Dimensional ETF Correlations

DFEM Etf

USD 32.38 0.23 0.71%

The current 90-days correlation between Dimensional ETF Trust and Dimensional International Core is 0.67 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Dimensional ETF moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dimensional ETF Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Dimensional ETF Correlation With Market

Very weak diversification

The correlation between Dimensional ETF Trust and DJI is 0.48 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional ETF Trust and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Dimensional Etf

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dimensional ETF Trust. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in national income and product accounts.

Moving together with Dimensional Etf

1.0	VWO	Vanguard FTSE Emerging	Pair Corr
1.0	IEMG	iShares Core MSCI	Pair Corr
0.98	EMC	Global X Funds	Pair Corr
0.99	EEM	iShares MSCI Emerging	Pair Corr
1.0	SPEM	SPDR Portfolio Emerging	Pair Corr
0.99	FNDE	Schwab Fundamental	Pair Corr
0.99	ESGE	iShares ESG Aware	Pair Corr
0.95	SFGRX	Seafarer Overseas	Pair Corr
0.92	DGS	WisdomTree Emerging	Pair Corr
0.99	XSOE	WisdomTree Emerging	Pair Corr
0.98	VTI	Vanguard Total Stock	Pair Corr
0.98	SPY	SPDR SP 500	Pair Corr
0.98	IVV	iShares Core SP	Pair Corr
0.91	BND	Vanguard Total Bond Sell-off Trend	Pair Corr
0.94	VTV	Vanguard Value Index	Pair Corr
0.96	VUG	Vanguard Growth Index	Pair Corr
0.89	VO	Vanguard Mid Cap	Pair Corr
0.95	VEA	Vanguard FTSE Developed	Pair Corr
0.91	VB	Vanguard Small Cap	Pair Corr
0.9	EBND	SPDR Bloomberg Emerging	Pair Corr
0.82	AA	Alcoa Corp	Pair Corr
0.71	WMT	Walmart	Pair Corr
0.82	JNJ	Johnson Johnson Earnings Call This Week	Pair Corr
0.74	AXP	American Express Earnings Call Next Week	Pair Corr
0.9	GE	GE Aerospace	Pair Corr
0.83	INTC	Intel	Pair Corr
0.88	TRV	The Travelers Companies Earnings Call This Week	Pair Corr
0.84	BAC	Bank of America Earnings Call This Week	Pair Corr
0.73	DD	Dupont De Nemours	Pair Corr

Moving against Dimensional Etf

0.8

Coca Cola

Pair Corr

Related Correlations Analysis

	DFIC	DFAC	DISV	DFEV	DFSV
DFIC		0.95	0.99	0.91	0.85	DFIC
DFAC	0.95		0.97	0.93	0.88	DFAC
DISV	0.99	0.97		0.93	0.86	DISV
DFEV	0.91	0.93	0.93		0.75	DFEV
DFSV	0.85	0.88	0.86	0.75		DFSV
	DFIC	DFAC	DISV	DFEV	DFSV

Dimensional ETF Constituents Risk-Adjusted Indicators

There is a big difference between Dimensional Etf performing well and Dimensional ETF 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 Dimensional ETF'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
DFIC	0.50	0.04	0.03	0.12	0.43	(0.60)	1.08	(0.90)	3.60
DFAC	0.46	0.04	0.06	0.11	0.33	(0.54)	1.08	(0.58)	2.59
DISV	0.54	0.06	0.08	0.15	0.41	(0.63)	1.12	(1.06)	3.54
DFEV	0.47	0.07	0.07	0.21	0.28	(0.58)	0.99	(0.69)	2.40
DFSV	0.82	(0.04)	0.00	0.04	0.80	(1.12)	1.76	(1.41)	5.67

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