Correlation Between WisdomTree Managed and Innovator SAMPP
Does pairing WisdomTree Managed Futures with Innovator SAMPP 500 lower idiosyncratic risk? This analysis describes return linkage and the diversifiable risk of a joint position in WisdomTree Managed Futures and Innovator SAMPP 500.
Measure interaction between WisdomTree Managed Futures and Innovator SAMPP 500 before allocating capital to both in the same strategy. You can also test a long WisdomTree Managed and short Innovator SAMPP structure to evaluate relative-value behavior. Review volatility patterns in WisdomTree Managed and Innovator SAMPP. Go to your portfolio center
Diversification Opportunities for WisdomTree Managed and Innovator SAMPP
0.5 | Correlation Coefficient |
Very weak diversification
The 3 months correlation between WisdomTree and Innovator is 0.5. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Managed Futures and Innovator SAMPP 500 in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Innovator SAMPP 500 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 Innovator SAMPP. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Innovator SAMPP 500 has no effect on the direction of WisdomTree Managed i.e., WisdomTree Managed and Innovator SAMPP go up and down completely randomly.
Pair Corralation between WisdomTree Managed and Innovator SAMPP
Given the investment horizon of 90 days WisdomTree Managed Futures is expected to generate 2.37 times more return on investment than Innovator SAMPP. However, WisdomTree Managed is 2.37 times more volatile than Innovator SAMPP 500. It trades about 0.12 of its potential returns per unit of risk. Innovator SAMPP 500 is currently generating about 0.02 per unit of risk. If you had invested $ 3,811 in WisdomTree Managed Futures on December 14, 2025 and sold it today you would have earned a total of $ 199.00 from holding WisdomTree Managed Futures or generated 5.22% return on investment over 90 days.
| Time Period | 3 Months [change] |
| Direction | Moves Together |
| Strength | Weak |
| Accuracy | 100.0% |
| Values | Daily Returns |
WisdomTree Managed Futures vs. Innovator SAMPP 500
Performance |
| Timeline |
| WisdomTree Managed |
Risk-Adjusted Performance
Moderate
Weak | Strong |
| Innovator SAMPP 500 |
Risk-Adjusted Performance
Weak
Weak | Strong |
WisdomTree Managed and Innovator SAMPP Volatility Contrast
Predicted Return Density |
| Returns |
Pair Trading with WisdomTree Managed and Innovator SAMPP
A paired position in WisdomTree Managed and Innovator SAMPP is useful when investors want a more relative-value expression than a simple directional trade. The stronger process checks whether the correlation is stable enough to justify the hedge logic before the trade is sized.| WisdomTree Managed vs. Elevation Series Trust | WisdomTree Managed vs. Exchange Traded Concepts | WisdomTree Managed vs. Innovator MSCI EAFE | WisdomTree Managed vs. VanEck Inflation Allocation |
| Innovator SAMPP vs. Innovator SAMPP 500 | Innovator SAMPP vs. Innovator SAMPP 500 | Innovator SAMPP vs. Innovator SAMPP 500 | Innovator SAMPP vs. Innovator SAMPP 500 |
Go to your portfolio centerThe 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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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