Correlation Between WisdomTree MidCap and SPDR SAMPP

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How much single-name risk can be diversified by combining WisdomTree MidCap Dividend and SPDR SAMPP 400? This page shows how WisdomTree MidCap Dividend and SPDR SAMPP 400 interact and how much diversifiable risk remains.
This lookup quantifies co-movement between WisdomTree MidCap Dividend and SPDR SAMPP 400 so position sizing can be more disciplined. You can also test a long WisdomTree MidCap and short SPDR SAMPP structure to evaluate relative-value behavior. Review volatility patterns in WisdomTree MidCap and SPDR SAMPP. Go to your portfolio center

Diversification Opportunities for WisdomTree MidCap and SPDR SAMPP

0.94
  Correlation Coefficient
Almost no diversification
The 3 months correlation between WisdomTree and SPDR is 0.94. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree MidCap Dividend and SPDR SAMPP 400 in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on SPDR SAMPP 400 and WisdomTree MidCap 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 WisdomTree MidCap Dividend are associated (or correlated) with SPDR SAMPP. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of SPDR SAMPP 400 has no effect on the direction of WisdomTree MidCap i.e., WisdomTree MidCap and SPDR SAMPP go up and down completely randomly.

Pair Corralation between WisdomTree MidCap and SPDR SAMPP

Considering the 90-day investment horizon WisdomTree MidCap Dividend is expected to generate 0.86 times more return on investment than SPDR SAMPP. However, WisdomTree MidCap Dividend is 1.16 times less risky than SPDR SAMPP. It trades about 0.03 of its potential returns per unit of risk. SPDR SAMPP 400 is currently generating about -0.01 per unit of risk. If you had invested $ 5,213 in WisdomTree MidCap Dividend on December 17, 2025 and sold it today you would have earned a total of $ 61.00 from holding WisdomTree MidCap Dividend or generated 1.17% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Strong
Accuracy100.0%
ValuesDaily Returns

WisdomTree MidCap Dividend  vs.  SPDR SAMPP 400

 Performance 
       Timeline  
WisdomTree MidCap 
Risk-Adjusted Performance
Soft
 
Weak
 
Strong
Compared with the broader market, risk-adjusted returns on WisdomTree MidCap Dividend rank lower than 2% of all global equities and portfolios over the last 90 days. Current market capitalization is about 5.3 Million. In spite of very healthy basic indicators, WisdomTree MidCap is not utilizing all of its potential. The latest price disarray may contribute to short-term losses for investors. ...more
SPDR SAMPP 400 
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
During the last 90 trading days, SPDR SAMPP 400 produced negative risk-adjusted performance, which signals weak return efficiency for investors with long positions. Used correctly, this score helps investors distinguish between raw price movement and actual return efficiency. In spite of fairly stable basic indicators, SPDR SAMPP is not utilizing all of its potential. The current price fuss may contribute to near-short-term losses for sophisticated investors. ...more

WisdomTree MidCap and SPDR SAMPP Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree MidCap and SPDR SAMPP

A paired position in WisdomTree MidCap and SPDR SAMPP is useful when investors want a more relative-value expression than a simple directional trade. The objective is to profit from relative movement while reducing dependence on the market's overall direction.
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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 Bonds Directory module to find actively traded corporate debentures issued by US companies.

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