Dimensional Emerging Correlations

DFAE Etf

USD 35.78 0.15 0.42%

The current 90-days correlation between Dimensional Emerging Core and Vanguard Selected Value is 0.1 (i.e., Average 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

Poor diversification

The correlation between Dimensional Emerging Core and DJI is 0.77 (i.e., 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 Aggressive Push	Pair Corr
0.96	EMC	Global X Funds	Pair Corr
1.0	EEM	iShares MSCI Emerging Aggressive Push	Pair Corr
0.99	SPEM	SPDR Portfolio Emerging	Pair Corr
0.95	FNDE	Schwab Fundamental	Pair Corr
1.0	ESGE	iShares ESG Aware	Pair Corr
0.92	SFGRX	Seafarer Overseas	Pair Corr
0.95	DGS	WisdomTree Emerging	Pair Corr
0.97	XSOE	WisdomTree Emerging	Pair Corr
0.65	UPRO	ProShares UltraPro SP500	Pair Corr
0.77	QTJA	Innovator ETFs Trust	Pair Corr
0.72	QTOC	Innovator ETFs Trust	Pair Corr
0.76	XTOC	Innovator ETFs Trust	Pair Corr
0.74	QTAP	Innovator Growth 100	Pair Corr
0.76	XTJA	Innovator ETFs Trust	Pair Corr
0.72	XTAP	Innovator Equity Acc	Pair Corr
0.7	EIPX	First Trust Exchange	Pair Corr
0.78	INTC	Intel	Pair Corr
0.88	XOM	Exxon Mobil Corp Earnings Call Tomorrow	Pair Corr
0.61	DD	Dupont De Nemours Sell-off Trend	Pair Corr
0.93	CVX	Chevron Corp Earnings Call Tomorrow	Pair Corr

Moving against Dimensional Etf

0.7	HPQ	HP Inc	Pair Corr
0.68	T	ATT Inc Earnings Call This Week	Pair Corr
0.39	MMM	3M Company	Pair Corr
0.38	MSFT	Microsoft	Pair Corr

Related Correlations Analysis

	DFEM	ACWX	SPYD	FDVV	FXI	IEUR	IJS	EWY	RWL	VASVX
DFEM		0.95	0.8	0.74	0.5	0.87	0.79	0.98	0.79	0.74	DFEM
ACWX	0.95		0.91	0.88	0.34	0.96	0.91	0.95	0.92	0.88	ACWX
SPYD	0.8	0.91		0.88	0.19	0.89	0.95	0.8	0.94	0.86	SPYD
FDVV	0.74	0.88	0.88		0.15	0.88	0.91	0.73	0.93	0.82	FDVV
FXI	0.5	0.34	0.19	0.15		0.2	0.12	0.37	0.13	0.01	FXI
IEUR	0.87	0.96	0.89	0.88	0.2		0.89	0.88	0.92	0.92	IEUR
IJS	0.79	0.91	0.95	0.91	0.12	0.89		0.8	0.97	0.88	IJS
EWY	0.98	0.95	0.8	0.73	0.37	0.88	0.8		0.8	0.77	EWY
RWL	0.79	0.92	0.94	0.93	0.13	0.92	0.97	0.8		0.9	RWL
VASVX	0.74	0.88	0.86	0.82	0.01	0.92	0.88	0.77	0.9		VASVX
	DFEM	ACWX	SPYD	FDVV	FXI	IEUR	IJS	EWY	RWL	VASVX

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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	0.60	0.12	0.12	0.28	0.48	(0.68)	1.45	(1.08)	3.13
ACWX	0.55	0.09	0.10	0.20	0.56	(0.60)	1.13	(1.22)	2.72
SPYD	0.58	0.00	(0.03)	0.07	0.62	(0.67)	1.31	(1.06)	3.40
FDVV	0.43	0.02	(0.01)	0.10	0.53	(0.44)	0.81	(1.04)	2.74
FXI	0.83	(0.03)	(0.05)	0.02	0.93	(0.88)	1.64	(1.58)	5.75
IEUR	0.59	0.14	0.13	1.25	0.49	(0.68)	1.27	(1.14)	3.20
IJS	0.88	0.03	0.04	0.09	0.88	(0.99)	2.32	(1.82)	5.07
EWY	1.57	0.48	0.27	0.52	1.34	(1.79)	4.22	(2.24)	8.88
RWL	0.51	0.02	0.01	0.09	0.51	(0.55)	1.16	(0.91)	2.96
VASVX	0.93	0.22	0.25	0.34	0.46	(1.18)	2.13	(1.19)	13.77

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