Correlation Between WisdomTree Europe and First Trust

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Can company-specific risk be reduced by holding WisdomTree Europe Hedged and First Trust IPOX together? The view summarizes correlation to explain the diversifiable risk of holding WisdomTree Europe Hedged and First Trust IPOX together.
This view explains how often WisdomTree Europe Hedged and First Trust IPOX confirm each other and when they offer offsetting moves. You can also test a long WisdomTree Europe and short First Trust structure to evaluate relative-value behavior. Review volatility patterns in WisdomTree Europe and First Trust. Go to your portfolio center

Diversification Opportunities for WisdomTree Europe and First Trust

0.88
  Correlation Coefficient
Very poor diversification
The 3 months correlation between WisdomTree and First is 0.88. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Europe Hedged and First Trust IPOX in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on First Trust IPOX and WisdomTree Europe 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 Europe Hedged are associated (or correlated) with First Trust. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of First Trust IPOX has no effect on the direction of WisdomTree Europe i.e., WisdomTree Europe and First Trust go up and down completely randomly.

Pair Corralation between WisdomTree Europe and First Trust

Given the investment horizon of 90 days WisdomTree Europe Hedged is expected to under-perform the First Trust. But the etf apears to be less risky and, when comparing its historical volatility, WisdomTree Europe Hedged is 1.33 times less risky than First Trust. The etf trades about -0.02 of its potential returns per unit of risk. The First Trust IPOX is currently generating about -0.01 of returns per unit of risk over similar time horizon. If you had invested $ 3,122 in First Trust IPOX on December 19, 2025 and sold it today you would have lost $ 34.00 from holding First Trust IPOX or given up 1.09% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

WisdomTree Europe Hedged  vs.  First Trust IPOX

 Performance 
       Timeline  
WisdomTree Europe Hedged 
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
WisdomTree Europe Hedged has delivered negative risk-adjusted returns across the last 90 days, suggesting that volatility was not compensated by return. Used correctly, this score helps investors distinguish between raw price movement and actual return efficiency. Even with relatively steady fundamental indicators, WisdomTree Europe is not utilizing all of its potential. The latest price chaos may contribute to medium-term losses for stakeholders. ...more
First Trust IPOX 
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
Over the last 90 days, First Trust IPOX generated negative risk-adjusted returns and added little value for investors with long positions. This reading is usually reviewed beside volatility, downside risk, and benchmark-relative behavior before conviction is increased. In spite of rather sound basic indicators, First Trust is not utilizing all of its potential. The current price tumult may contribute to shorter-term losses for shareholders. ...more

WisdomTree Europe and First Trust Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Europe and First Trust

Pair trading between WisdomTree Europe and First Trust can reduce some unsystematic risk by balancing one position against another. A pair setup only works when both legs are monitored with the same discipline as a stand-alone position.
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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 USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.

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