLD	SHDG	HAP	TMFM

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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

HAP	+ 0.98	RAAX
YJUN	+ 0.97	IJAN
QWLD	+ 0.96	IJAN
QWLD	+ 0.96	YJUN
QWLD	+ 0.93	BVAL
YJUN	+ 0.91	BVAL

High negative correlations

TMFM	- 0.81	RAAX
TMFM	- 0.8	HAP
TMFM	- 0.67	SELV
TMFM	- 0.52	QWLD
TMFM	- 0.48	BVAL
TMFM	- 0.45	YJUN

WisdomTree Managed Constituents Risk-Adjusted Indicators

Surface-level performance for WisdomTree Etf can mask how the business actually stacks up against its competitive set. Risk-adjusted metrics allow investors to compare WisdomTree Managed's efficiency and downside exposure against peers in a more meaningful way. 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
SRHQ	0.81	0.06	0.08	-0.01	0.95	-0.92	1.72	-1.69	4.70
BVAL	0.49	0.01	0.16	-0.15	0.64	-0.52	0.89	-1.14	3.19
IJAN	0.34	0.04	0.12	-0.01	0.60	-0.31	0.70	-1.01	2.92
RAAX	0.89	0.26	0.20	0.47	1.23	-0.89	1.70	-2.22	5.95
SELV	0.42	0.04	0.14	0.02	0.62	-0.40	0.82	-0.89	2.56
YJUN	0.26	0.03	0.21	0.02	0.37	-0.26	0.46	-0.62	1.76
QWLD	0.52	0.05	0.11	-0.01	0.72	-0.47	0.90	-1.35	2.99
SHDG	0.47	0.00	0.00	-0.09	0.00	0.00	0.78	-1.09	2.80
HAP	0.88	0.29	0.22	0.37	1.18	-0.91	2.11	-2.22	6.31
TMFM	0.99	-0.23	0.00	0.42	0.00	0.00	1.75	-2.52	6.96

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