Dimensional Emerging Correlations

DFAE Etf

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The current 90-days correlation between Dimensional Emerging Core and Vanguard Selected Value is 0.41 (i.e., Very weak diversification). The correlation of Dimensional Emerging 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.

Dimensional Emerging Correlation With Market

Very poor diversification

The correlation between Dimensional Emerging Core and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional Emerging Core 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 Emerging Core. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Dimensional Etf

0.99	VWO	Vanguard FTSE Emerging	Pair Corr
1.0	IEMG	iShares Core MSCI Sell-off Trend	Pair Corr
0.99	EMC	Global X Funds	Pair Corr
1.0	EEM	iShares MSCI Emerging Sell-off Trend	Pair Corr
0.99	SPEM	SPDR Portfolio Emerging	Pair Corr
0.99	FNDE	Schwab Fundamental Sell-off Trend	Pair Corr
1.0	ESGE	iShares ESG Aware	Pair Corr
0.98	SFGRX	Seafarer Overseas	Pair Corr
0.99	DGS	WisdomTree Emerging	Pair Corr
1.0	XSOE	WisdomTree Emerging	Pair Corr
0.84	SHLD	Global X Defense	Pair Corr
0.77	LUX	Tema Global	Pair Corr
0.76	FB	ProShares Trust ProShares	Pair Corr
0.93	SWP	SWP Growth Income	Pair Corr
0.86	FNGD	MicroSectors FANG Index	Pair Corr
0.79	CALY	Callaway Golf Symbol Change	Pair Corr
0.95	DXJ	WisdomTree Japan Hedged	Pair Corr
0.95	SPDV	AAM SP 500	Pair Corr
0.99	UEVM	VictoryShares Emerging	Pair Corr
0.94	FTCS	First Trust Capital	Pair Corr
0.97	JEPI	JPMorgan Equity Premium	Pair Corr
0.97	DFE	WisdomTree Europe	Pair Corr
0.92	AUMI	Themes Gold Miners	Pair Corr
0.81	UAUG	Innovator Equity Ultra	Pair Corr
0.92	ERET	iShares Environmentally	Pair Corr
0.98	ESGD	iShares ESG Aware	Pair Corr
0.74	GOCT	FT Cboe Vest	Pair Corr
0.91	KNGZ	First Trust Exchange	Pair Corr
0.88	ETHO	Amplify Etho Climate	Pair Corr
0.99	CCNR	CoreCommodity Natural	Pair Corr
0.96	GCAL	Goldman Sachs ETF	Pair Corr
0.93	HIYS	Invesco High Yield Symbol Change	Pair Corr
0.85	GPGCX	Grandeur Peak Global	Pair Corr
0.91	IJS	iShares SP Small	Pair Corr
0.85	IGEB	iShares Edge Investment	Pair Corr
0.98	DVYE	iShares Emerging Markets	Pair Corr

Moving against Dimensional Etf

0.71	HUM	Humana Inc	Pair Corr
0.45	IND	Xtrackers Nifty 500	Pair Corr
0.69	ENTR	EntrepreneurShares	Pair Corr

Related Correlations Analysis

	DFEM	ACWX	SPYD	FDVV	FXI	IEUR	IJS	EWY	RWL	VASVX
DFEM		0.99	0.94	0.91	0.08	0.97	0.91	0.99	0.94	0.92	DFEM
ACWX	0.99		0.95	0.93	0.07	0.99	0.93	0.98	0.96	0.95	ACWX
SPYD	0.94	0.95		0.94	-0.12	0.91	0.91	0.94	0.93	0.94	SPYD
FDVV	0.91	0.93	0.94		-0.08	0.91	0.88	0.9	0.91	0.91	FDVV
FXI	0.08	0.07	-0.12	-0.08		0.1	0.1	-0.03	0.08	0.02	FXI
IEUR	0.97	0.99	0.91	0.91	0.1		0.94	0.95	0.97	0.96	IEUR
IJS	0.91	0.93	0.91	0.88	0.1	0.94		0.88	0.97	0.98	IJS
EWY	0.99	0.98	0.94	0.9	-0.03	0.95	0.88		0.92	0.9	EWY
RWL	0.94	0.96	0.93	0.91	0.08	0.97	0.97	0.92		0.98	RWL
VASVX	0.92	0.95	0.94	0.91	0.02	0.96	0.98	0.9	0.98		VASVX
	DFEM	ACWX	SPYD	FDVV	FXI	IEUR	IJS	EWY	RWL	VASVX

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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

ACWX	+ 0.99	DFEM
EWY	+ 0.99	DFEM
IEUR	+ 0.99	ACWX
EWY	+ 0.98	ACWX
VASVX	+ 0.98	IJS
VASVX	+ 0.98	RWL

High negative correlations

FXI	- 0.12	SPYD
FXI	- 0.08	FDVV
EWY	- 0.03	FXI

Dimensional Emerging Constituents Risk-Adjusted Indicators

There is a big difference between Dimensional Etf performing well and Dimensional Emerging 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 Emerging'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
DFEM	0.64	0.21	0.25	0.43	0.33	(0.80)	1.63	(0.96)	4.20
ACWX	0.54	0.18	0.22	0.35	0.33	(0.66)	1.25	(1.03)	3.37
SPYD	0.57	0.14	0.19	0.35	0.18	(0.70)	1.38	(0.89)	3.30
FDVV	0.40	0.13	0.06	(1.05)	0.43	(0.42)	0.91	(0.82)	3.35
FXI	0.85	(0.10)	0.00	(0.07)	0.00	0.00	1.64	(1.75)	6.86
IEUR	0.55	0.15	0.19	0.31	0.33	(0.66)	1.27	(0.91)	3.20
IJS	0.83	0.10	0.12	0.16	0.69	(0.96)	2.32	(1.62)	5.48
EWY	1.57	0.79	0.53	1.13	0.82	(2.00)	4.59	(1.85)	8.41
RWL	0.46	0.07	0.08	0.19	0.39	(0.51)	1.16	(0.91)	2.76
VASVX	0.72	0.11	0.13	0.19	0.56	(0.82)	2.13	(1.16)	4.52

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