Dimensional ETF Correlations

DFAR Etf

USD 22.94 0.04 0.17%

The current 90-days correlation between Dimensional ETF Trust and Goldman Sachs Equal is 0.59 (i.e., Very weak 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

Average diversification

The correlation between Dimensional ETF Trust and DJI is 0.16 (i.e., Average 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 nation.

Moving together with Dimensional Etf

0.81	VNQ	Vanguard Real Estate	Pair Corr
0.97	XLRE	Real Estate	Pair Corr
0.99	IYR	iShares Real Estate	Pair Corr
0.79	ICF	iShares Cohen Steers	Pair Corr
0.77	USRT	iShares Core REIT Sell-off Trend	Pair Corr
0.78	IRET	iREIT MarketVector	Pair Corr
0.61	RWR	SPDR Dow Jones	Pair Corr

Moving against Dimensional Etf

0.37	FB	ProShares Trust ProShares	Pair Corr
0.48	CSCO	Cisco Systems	Pair Corr
0.44	DD	Dupont De Nemours	Pair Corr
0.41	JNJ	Johnson Johnson	Pair Corr
0.4	TRV	The Travelers Companies	Pair Corr
0.39	JPM	JPMorgan Chase Earnings Call This Week	Pair Corr
0.38	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.35	BAC	Bank of America	Pair Corr
0.34	MRK	Merck Company	Pair Corr
0.34	AA	Alcoa Corp	Pair Corr

Related Correlations Analysis

	GSEW	INFL	LIT	PTNQ	FDLO	NTSX	ARKF	LCTU	PDP	DRSK
GSEW		0.6	0.3	0.5	0.49	0.62	0.22	0.67	0.61	0.04	GSEW
INFL	0.6		0.42	0.32	0.49	0.44	0.0	0.51	0.39	-0.03	INFL
LIT	0.3	0.42		0.48	0.74	0.58	-0.68	0.67	-0.08	-0.51	LIT
PTNQ	0.5	0.32	0.48		0.58	0.91	0.05	0.91	0.64	0.33	PTNQ
FDLO	0.49	0.49	0.74	0.58		0.78	-0.54	0.78	0.13	-0.2	FDLO
NTSX	0.62	0.44	0.58	0.91	0.78		-0.12	0.97	0.57	0.18	NTSX
ARKF	0.22	0.0	-0.68	0.05	-0.54	-0.12		-0.15	0.59	0.74	ARKF
LCTU	0.67	0.51	0.67	0.91	0.78	0.97	-0.15		0.55	0.07	LCTU
PDP	0.61	0.39	-0.08	0.64	0.13	0.57	0.59	0.55		0.59	PDP
DRSK	0.04	-0.03	-0.51	0.33	-0.2	0.18	0.74	0.07	0.59		DRSK
	GSEW	INFL	LIT	PTNQ	FDLO	NTSX	ARKF	LCTU	PDP	DRSK

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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

LCTU	+ 0.97	NTSX
NTSX	+ 0.91	PTNQ
LCTU	+ 0.91	PTNQ
NTSX	+ 0.78	FDLO
LCTU	+ 0.78	FDLO
FDLO	+ 0.74	LIT

High negative correlations

ARKF	- 0.68	LIT
ARKF	- 0.54	FDLO
DRSK	- 0.51	LIT
DRSK	- 0.2	FDLO
LCTU	- 0.15	ARKF
ARKF	- 0.12	NTSX

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
GSEW	0.62	0.00	(0.07)	0.08	0.82	(0.63)	1.15	(1.41)	2.91
INFL	0.83	(0.06)	(0.05)	0.00	1.28	(0.72)	1.66	(2.04)	5.05
LIT	1.56	0.15	0.08	0.17	2.10	(1.61)	2.77	(2.91)	11.60
PTNQ	0.85	(0.04)	(0.03)	0.03	1.19	(0.84)	1.81	(2.02)	4.75
FDLO	0.42	(0.03)	(0.09)	0.03	0.54	(0.44)	0.94	(0.73)	2.13
NTSX	0.57	(0.04)	(0.06)	0.03	0.72	(0.59)	1.13	(1.10)	3.10
ARKF	1.66	(0.27)	0.00	(0.56)	0.00	0.00	2.61	(4.77)	8.54
LCTU	0.60	(0.03)	(0.04)	0.04	0.89	(0.55)	1.29	(1.24)	3.28
PDP	1.23	(0.09)	(0.03)	0.01	1.72	(1.19)	2.50	(3.13)	7.36
DRSK	0.43	(0.07)	0.00	(0.07)	0.00	0.00	0.87	(0.87)	2.46

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