This module allows you to analyze existing cross correlation between ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free and United States Oil. You can compare the effects of market volatilities on ETFS Bloomberg and United States 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 ETFS Bloomberg with a short position of United States. See also your portfolio center. Please also check ongoing floating volatility patterns of ETFS Bloomberg and United States.
|Investment Horizon||30 Days Login to change|
Considering 30-days investment horizon, ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free is expected to under-perform the United States. But the etf apears to be less risky and, when comparing its historical volatility, ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free is 2.11 times less risky than United States. The etf trades about -0.47 of its potential returns per unit of risk. The United States Oil is currently generating about 0.04 of returns per unit of risk over similar time horizon. If you would invest 1,024 in United States Oil on September 20, 2017 and sell it today you would earn a total of 11 from holding United States Oil or generate 1.07% return on investment over 30 days.