WisdomTree International Correlations

DWM Etf

USD 69.89 1.06 1.49%

The current 90-days correlation between WisdomTree International and WisdomTree SmallCap Earnings is 0.59 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as WisdomTree International moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if WisdomTree International Equity moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

WisdomTree International Correlation With Market

Poor diversification

The correlation between WisdomTree International Equit and DJI is 0.74 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree International Equit and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with WisdomTree Etf

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in WisdomTree International Equity. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in services.

Moving together with WisdomTree Etf

0.95	EFV	iShares MSCI EAFE	Pair Corr
0.97	FNDF	Schwab Fundamental	Pair Corr
0.75	DOO	BRP Inc Symbol Change	Pair Corr
0.95	VYMI	Vanguard International	Pair Corr
0.91	IDV	iShares International	Pair Corr
0.93	DFIV	Dimensional International	Pair Corr
0.94	IVLU	iShares Edge MSCI	Pair Corr
0.95	RODM	Hartford Multifactor	Pair Corr
0.97	PXF	Invesco FTSE RAFI	Pair Corr
0.88	HDEF	Xtrackers MSCI EAFE	Pair Corr
0.95	CPST	Calamos ETF Trust	Pair Corr
0.95	ITDD	iShares Trust	Pair Corr
0.94	HYLB	Xtrackers USD High	Pair Corr
0.87	SPUT	Innovator ETFs Trust	Pair Corr
0.99	FENI	Fidelity Covington Trust	Pair Corr
0.85	SMH	VanEck Semiconductor ETF	Pair Corr
0.88	FALN	iShares Fallen Angels	Pair Corr
0.9	PAPI	Morgan Stanley ETF	Pair Corr
0.93	DBP	Invesco DB Precious	Pair Corr
0.71	NVMZ	TrueShares Structured	Pair Corr
0.99	DIHP	Dimensional International	Pair Corr
0.61	EKG	First Trust Nasdaq	Pair Corr
0.87	GQI	Natixis ETF Trust	Pair Corr
0.93	XLI	Industrial Select Sector Aggressive Push	Pair Corr
0.94	USHY	iShares Broad USD	Pair Corr
0.93	GAPR	First Trust Exchange	Pair Corr
0.83	SGVT	Schwab Strategic Trust	Pair Corr
0.7	PBDC	Putnam ETF Trust	Pair Corr
0.9	SETM	Sprott Energy Transition	Pair Corr
0.81	VV	Vanguard Large Cap	Pair Corr
0.91	CEFZ	RiverNorth Active Income	Pair Corr
0.72	QTUM	Defiance Quantum ETF	Pair Corr
0.86	SKOR	FlexShares Credit	Pair Corr
0.79	PDBC	Invesco Optimum Yield	Pair Corr
0.78	ARLU	AIM ETF Products	Pair Corr
0.8	HDUS	Lattice Strategies Trust	Pair Corr

Moving against WisdomTree Etf

0.65

MPAY

Exchange Traded Concepts

Pair Corr

Related Correlations Analysis

	EES	DOL	IYZ	CXSE	CGIC	IGE	DTH	REM	IYM	IQDG
EES		0.89	0.82	0.11	0.9	0.86	0.89	0.91	0.89	0.92	EES
DOL	0.89		0.83	0.22	0.99	0.92	0.97	0.91	0.95	0.99	DOL
IYZ	0.82	0.83		0.19	0.82	0.72	0.8	0.74	0.8	0.84	IYZ
CXSE	0.11	0.22	0.19		0.21	0.05	0.01	0.08	0.2	0.26	CXSE
CGIC	0.9	0.99	0.82	0.21		0.94	0.97	0.92	0.94	0.98	CGIC
IGE	0.86	0.92	0.72	0.05	0.94		0.93	0.92	0.92	0.91	IGE
DTH	0.89	0.97	0.8	0.01	0.97	0.93		0.9	0.9	0.95	DTH
REM	0.91	0.91	0.74	0.08	0.92	0.92	0.9		0.92	0.91	REM
IYM	0.89	0.95	0.8	0.2	0.94	0.92	0.9	0.92		0.96	IYM
IQDG	0.92	0.99	0.84	0.26	0.98	0.91	0.95	0.91	0.96		IQDG
	EES	DOL	IYZ	CXSE	CGIC	IGE	DTH	REM	IYM	IQDG

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WisdomTree International Constituents Risk-Adjusted Indicators

There is a big difference between WisdomTree Etf performing well and WisdomTree International ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze WisdomTree International's multiple risk-adjusted performance indicators across the competitive landscape. 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
EES	0.73	0.02	0.03	0.11	0.69	(0.82)	2.00	(1.70)	3.99
DOL	0.50	0.08	0.08	0.22	0.36	(0.54)	1.18	(1.02)	2.47
IYZ	0.74	(0.04)	(0.05)	0.04	1.05	(0.70)	1.64	(1.55)	4.81
CXSE	0.88	(0.04)	(0.07)	0.03	1.03	(0.89)	1.61	(1.75)	5.35
CGIC	0.53	0.09	0.09	0.21	0.48	(0.60)	1.09	(1.04)	2.76
IGE	0.84	0.14	0.09	0.34	0.82	(0.92)	1.57	(1.56)	3.89
DTH	0.43	0.08	0.07	0.25	0.22	(0.51)	0.99	(0.67)	2.10
REM	0.75	0.12	0.11	0.28	0.53	(0.85)	1.76	(1.09)	3.74
IYM	0.97	0.10	0.10	0.17	0.79	(1.11)	2.02	(1.55)	4.35
IQDG	0.56	0.05	0.05	0.16	0.45	(0.63)	1.36	(1.06)	2.67

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