Correlation Between WisdomTree High and Consumer Goods

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

Diversification Opportunities for WisdomTree High and Consumer Goods

-0.81
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between WisdomTree and Consumer is -0.81. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree High Income and Consumer Goods Ultrasector in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Consumer Goods Ultra and WisdomTree High 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 High Income are associated (or correlated) with Consumer Goods. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Consumer Goods Ultra has no effect on the direction of WisdomTree High i.e., WisdomTree High and Consumer Goods go up and down completely randomly.

Pair Corralation between WisdomTree High and Consumer Goods

Given the investment horizon of 90 days WisdomTree High Income is expected to generate 0.15 times more return on investment than Consumer Goods. However, WisdomTree High Income is 6.47 times less risky than Consumer Goods. It trades about 0.39 of its potential returns per unit of risk. Consumer Goods Ultrasector is currently generating about -0.15 per unit of risk. If you would invest  2,457  in WisdomTree High Income on August 21, 2025 and sell it today you would earn a total of  101.00  from holding WisdomTree High Income or generate 4.11% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

WisdomTree High Income  vs.  Consumer Goods Ultrasector

 Performance 
       Timeline  
WisdomTree High Income 

Risk-Adjusted Performance

High

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree High Income are ranked lower than 31 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong primary indicators, WisdomTree High is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors.
Consumer Goods Ultra 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Consumer Goods Ultrasector has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's forward indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.

WisdomTree High and Consumer Goods Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree High and Consumer Goods

The main advantage of trading using opposite WisdomTree High and Consumer Goods positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree High position performs unexpectedly, Consumer Goods 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 Consumer Goods will offset losses from the drop in Consumer Goods' long position.
The idea behind WisdomTree High Income and Consumer Goods Ultrasector 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 Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.

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