Correlation Between WisdomTree Managed and Essential

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Can any of the company-specific risk be diversified away by investing in both WisdomTree Managed and Essential 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 Managed and Essential into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between WisdomTree Managed Futures and Essential 40 Stock, you can compare the effects of market volatilities on WisdomTree Managed and Essential 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 Managed with a short position of Essential. Check out your portfolio center. Please also check ongoing floating volatility patterns of WisdomTree Managed and Essential.

Diversification Opportunities for WisdomTree Managed and Essential

0.78
  Correlation Coefficient

Poor diversification

The 3 months correlation between WisdomTree and Essential is 0.78. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Managed Futures and Essential 40 Stock in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Essential 40 Stock and WisdomTree Managed 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 Managed Futures are associated (or correlated) with Essential. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Essential 40 Stock has no effect on the direction of WisdomTree Managed i.e., WisdomTree Managed and Essential go up and down completely randomly.

Pair Corralation between WisdomTree Managed and Essential

Given the investment horizon of 90 days WisdomTree Managed is expected to generate 1.46 times less return on investment than Essential. In addition to that, WisdomTree Managed is 1.27 times more volatile than Essential 40 Stock. It trades about 0.11 of its total potential returns per unit of risk. Essential 40 Stock is currently generating about 0.2 per unit of volatility. If you would invest  1,708  in Essential 40 Stock on November 29, 2025 and sell it today you would earn a total of  121.00  from holding Essential 40 Stock or generate 7.08% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

WisdomTree Managed Futures  vs.  Essential 40 Stock

 Performance 
       Timeline  
WisdomTree Managed 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Managed Futures are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable primary indicators, WisdomTree Managed is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders.
Essential 40 Stock 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Essential 40 Stock are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, Essential may actually be approaching a critical reversion point that can send shares even higher in March 2026.

WisdomTree Managed and Essential Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Managed and Essential

The main advantage of trading using opposite WisdomTree Managed and Essential positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Managed position performs unexpectedly, Essential 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 Essential will offset losses from the drop in Essential's long position.
The idea behind WisdomTree Managed Futures and Essential 40 Stock 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 Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.

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