Correlation Between ProShares Russell and WisdomTree International

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This comparison outlines how ProShares Russell 2000 and WisdomTree International High move in relation to one another. The linkage helps describe the extent of diversifiable risk across the pair. The dataset reflects observed price behavior across time frames.
This lookup quantifies co-movement between ProShares Russell 2000 and WisdomTree International High so position sizing can be more disciplined. Return co-movement patterns are presented across multiple observation windows. Go to your portfolio center

Diversification Opportunities for ProShares Russell and WisdomTree International

0.88
  Correlation Coefficient
Very poor diversification
The 3 months correlation between ProShares and WisdomTree is 0.88. Overlapping area represents the amount of risk that can be diversified away by holding ProShares Russell 2000 and WisdomTree International High in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree International and ProShares Russell 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 ProShares Russell 2000 are associated (or correlated) with WisdomTree International. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree International has no effect on the direction of ProShares Russell i.e., ProShares Russell and WisdomTree International go up and down completely randomly.

Pair Correlation Between ProShares Russell and WisdomTree International

Given the investment horizon of 90 days ProShares Russell 2000 is expected to generate 0.99 times more return on investment than WisdomTree International. However, ProShares Russell 2000 is 1.01 times less risky than WisdomTree International. It trades about 0.05 of its potential returns per unit of risk. WisdomTree International High is currently generating about 0.04 per unit of risk. If you had invested $ 6,669 in ProShares Russell 2000 on December 27, 2025 and sold it today you would have earned a total of $ 180.00 from holding ProShares Russell 2000 or generated 2.7% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

ProShares Russell 2000  vs.  WisdomTree International High

 Performance 
       Timeline  
ProShares Russell 2000 
Risk-Adjusted Performance
Mild
 
Weak
 
Strong
On a recent 90-day basis, ProShares Russell 2000 sits below 3% of comparable global equities and portfolios in risk-adjusted performance. The current category mapping is Small Value. In spite of fairly stable fundamental indicators, ProShares Russell is not utilizing all of its potential. The recent price fuss may contribute to near-short-term losses for institutional participants. ...more
WisdomTree International 
Risk-Adjusted Performance
Soft
 
Weak
 
Strong
On a recent 90-day basis, WisdomTree International High sits below 3% of comparable global equities and portfolios in risk-adjusted performance. The main point is that return should be judged together with the volatility required to produce it. Despite fairly strong basic indicators, WisdomTree International is not utilizing all of its potential. The current price confusion may contribute to short-horizon losses for traders. ...more

ProShares Russell and WisdomTree International Volatility Contrast

   Predicted Return Distribution   
       Density  

Pair Trading with ProShares Russell and WisdomTree International

Combining ProShares Russell with WisdomTree International in a pair setup can help isolate spread behavior from broader market movement. The objective is to profit from relative movement while reducing dependence on the market's overall direction.
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The information on this page should be treated as a complementary input when building or adjusting a diversified portfolio. The stronger workflow is to validate these signals with other models before acting. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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