Dimensional ETF Correlations

DFIP Etf

USD 41.80 0.03 0.07%

The current 90-days correlation between Dimensional ETF Trust and Dimensional ETF Trust is 0.86 (i.e., Very poor diversification). The correlation of Dimensional ETF is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Dimensional ETF Correlation With Market

Average diversification

The correlation between Dimensional ETF Trust and DJI is 0.1 (i.e., Average 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 gross domestic product.

Moving together with Dimensional Etf

0.99	TIP	iShares TIPS Bond	Pair Corr
0.99	SPIP	SPDR Portfolio TIPS	Pair Corr
0.66	IVOL	Quadratic Interest Rate	Pair Corr
0.91	JCPI	JPMorgan Inflation	Pair Corr
0.98	TDTF	FlexShares iBoxx 5	Pair Corr
0.98	TIPZ	PIMCO Broad TIPS	Pair Corr
0.9	TIPSX	DEUTSCHE GLOBAL INFLATION	Pair Corr
0.85	BND	Vanguard Total Bond	Pair Corr
0.71	SGOV	iShares 0 3	Pair Corr
0.82	JSI	Janus Detroit Street	Pair Corr
0.74	TRV	The Travelers Companies	Pair Corr
0.84	T	ATT Inc Sell-off Trend	Pair Corr
0.62	KO	Coca Cola	Pair Corr

Moving against Dimensional Etf

0.58	VB	Vanguard Small Cap	Pair Corr
0.54	VUG	Vanguard Growth Index	Pair Corr
0.5	VTI	Vanguard Total Stock	Pair Corr
0.49	SPY	SPDR SP 500	Pair Corr
0.49	IVV	iShares Core SP	Pair Corr
0.48	VO	Vanguard Mid Cap	Pair Corr
0.33	VTV	Vanguard Value Index	Pair Corr
0.59	AXP	American Express	Pair Corr
0.54	JPM	JPMorgan Chase	Pair Corr
0.51	BAC	Bank of America Aggressive Push	Pair Corr
0.51	DIS	Walt Disney Buyout Trend	Pair Corr
0.51	AA	Alcoa Corp Earnings Call This Week	Pair Corr
0.49	CAT	Caterpillar Sell-off Trend	Pair Corr
0.48	WMT	Walmart Aggressive Push	Pair Corr

Related Correlations Analysis

	DFSD	DFCF	DFNM	DFAC	DFAI
DFSD		0.74	-0.4	-0.59	0.47	DFSD
DFCF	0.74		0.24	-0.16	0.4	DFCF
DFNM	-0.4	0.24		0.74	0.03	DFNM
DFAC	-0.59	-0.16	0.74		0.14	DFAC
DFAI	0.47	0.4	0.03	0.14		DFAI
	DFSD	DFCF	DFNM	DFAC	DFAI

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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

DFCF	+ 0.74	DFSD
DFAC	+ 0.74	DFNM
DFAI	+ 0.47	DFSD
DFAI	+ 0.4	DFCF
DFNM	+ 0.24	DFCF
DFAI	+ 0.14	DFAC

High negative correlations

DFAC	- 0.59	DFSD
DFNM	- 0.4	DFSD
DFAC	- 0.16	DFCF

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
DFSD	0.15	0.02	0.67	0.47	0.11	(0.16)	0.34	(0.23)	1.03
DFCF	0.30	0.02	0.31	0.21	0.41	(0.31)	0.60	(0.65)	2.05
DFNM	0.16	(0.02)	0.00	1.12	0.00	0.00	0.25	(0.34)	1.99
DFAC	1.21	(0.13)	0.00	1.47	0.00	0.00	1.96	(2.40)	12.92
DFAI	0.93	0.22	0.15	0.16	1.39	(0.89)	1.87	(2.01)	8.78

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