Dimensional ETF Correlations

DFAR Etf

USD 24.96 0.34 1.38%

The current 90-days correlation between Dimensional ETF Trust and Aptus Defined Risk is 0.29 (i.e., Modest 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

Very weak diversification

The correlation between Dimensional ETF Trust and DJI is 0.59 (i.e., Very weak 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

0.98	VNQ	Vanguard Real Estate	Pair Corr
0.99	XLRE	Real Estate	Pair Corr
0.98	IYR	iShares Real Estate	Pair Corr
0.99	ICF	iShares Cohen Steers Low Volatility	Pair Corr
0.99	USRT	iShares Core REIT	Pair Corr
0.91	IRET	iREIT MarketVector	Pair Corr
0.99	RWR	SPDR Dow Jones	Pair Corr
0.61	MUU	Direxion Daily MU	Pair Corr
0.61	MULL	GraniteShares 2x Long	Pair Corr
0.78	KORU	Direxion Daily South	Pair Corr
0.75	FNGD	MicroSectors FANG Index	Pair Corr
0.79	BWET	ETF Managers Group	Pair Corr
0.73	CCNR	CoreCommodity Natural	Pair Corr
0.78	QLV	FlexShares Quality Low	Pair Corr
0.8	REGL	ProShares SP MidCap	Pair Corr
0.67	TERG	Leverage Shares 2X	Pair Corr
0.66	EURL	Direxion Daily FTSE	Pair Corr
0.61	IQSZ	Invesco Actively Managed	Pair Corr
0.67	NBCE	Neuberger Berman ETF	Pair Corr
0.71	DFSD	Dimensional ETF Trust	Pair Corr
0.77	FNDC	Schwab Fundamental	Pair Corr
0.63	IAUM	iShares Gold Trust	Pair Corr
0.68	SPVM	Invesco SP 500	Pair Corr
0.79	FIDU	Fidelity MSCI Industrials	Pair Corr
0.8	NCPB	Nuveen Core Plus	Pair Corr

Related Correlations Analysis

	GSEW	INFL	LIT	PTNQ	FDLO	NTSX	ARKF	LCTU	PDP	DRSK
GSEW		0.84	0.89	0.51	0.88	0.8	-0.42	0.84	0.96	-0.56	GSEW
INFL	0.84		0.93	0.24	0.76	0.49	-0.67	0.53	0.88	-0.72	INFL
LIT	0.89	0.93		0.33	0.76	0.57	-0.57	0.63	0.88	-0.7	LIT
PTNQ	0.51	0.24	0.33		0.52	0.84	0.41	0.84	0.53	0.29	PTNQ
FDLO	0.88	0.76	0.76	0.52		0.82	-0.49	0.8	0.86	-0.43	FDLO
NTSX	0.8	0.49	0.57	0.84	0.82		0.03	0.97	0.77	-0.03	NTSX
ARKF	-0.42	-0.67	-0.57	0.41	-0.49	0.03		0.02	-0.44	0.83	ARKF
LCTU	0.84	0.53	0.63	0.84	0.8	0.97	0.02		0.8	-0.11	LCTU
PDP	0.96	0.88	0.88	0.53	0.86	0.77	-0.44	0.8		-0.52	PDP
DRSK	-0.56	-0.72	-0.7	0.29	-0.43	-0.03	0.83	-0.11	-0.52		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
PDP	+ 0.96	GSEW
LIT	+ 0.93	INFL
LIT	+ 0.89	GSEW
FDLO	+ 0.88	GSEW
PDP	+ 0.88	INFL

High negative correlations

DRSK	- 0.72	INFL
DRSK	- 0.7	LIT
ARKF	- 0.67	INFL
ARKF	- 0.57	LIT
DRSK	- 0.56	GSEW
DRSK	- 0.52	PDP

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	0.02	0.01	0.08	0.71	(0.70)	1.26	(1.45)	4.05
INFL	0.93	0.15	0.08	0.23	1.43	(0.86)	1.87	(2.34)	5.90
LIT	1.36	0.19	0.10	0.27	1.65	(1.39)	2.62	(2.91)	8.60
PTNQ	0.78	(0.11)	0.00	(0.07)	0.00	0.00	1.34	(2.02)	4.92
FDLO	0.43	(0.01)	(0.05)	0.05	0.53	(0.44)	0.93	(0.81)	2.95
NTSX	0.57	(0.05)	(0.08)	0.00	0.74	(0.62)	1.13	(1.40)	3.78
ARKF	1.62	(0.61)	0.00	(0.32)	0.00	0.00	3.37	(4.77)	9.56
LCTU	0.56	(0.07)	0.00	(0.02)	0.00	0.00	1.02	(1.63)	4.10
PDP	1.22	0.02	0.02	0.08	1.61	(1.22)	1.93	(3.20)	6.72
DRSK	0.31	(0.08)	0.00	(0.24)	0.00	0.00	0.74	(0.72)	1.91

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