Dimensional ETF Correlations

DXUV Etf

62.24 0.33 0.53%

The current 90-days correlation between Dimensional ETF Trust and Fairlead Tactical Sector is 0.89 (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

Almost no diversification

The correlation between Dimensional ETF Trust and DJI is 0.96 (i.e., Almost no 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 persons.

Moving together with Dimensional Etf

0.93	VTI	Vanguard Total Stock	Pair Corr
0.89	SPY	SPDR SP 500	Pair Corr
0.89	IVV	iShares Core SP	Pair Corr
0.97	VTV	Vanguard Value Index	Pair Corr
0.94	VO	Vanguard Mid Cap	Pair Corr
0.96	VEA	Vanguard FTSE Developed	Pair Corr
0.98	VB	Vanguard Small Cap	Pair Corr
0.7	VWO	Vanguard FTSE Emerging	Pair Corr
0.98	CPST	Calamos ETF Trust	Pair Corr
0.97	ITDD	iShares Trust	Pair Corr
0.88	TPHD	Timothy Plan High	Pair Corr
0.71	IEMG	iShares Core MSCI	Pair Corr
0.81	BA	Boeing Earnings Call This Week	Pair Corr
0.7	INTC	Intel Earnings Call This Week	Pair Corr
0.78	MRK	Merck Company	Pair Corr
0.63	BAC	Bank of America	Pair Corr
0.7	JNJ	Johnson Johnson	Pair Corr
0.93	AA	Alcoa Corp	Pair Corr
0.84	WMT	Walmart Common Stock	Pair Corr

Moving against Dimensional Etf

0.7	MPAY	Exchange Traded Concepts	Pair Corr
0.74	T	ATT Inc Earnings Call This Week	Pair Corr
0.52	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	DEXC	PJP	PALC	RSST	HAWX	JIG	BNKU	PRAE	FLRG	TACK
DEXC		0.32	0.91	0.92	0.97	0.84	0.73	0.9	0.5	0.82	DEXC
PJP	0.32		0.44	0.42	0.46	-0.17	0.69	0.37	0.32	0.13	PJP
PALC	0.91	0.44		0.95	0.95	0.75	0.86	0.92	0.68	0.9	PALC
RSST	0.92	0.42	0.95		0.95	0.8	0.84	0.95	0.7	0.9	RSST
HAWX	0.97	0.46	0.95	0.95		0.77	0.83	0.92	0.56	0.83	HAWX
JIG	0.84	-0.17	0.75	0.8	0.77		0.45	0.78	0.5	0.85	JIG
BNKU	0.73	0.69	0.86	0.84	0.83	0.45		0.78	0.67	0.67	BNKU
PRAE	0.9	0.37	0.92	0.95	0.92	0.78	0.78		0.7	0.9	PRAE
FLRG	0.5	0.32	0.68	0.7	0.56	0.5	0.67	0.7		0.73	FLRG
TACK	0.82	0.13	0.9	0.9	0.83	0.85	0.67	0.9	0.73		TACK
	DEXC	PJP	PALC	RSST	HAWX	JIG	BNKU	PRAE	FLRG	TACK

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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

HAWX	+ 0.97	DEXC
RSST	+ 0.95	PALC
HAWX	+ 0.95	PALC
HAWX	+ 0.95	RSST
PRAE	+ 0.95	RSST
RSST	+ 0.92	DEXC

High negative correlations

JIG

- 0.17

PJP

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
DEXC	0.61	0.10	0.08	0.26	0.61	(0.64)	1.27	(1.28)	3.16
PJP	0.72	0.17	0.13	1.65	0.48	(0.87)	1.55	(1.06)	4.93
PALC	0.59	0.03	0.02	0.12	0.54	(0.64)	1.37	(1.08)	2.82
RSST	1.18	0.02	0.05	0.11	1.46	(1.17)	2.46	(2.61)	6.83
HAWX	0.50	0.05	0.04	0.17	0.50	(0.55)	1.11	(0.98)	3.06
JIG	0.66	(0.03)	(0.04)	0.06	0.85	(0.63)	1.43	(1.58)	3.78
BNKU	2.39	0.21	0.13	0.16	2.91	(2.48)	5.83	(6.27)	14.37
PRAE	0.81	0.04	0.01	0.16	1.00	(0.82)	1.67	(1.54)	5.50
FLRG	0.48	0.00	(0.11)	0.08	0.66	(0.46)	1.01	(1.17)	2.80
TACK	0.47	(0.03)	(0.10)	0.05	0.57	(0.45)	1.00	(0.79)	2.41

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