Correlation Between First Trust and Defiance ETFs

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Can any of the company-specific risk be diversified away by investing in both First Trust and Defiance ETFs at the same time? Although using a correlation coefficient on its own may not help to predict future stock returns, this module helps to understand the diversifiable risk of combining First Trust and Defiance ETFs into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between First Trust Dividend and Defiance ETFs, you can compare the effects of market volatilities on First Trust and Defiance ETFs and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in First Trust with a short position of Defiance ETFs. Check out your portfolio center. Please also check ongoing floating volatility patterns of First Trust and Defiance ETFs.

Diversification Opportunities for First Trust and Defiance ETFs

0.49
  Correlation Coefficient

Very weak diversification

The 3 months correlation between First and Defiance is 0.49. Overlapping area represents the amount of risk that can be diversified away by holding First Trust Dividend and Defiance ETFs in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Defiance ETFs 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 Dividend are associated (or correlated) with Defiance ETFs. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Defiance ETFs has no effect on the direction of First Trust i.e., First Trust and Defiance ETFs go up and down completely randomly.

Pair Corralation between First Trust and Defiance ETFs

If you would invest  5,567  in First Trust Dividend on August 29, 2025 and sell it today you would earn a total of  6.00  from holding First Trust Dividend or generate 0.11% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy1.59%
ValuesDaily Returns

First Trust Dividend  vs.  Defiance ETFs

 Performance 
       Timeline  
First Trust Dividend 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days First Trust Dividend has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable fundamental indicators, First Trust is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors.
Defiance ETFs 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Defiance ETFs has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, Defiance ETFs is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

First Trust and Defiance ETFs Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with First Trust and Defiance ETFs

The main advantage of trading using opposite First Trust and Defiance ETFs positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if First Trust position performs unexpectedly, Defiance ETFs can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Defiance ETFs will offset losses from the drop in Defiance ETFs' long position.
The idea behind First Trust Dividend and Defiance ETFs pairs trading is to make the combined position market-neutral, meaning the overall market's direction will not affect its win or loss (or potential downside or upside). This can be achieved by designing a pairs trade with two highly correlated stocks or equities that operate in a similar space or sector, making it possible to obtain profits through simple and relatively low-risk investment.
Check out your portfolio center.
Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

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