Correlation Between Exchange Traded and WisdomTree Managed

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This comparison outlines how Exchange Traded Concepts and WisdomTree Managed Futures move in relation to one another. The linkage helps describe the extent of diversifiable risk across the pair.
Tracking Exchange Traded Concepts and WisdomTree Managed Futures as a pair can estimate downside spillover during broad market drawdowns. This correlation context helps frame relative-value behavior between the pair. You can also test a long Exchange Traded and short WisdomTree Managed structure to evaluate relative-value behavior. Go to your portfolio center

Diversification Opportunities for Exchange Traded and WisdomTree Managed

0.09
  Correlation Coefficient
Very good diversification
The 3 months correlation between Exchange and WisdomTree is 0.09. Overlapping area represents the amount of risk that can be diversified away by holding Exchange Traded Concepts and WisdomTree Managed Futures in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Managed and Exchange Traded is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on Exchange Traded Concepts are associated (or correlated) with WisdomTree Managed. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Managed has no effect on the direction of Exchange Traded i.e., Exchange Traded and WisdomTree Managed go up and down completely randomly.

Pair Corralation between Exchange Traded and WisdomTree Managed

Given the investment horizon of 90 days Exchange Traded Concepts is expected to under-perform the WisdomTree Managed. But the etf apears to be less risky and, when comparing its historical volatility, Exchange Traded Concepts is 1.13 times less risky than WisdomTree Managed. The etf trades about -0.02 of its potential returns per unit of risk. The WisdomTree Managed Futures is currently generating about 0.04 of returns per unit of risk over similar time horizon. If you had invested $ 3,838 in WisdomTree Managed Futures on December 22, 2025 and sold it today you would have earned a total of $ 60.00 from holding WisdomTree Managed Futures or generated 1.56% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Exchange Traded Concepts  vs.  WisdomTree Managed Futures

 Performance 
       Timeline  
Exchange Traded Concepts 
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
Over the last 90 days, Exchange Traded Concepts generated negative risk-adjusted returns and added little value for investors with long positions. The result matters because weak risk-adjusted return can persist even when isolated price moves briefly look constructive. Despite quite persistent basic indicators, Exchange Traded is not utilizing all of its potential. The current price mess may contribute to short-term losses for institutional investors. ...more
WisdomTree Managed 
Risk-Adjusted Performance
Soft
 
Weak
 
Strong
On a recent 90-day basis, WisdomTree Managed Futures sits below 2% of comparable global equities and portfolios in risk-adjusted performance. This score becomes more useful when investors compare it with downside risk, Sharpe Ratio, and current trend stability. Despite nearly stable primary indicators, WisdomTree Managed is not utilizing all of its potential. The current price disturbance may contribute to mid-run losses for stockholders. ...more

Exchange Traded and WisdomTree Managed Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Exchange Traded and WisdomTree Managed

Two-leg strategies using Exchange Traded and WisdomTree Managed matter because the combined position can be designed to be more market-neutral. A pair setup only works when both legs are monitored with the same discipline as a stand-alone position.
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The information on this page should be treated as a complementary input when building or adjusting a diversified portfolio. The stronger workflow is to validate these signals with other models before acting. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

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