Correlation Between First Trust and WisdomTree Mortgage

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The pairing of First Trust TCW and WisdomTree Mortgage Plus highlights how their return series behave together. This measure reflects the degree of diversifiable risk between the two instruments. This metric is based on observed return series over time.
This page measures how tightly First Trust TCW and WisdomTree Mortgage Plus returns move together and where diversification can still help. The correlation here is practical: it shows whether the pair can balance each other inside one portfolio. Testing a long First Trust versus short WisdomTree Mortgage position can add context on pair behavior. Go to your portfolio center

Diversification Opportunities for First Trust and WisdomTree Mortgage

0.95
  Correlation Coefficient
Minimal diversification benefit
The 3 months correlation between First and WisdomTree is 0.95. Overlapping area represents the amount of risk that can be diversified away by holding First Trust TCW and WisdomTree Mortgage Plus in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Mortgage Plus and First Trust 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 First Trust TCW are associated (or correlated) with WisdomTree Mortgage. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Mortgage Plus has no effect on the direction of First Trust i.e., First Trust and WisdomTree Mortgage go up and down completely randomly.

Pair Correlation Between First Trust and WisdomTree Mortgage

Given the investment horizon of 90 days First Trust TCW is expected to generate 0.97 times more return on investment than WisdomTree Mortgage. However, First Trust TCW is 1.03 times less risky than WisdomTree Mortgage. It trades about -0.05 of its potential returns per unit of risk. WisdomTree Mortgage Plus is currently generating about -0.05 per unit of risk. If you had invested $ 2,145 in First Trust TCW on December 27, 2025 and sold it today you would have lost $ 21.00 from holding First Trust TCW or given up 0.98% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Strong
Accuracy98.39%
ValuesDaily Returns

First Trust TCW  vs.  WisdomTree Mortgage Plus

 Performance 
       Timeline  
First Trust TCW 
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
For the recent 90-day horizon, First Trust TCW failed to convert risk into positive risk-adjusted performance. Market capitalization should still be reviewed beside liquidity, leverage, and earnings quality. In spite of rather sound technical and fundamental indicators, First Trust is not utilizing all of its potential. The latest price tumult may contribute to shorter-term losses for shareholders. ...more
WisdomTree Mortgage Plus 
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
During the last 90 trading days, WisdomTree Mortgage Plus produced negative risk-adjusted performance, which signals weak return efficiency for investors with long positions. Used correctly, this score supports evaluation of raw price movement versus actual return efficiency. Even with relatively invariable technical and fundamental indicators, WisdomTree Mortgage is not utilizing all of its potential. The current price agitation may contribute to short-term losses for retail investors. ...more

First Trust and WisdomTree Mortgage Volatility Contrast

   Predicted Return Distribution   
       Density  

Pair Trading with First Trust and WisdomTree Mortgage

Combining First Trust with WisdomTree Mortgage in a pair setup can help isolate spread behavior from broader market movement. Used correctly, the structure can help offset losses in one leg when unexpected sector or market pressure hits both names.
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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 Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.

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