Correlation Between Davis Select and WisdomTree Japan

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Return co-movement between Davis Select International and WisdomTree Japan SmallCap captures their degree of alignment. The comparison reflects how diversifiable risk is distributed across the pair. The metric is based on previously observed return patterns.
Tracking Davis Select International and WisdomTree Japan SmallCap as a pair can estimate downside spillover during broad market drawdowns. The data shows how directional alignment between the two changes over time. Pair behavior can be examined further through a long Davis Select and short WisdomTree Japan test. Go to your portfolio center

Diversification Opportunities for Davis Select and WisdomTree Japan

0.22
  Correlation Coefficient
Modest diversification
The 3 months correlation between Davis and WisdomTree is 0.22. Overlapping area represents the amount of risk that can be diversified away by holding Davis Select International and WisdomTree Japan SmallCap in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Japan SmallCap and Davis Select 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 Davis Select International are associated (or correlated) with WisdomTree Japan. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Japan SmallCap has no effect on the direction of Davis Select i.e., Davis Select and WisdomTree Japan go up and down completely randomly.

Pair Corralation between Davis Select and WisdomTree Japan

Given the investment horizon of 90 days Davis Select International is expected to under-perform the WisdomTree Japan. But the etf apears to be less risky and, when comparing its historical volatility, Davis Select International is 1.0 times less risky than WisdomTree Japan. The etf trades about -0.11 of its potential returns per unit of risk. The WisdomTree Japan SmallCap is currently generating about 0.05 of returns per unit of risk over similar time horizon. If you had invested $ 9,507 in WisdomTree Japan SmallCap on December 21, 2025 and sold it today you would have earned a total of $ 310.00 from holding WisdomTree Japan SmallCap or generated 3.26% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

Davis Select International  vs.  WisdomTree Japan SmallCap

 Performance 
       Timeline  
Davis Select 
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
For the recent 90-day horizon, Davis Select International failed to convert risk into positive risk-adjusted performance. The result matters because weak risk-adjusted return can persist even when isolated price moves briefly look constructive. In spite of latest unfluctuating performance, the etf's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the exchange-traded fund's private investors. ...more
WisdomTree Japan SmallCap 
Risk-Adjusted Performance
Mild
 
Weak
 
Strong
Compared with the broader market, risk-adjusted returns on WisdomTree Japan SmallCap rank lower than 3% of all global equities and portfolios over the last 90 days. This score becomes more useful when investors compare it with downside risk, Sharpe Ratio, and current trend stability. Even with relatively steady technical and fundamental indicators, WisdomTree Japan is not utilizing all of its potential. The recent price chaos may contribute to medium-term losses for stakeholders. ...more

Davis Select and WisdomTree Japan Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Davis Select and WisdomTree Japan

Combining Davis Select with WisdomTree Japan in a pair setup can help isolate spread behavior from broader market movement. The stronger process checks whether the correlation is stable enough to justify the hedge logic before the trade is sized.
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The analysis presented here should support, not replace, the broader process of selecting and combining portfolio holdings. The practical goal is to improve the mix of assets already under consideration. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.

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