WisdomTree Global ex US Etf Volatility
| DNL Etf | USD 39.73 -1.04 -2.55% |
WisdomTree Global ex US remains associated with a low volatility profile over the chosen period. WisdomTree Global ex US indicates a Sharpe Ratio (Efficiency) of -0.0048, demonstrating unfavorable reward-to-risk behavior over the last 3 months. We observed 27 technical indicators shaping the current volatility backdrop.
Sharpe Ratio = -0.0048
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DNL |
Latest disclosures for WisdomTree Global ex US show a Risk of 1.21, a Total Risk Alpha of 0.12, and a Value At Risk of -1.99. Monthly moving average data shows WisdomTree Global is underperforming relative to its full potential. A well-diversified portfolio allocation can mitigate market risk and improve expected return.
Key indicators related to WisdomTree Global's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
For options traders, WisdomTree Global's implied volatility surface provides a forward-looking estimate of future price dispersion. When implied volatility for WisdomTree Global is significantly above realized volatility, options premiums may be elevated relative to historical norms.
WisdomTree | Build portfolio with WisdomTree Etf |
Volatility Strategy
WisdomTree Global ex US return movement contributes differently across allocation frameworks. Current statistical measures show total volatility near 1.21% with a beta coefficient of 1.06, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0048, evaluates return per unit of total risk. An alpha value of 0.0822 reflects performance relative to systematic market exposure. Expected return estimates near -0.0058% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Basket composition influences exposure sensitivity.
Main indicators related to WisdomTree Global's market risk premium analysis include:
Beta 1.06 | Alpha 0.0822 | Risk 1.21 | Sharpe Ratio -0.0048 | Expected Return -0.01 |
Moving together with WisdomTree Etf
| 0.97 | EFG | iShares MSCI EAFE | PairCorr |
| 0.86 | VIGI | Vanguard International | PairCorr |
| 0.86 | IHDG | WisdomTree International | PairCorr |
| 0.94 | GRIN | VictoryShares International | PairCorr |
| 0.95 | CGXU | Capital Group | PairCorr |
| 0.82 | FPXI | First Trust International | PairCorr |
| 0.86 | IQDG | WisdomTree International | PairCorr |
| 0.85 | PIZ | Invesco DWA Developed | PairCorr |
| 0.76 | IDHQ | Invesco SAMPP | PairCorr |
| 0.75 | VTI | Vanguard Total Stock | PairCorr |
| 0.7 | SPY | SPDR SAMPP 500 | PairCorr |
| 0.71 | IVV | iShares Core SAMPP | PairCorr |
| 0.73 | TOT | Advisor Managed | PairCorr |
| 0.69 | VTV | Vanguard Value Index | PairCorr |
| 0.63 | DES | WisdomTree SmallCap | PairCorr |
Sensitivity To Market
WisdomTree Global ex US market-relative volatility is reflected in its beta of 1.06. This value results from regression analysis against benchmark returns. Total dispersion currently approximates 1.21%.WisdomTree Global ex US has shown return movement that ranges from typical to sharp depending on market conditions. Current dispersion statistics include standard deviation near 1.18%. Options markets imply a forward-looking volatility estimate near 26.0%. This reflects comparatively contained forward-looking volatility expectations. If components trade in different hours, temporary premium/discount changes can increase measured volatility. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze WisdomTree Global Demand TrendCheck current 90 days WisdomTree Global correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of WisdomTree prices measures volatility as the average daily spread from the mean over your selected horizon. High standard deviation implies high volatility; low standard deviation implies price stability.
Standard Deviation | 1.21 |
For a complete risk picture of WisdomTree Global, investors should examine both standard deviation (upside risk proxy) and downside deviation or semi-deviation of WisdomTree Global's returns (downside risk proxy). Latest disclosures for WisdomTree Global ex US show a Downside Deviation of 1.30, a Downside Variance of 1.70, and a Maximum Drawdown of 5.63.
Using WisdomTree Put Option to Manage Risk Based on 2026-04-17 Contracts
Latest disclosures for WisdomTree Global ex US show an Option Implied Volatility of 0.26 and an Option Max Pain Price of -1. Investors in WisdomTree Global can use put options as insurance against adverse price movements. A put on WisdomTree Etf grants the holder the right to sell WisdomTree Global at the agreed strike price before expiry.
WisdomTree Global's PUT expiring on 2026-04-17
Profit |
| WisdomTree Global Price At Expiration |
Etf Volatility Analysis
Understanding WisdomTree Global volatility allows investors to better quantify the risk of holding WisdomTree Global's etf. Volatility metrics help portfolio managers set stop-losses and size positions appropriately for WisdomTree Global.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. WisdomTree Global Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Considering the 90-day investment horizon WisdomTree Global has a beta of 1.0603 suggesting WisdomTree Global ex US market returns are very sensitive to returns on the market. As the market goes up or down, WisdomTree Global is expected to follow.Both systematic and unsystematic risks influence WisdomTree Global. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. Latest disclosures for WisdomTree Global ex US show a Downside Deviation of 1.30, a Mean Deviation of 0.90, and an Option Implied Volatility of 0.26.
Predicted Return Density |
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What Drives WisdomTree Global's Price Volatility?
Several factors can influence WisdomTree Global's market volatility:Industry Dynamics
Sector-level events can directly affect WisdomTree Global's price stability. Regulatory changes, supply disruptions, or shifts in demand within WisdomTree Global's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like WisdomTree Global.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for WisdomTree Global's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward WisdomTree Global. During periods of economic expansion, WisdomTree Global's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.WisdomTree Global's Company-Specific Factors
Volatility can also stem from events unique to WisdomTree Global. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in WisdomTree Global's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on WisdomTree Global's share price.Etf Risk Measures
Considering the 90-day investment horizon the coefficient of variation of WisdomTree Global is -20924.39. The daily returns are distributed with a variance of 1.47 and standard deviation of 1.21. The mean deviation of WisdomTree Global ex US is currently at 0.93. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.08 | |
β | Beta against Dow Jones | 1.06 | |
σ | Overall volatility | 1.21 | |
Ir | Information ratio | 0.07 |
Etf Return Volatility
WisdomTree Global historical daily return volatility represents how much of WisdomTree Global etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The exchange-traded fund reported 1.2126% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8239% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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WisdomTree Global Constituents Risk-Adjusted Indicators
There is a big difference between WisdomTree Etf performing well and WisdomTree Global ETF doing well as a business compared to the competition. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DTH | 0.63 | 0.14 | 0.16 | 0.13 | 0.91 | 1.10 | 4.94 | |||
| IXP | 0.66 | -0.05 | 0.00 | 0.28 | 0.00 | 1.24 | 4.56 | |||
| QDEF | 0.45 | -0.05 | 0.00 | 0.40 | 0.00 | 0.65 | 3.80 | |||
| CXSE | 0.91 | -0.02 | 0.00 | -0.11 | 0.00 | 2.00 | 7.24 | |||
| SLVP | 3.14 | 0.26 | 0.03 | 0.04 | 4.87 | 5.80 | 21.00 | |||
| DGRS | 0.74 | 0.11 | 0.12 | 0.02 | 0.88 | 2.12 | 5.59 | |||
| TVAL | 0.52 | 0.03 | 0.15 | -0.34 | 0.73 | 1.04 | 3.19 | |||
| ISCF | 0.69 | 0.10 | 0.10 | 0.05 | 1.10 | 1.44 | 4.81 | |||
| BALI | 0.48 | -0.03 | 0.00 | 0.13 | 0.00 | 0.84 | 2.58 | |||
| SIXH | 0.36 | 0.12 | 0.47 | 0.46 | 0.09 | 0.92 | 2.67 |
Risk Metrics, Assumptions & Methodology
Volatility for WisdomTree Global reflects price dispersion, spread stability, and underlying basket liquidity conditions. Volatility contraction can precede expansion under certain regimes.
For WisdomTree Global ex US, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardWisdomTree Global Investment Opportunity
Measured over the selected horizon, WisdomTree Global ex US carries roughly 1.48 times the return volatility of Dow Jones Industrial. The higher-risk profile should usually be reviewed beside Sharpe Ratio, downside risk, and catalyst strength before the position is sized up.You can use WisdomTree Global ex US to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is most useful when combined with broader risk controls and position-sizing discipline. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of WisdomTree Global to be traded at $38.14 in 90 days.Poor diversification
For the present investment horizon, the measured correlation between DNL and DJI stands at 0.75, or Poor diversification. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
WisdomTree Global Additional Risk Indicators
Secondary risk indicators for WisdomTree Global ex US can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0047 | |||
| Market Risk Adjusted Performance | 0.0025 | |||
| Mean Deviation | 0.9047 | |||
| Semi Deviation | 1.24 | |||
| Downside Deviation | 1.3 | |||
| Coefficient Of Variation | 57267.44 | |||
| Standard Deviation | 1.18 |
WisdomTree Global Suggested Diversification Pairs
Using WisdomTree Global in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against WisdomTree Global as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. WisdomTree Global's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, WisdomTree Global's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to WisdomTree Global ex US.
More Resources for WisdomTree Etf Analysis
Reviewing WisdomTree Global typically starts with core financial statements and performance trends. Ratios reflect how the business performs across profit and resource use.Review Investing Opportunities for context on portfolio diversification. The diversification view provides additional analytical depth. Portfolio construction reflects how positions are combined across holdings. All figures are presented for informational review and are not prescriptive. The allocation includes a position in WisdomTree Global ex US. It is distributed across the allocation. The weighting is determined by the allocation framework in use. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation. WisdomTree Global currently shows P/E of 16.53. WisdomTree Global analysis should be paired with portfolio risk and diversification tools before adjusting allocations. WisdomTree Global analysis across multiple dimensions - risk, valuation, diversification - produces a more informed position-sizing decision. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
The market value of WisdomTree Global is measured differently than book value, which reflects WisdomTree accounting equity. At P/B 3.96, WisdomTree Global trades at a significant premium to book value. Intrinsic value for WisdomTree Global synthesizes operating data into a single estimate that complements price and book value. Reconciling these perspectives is central to structured valuation analysis. All figures are presented for informational review and are not prescriptive.
Note that WisdomTree Global's intrinsic value and market price are different measures derived from different inputs. For WisdomTree Global, key inputs include a P/E ratio of 16.53, and a P/B ratio of 3.96.