Correlation Between WisdomTree Efficient and Abrdn Focused

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Can any of the company-specific risk be diversified away by investing in both WisdomTree Efficient and Abrdn Focused 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 WisdomTree Efficient and Abrdn Focused into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between WisdomTree Efficient Gold and abrdn Focused Small, you can compare the effects of market volatilities on WisdomTree Efficient and Abrdn Focused 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 WisdomTree Efficient with a short position of Abrdn Focused. Check out your portfolio center. Please also check ongoing floating volatility patterns of WisdomTree Efficient and Abrdn Focused.

Diversification Opportunities for WisdomTree Efficient and Abrdn Focused

0.79
  Correlation Coefficient

Poor diversification

The 3 months correlation between WisdomTree and Abrdn is 0.79. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Efficient Gold and abrdn Focused Small in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on abrdn Focused Small and WisdomTree Efficient 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 Efficient Gold are associated (or correlated) with Abrdn Focused. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of abrdn Focused Small has no effect on the direction of WisdomTree Efficient i.e., WisdomTree Efficient and Abrdn Focused go up and down completely randomly.

Pair Corralation between WisdomTree Efficient and Abrdn Focused

Given the investment horizon of 90 days WisdomTree Efficient Gold is expected to generate 4.13 times more return on investment than Abrdn Focused. However, WisdomTree Efficient is 4.13 times more volatile than abrdn Focused Small. It trades about 0.15 of its potential returns per unit of risk. abrdn Focused Small is currently generating about 0.14 per unit of risk. If you would invest  8,055  in WisdomTree Efficient Gold on November 10, 2025 and sell it today you would earn a total of  3,416  from holding WisdomTree Efficient Gold or generate 42.41% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

WisdomTree Efficient Gold  vs.  abrdn Focused Small

 Performance 
       Timeline  
WisdomTree Efficient Gold 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Efficient Gold are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of very conflicting primary indicators, WisdomTree Efficient displayed solid returns over the last few months and may actually be approaching a breakup point.
abrdn Focused Small 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in abrdn Focused Small are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak basic indicators, Abrdn Focused may actually be approaching a critical reversion point that can send shares even higher in March 2026.

WisdomTree Efficient and Abrdn Focused Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Efficient and Abrdn Focused

The main advantage of trading using opposite WisdomTree Efficient and Abrdn Focused positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Efficient position performs unexpectedly, Abrdn Focused 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 Abrdn Focused will offset losses from the drop in Abrdn Focused's long position.
The idea behind WisdomTree Efficient Gold and abrdn Focused Small 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.
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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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

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