Correlation Between YieldMax and RACWI ETF

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Can any of the company-specific risk be diversified away by investing in both YieldMax and RACWI ETF 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 YieldMax and RACWI ETF into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between YieldMax SP 500 and RACWI ETF, you can compare the effects of market volatilities on YieldMax and RACWI ETF 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 YieldMax with a short position of RACWI ETF. Check out your portfolio center. Please also check ongoing floating volatility patterns of YieldMax and RACWI ETF.

Diversification Opportunities for YieldMax and RACWI ETF

0.99
  Correlation Coefficient

No risk reduction

The 3 months correlation between YieldMax and RACWI is 0.99. Overlapping area represents the amount of risk that can be diversified away by holding YieldMax SP 500 and RACWI ETF in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on RACWI ETF and YieldMax 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 YieldMax SP 500 are associated (or correlated) with RACWI ETF. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of RACWI ETF has no effect on the direction of YieldMax i.e., YieldMax and RACWI ETF go up and down completely randomly.

Pair Corralation between YieldMax and RACWI ETF

Given the investment horizon of 90 days YieldMax SP 500 is expected to generate 0.97 times more return on investment than RACWI ETF. However, YieldMax SP 500 is 1.03 times less risky than RACWI ETF. It trades about 0.06 of its potential returns per unit of risk. RACWI ETF is currently generating about 0.04 per unit of risk. If you would invest  4,343  in YieldMax SP 500 on October 25, 2025 and sell it today you would earn a total of  99.00  from holding YieldMax SP 500 or generate 2.28% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Strong
Accuracy100.0%
ValuesDaily Returns

YieldMax SP 500  vs.  RACWI ETF

 Performance 
       Timeline  
YieldMax SP 500 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in YieldMax SP 500 are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong basic indicators, YieldMax is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
RACWI ETF 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in RACWI ETF are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, RACWI ETF is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors.

YieldMax and RACWI ETF Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with YieldMax and RACWI ETF

The main advantage of trading using opposite YieldMax and RACWI ETF positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if YieldMax position performs unexpectedly, RACWI ETF 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 RACWI ETF will offset losses from the drop in RACWI ETF's long position.
The idea behind YieldMax SP 500 and RACWI ETF 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 Share Portfolio module to track or share privately all of your investments from the convenience of any device.

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