Dimensional Etf Trust Etf Performance
| DFEM Etf | USD 30.49 0.06 0.20% |
The etf shows a Beta (market volatility) of -0.0548, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dimensional ETF are expected to decrease at a much lower rate. During the bear market, Dimensional ETF is likely to outperform the market.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Dimensional ETF Trust are ranked lower than 22 (%) of all global equities and portfolios over the last 90 days. In spite of very unsteady technical and fundamental indicators, Dimensional ETF displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
| In Threey Sharp Ratio | 0.43 |
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Dimensional ETF Relative Risk vs. Return Landscape
If you would invest 2,646 in Dimensional ETF Trust on April 28, 2025 and sell it today you would earn a total of 403.00 from holding Dimensional ETF Trust or generate 15.23% return on investment over 90 days. Dimensional ETF Trust is currently generating 0.2284% in daily expected returns and assumes 0.7982% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than Dimensional, and 96% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Dimensional ETF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dimensional ETF's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Dimensional ETF Trust, and traders can use it to determine the average amount a Dimensional ETF's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2861
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.23 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.29 actual daily | 22 78% of assets perform better |
Based on monthly moving average Dimensional ETF is performing at about 22% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Dimensional ETF by adding it to a well-diversified portfolio.
Dimensional ETF Fundamentals Growth
Dimensional Etf prices reflect investors' perceptions of the future prospects and financial health of Dimensional ETF, and Dimensional ETF fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Dimensional Etf performance.
| Total Asset | 583.21 M | |||
About Dimensional ETF Performance
By examining Dimensional ETF's fundamental ratios, stakeholders can obtain critical insights into Dimensional ETF's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Dimensional ETF is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The Portfolio is designed to purchase a broad and diverse group of securities associated with emerging markets, which may include frontier markets . Dimensional Emerging is traded on NYSEARCA Exchange in the United States.| The fund retains 99.96% of its assets under management (AUM) in equities |
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 income. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
The market value of Dimensional ETF Trust is measured differently than its book value, which is the value of Dimensional that is recorded on the company's balance sheet. Investors also form their own opinion of Dimensional ETF's value that differs from its market value or its book value, called intrinsic value, which is Dimensional ETF's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Dimensional ETF's market value can be influenced by many factors that don't directly affect Dimensional ETF's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Dimensional ETF's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dimensional ETF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dimensional ETF's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.