Dimensional ETF Correlations

DCOR Etf

75.52 0.19 0.25%

The current 90-days correlation between Dimensional ETF Trust and SPDR MSCI ACWI is 0.83 (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 0.97 (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 metropolitan statistical area.

Moving together with Dimensional Etf

0.95	VTI	Vanguard Total Stock	Pair Corr
0.93	SPY	SPDR SP 500	Pair Corr
0.93	IVV	iShares Core SP	Pair Corr
0.97	VIG	Vanguard Dividend	Pair Corr
0.88	VV	Vanguard Large Cap	Pair Corr
0.97	RSP	Invesco SP 500	Pair Corr
0.93	IWB	iShares Russell 1000	Pair Corr
0.87	ESGU	iShares ESG Aware	Pair Corr
1.0	DFAC	Dimensional Core Equity	Pair Corr
0.83	SPLG	SSgA Symbol Change	Pair Corr
0.66	BND	Vanguard Total Bond	Pair Corr
0.92	VTV	Vanguard Value Index	Pair Corr
0.98	VO	Vanguard Mid Cap	Pair Corr
0.92	VEA	Vanguard FTSE Developed Aggressive Push	Pair Corr
0.97	VB	Vanguard Small Cap	Pair Corr
0.84	VWO	Vanguard FTSE Emerging Sell-off Trend	Pair Corr
0.9	FNDC	Schwab Fundamental	Pair Corr
0.93	SPVM	Invesco SP 500	Pair Corr
0.95	XYLD	Global X SP	Pair Corr
0.83	LVHI	Franklin International	Pair Corr
0.93	EURL	Direxion Daily FTSE	Pair Corr
0.92	PFFA	Virtus InfraCap Preferred	Pair Corr
0.9	CHPS	Xtrackers Semiconductor	Pair Corr
0.82	NCPB	Nuveen Core Plus	Pair Corr
0.85	UDI	USCF ETF Trust	Pair Corr
0.93	DMCY	Democracy International	Pair Corr
0.7	GOOX	Etf Opportunities Trust	Pair Corr
0.96	JEPI	JPMorgan Equity Premium	Pair Corr
0.88	TAXT	Northern Trust Tax	Pair Corr
0.87	NBCE	Neuberger Berman ETF	Pair Corr
0.89	BMVP	Invesco Bloomberg MVP	Pair Corr
0.98	XAUG	FT Cboe Vest	Pair Corr
0.96	PSFD	Pacer Swan SOS	Pair Corr
0.87	REGL	ProShares SP MidCap	Pair Corr
0.84	STXE	EA Series Trust	Pair Corr
0.83	IAUM	iShares Gold Trust	Pair Corr

Related Correlations Analysis

	BDYN	APUE	SNPE	PHO	FTLS	ACIO	IEV	GUSA	TNA	CWI
BDYN		0.98	0.99	0.7	0.78	0.66	0.91	0.97	0.89	0.88	BDYN
APUE	0.98		0.99	0.72	0.79	0.73	0.86	0.99	0.9	0.82	APUE
SNPE	0.99	0.99		0.71	0.79	0.67	0.9	0.97	0.88	0.86	SNPE
PHO	0.7	0.72	0.71		0.57	0.45	0.7	0.7	0.82	0.71	PHO
FTLS	0.78	0.79	0.79	0.57		0.86	0.57	0.83	0.55	0.52	FTLS
ACIO	0.66	0.73	0.67	0.45	0.86		0.33	0.8	0.47	0.28	ACIO
IEV	0.91	0.86	0.9	0.7	0.57	0.33		0.8	0.88	0.99	IEV
GUSA	0.97	0.99	0.97	0.7	0.83	0.8	0.8		0.86	0.76	GUSA
TNA	0.89	0.9	0.88	0.82	0.55	0.47	0.88	0.86		0.86	TNA
CWI	0.88	0.82	0.86	0.71	0.52	0.28	0.99	0.76	0.86		CWI
	BDYN	APUE	SNPE	PHO	FTLS	ACIO	IEV	GUSA	TNA	CWI

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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
BDYN	0.60	(0.03)	(0.04)	0.03	0.85	(0.58)	1.11	(1.43)	4.28
APUE	0.57	(0.03)	(0.06)	0.02	0.81	(0.56)	1.11	(1.67)	3.78
SNPE	0.52	(0.03)	(0.05)	0.03	0.73	(0.51)	1.11	(1.33)	3.68
PHO	0.78	(0.06)	(0.06)	0.00	0.95	(0.80)	1.84	(1.51)	4.66
FTLS	0.41	(0.05)	0.00	(0.04)	0.00	0.00	0.79	(0.95)	2.76
ACIO	0.39	(0.06)	0.00	(0.06)	0.00	0.00	0.56	(0.96)	2.57
IEV	0.67	0.10	0.10	0.18	0.64	(0.73)	1.48	(1.32)	3.28
GUSA	0.57	(0.05)	(0.07)	0.00	0.89	(0.50)	0.99	(1.61)	3.81
TNA	2.77	0.11	0.07	0.09	3.21	(2.86)	5.88	(5.62)	16.60
CWI	0.61	0.11	0.12	0.21	0.63	(0.67)	1.51	(1.31)	3.54

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Dimensional ETF Correlations

Dimensional ETF Correlation With Market

Almost no diversification

Moving together with Dimensional Etf

Related Correlations Analysis

Dimensional ETF Constituents Risk-Adjusted Indicators

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