Dimensional ETF Correlations

DFEM Etf

USD 36.58 0.07 0.19%

The current 90-days correlation between Dimensional ETF Trust and Dimensional ETF Trust is 0.46 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Dimensional ETF moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dimensional ETF Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Dimensional ETF Correlation With Market

Very poor diversification

The correlation between Dimensional ETF Trust 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 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 discontinued.

Moving together with Dimensional Etf

0.99	VWO	Vanguard FTSE Emerging	Pair Corr
1.0	IEMG	iShares Core MSCI	Pair Corr
0.98	EMC	Global X Funds	Pair Corr
0.98	EEM	iShares MSCI Emerging	Pair Corr
0.99	SPEM	SPDR Portfolio Emerging	Pair Corr
0.99	FNDE	Schwab Fundamental	Pair Corr
1.0	ESGE	iShares ESG Aware	Pair Corr
0.96	SFGRX	Seafarer Overseas	Pair Corr
0.99	DGS	WisdomTree Emerging	Pair Corr
1.0	XSOE	WisdomTree Emerging	Pair Corr
0.83	CPST	Calamos ETF Trust	Pair Corr
0.8	ELON	Battleshares TSLA	Pair Corr
0.92	ITDD	iShares Trust	Pair Corr
0.89	BINC	BlackRock ETF Trust	Pair Corr
0.83	RDIV	Invesco SP Ultra	Pair Corr
0.79	VBK	Vanguard Small Cap	Pair Corr
0.8	AHYB	American Century ETF	Pair Corr
0.88	BA	Boeing	Pair Corr
0.69	PFE	Pfizer Inc	Pair Corr
0.84	INTC	Intel	Pair Corr
0.78	JNJ	Johnson Johnson	Pair Corr
0.92	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.72	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.73	MRK	Merck Company Aggressive Push	Pair Corr

Moving against Dimensional Etf

0.68	MPAY	Exchange Traded Concepts	Pair Corr
0.88	HPQ	HP Inc	Pair Corr
0.71	MSFT	Microsoft	Pair Corr
0.39	MMM	3M Company	Pair Corr

Related Correlations Analysis

	DFAE	IJS	ACWX	HEFA	VASVX	EWZ	IEUR	FXI	URTH	DFSV
DFAE		0.86	0.97	0.91	0.81	0.9	0.92	0.45	0.84	0.84	DFAE
IJS	0.86		0.93	0.96	0.89	0.78	0.91	0.16	0.91	0.99	IJS
ACWX	0.97	0.93		0.97	0.89	0.87	0.97	0.35	0.92	0.92	ACWX
HEFA	0.91	0.96	0.97		0.93	0.76	0.96	0.26	0.94	0.95	HEFA
VASVX	0.81	0.89	0.89	0.93		0.64	0.92	0.11	0.87	0.89	VASVX
EWZ	0.9	0.78	0.87	0.76	0.64		0.81	0.29	0.7	0.79	EWZ
IEUR	0.92	0.91	0.97	0.96	0.92	0.81		0.25	0.9	0.91	IEUR
FXI	0.45	0.16	0.35	0.26	0.11	0.29	0.25		0.34	0.08	FXI
URTH	0.84	0.91	0.92	0.94	0.87	0.7	0.9	0.34		0.89	URTH
DFSV	0.84	0.99	0.92	0.95	0.89	0.79	0.91	0.08	0.89		DFSV
	DFAE	IJS	ACWX	HEFA	VASVX	EWZ	IEUR	FXI	URTH	DFSV

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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
DFAE	0.65	0.11	0.11	0.28	0.51	(0.74)	1.62	(1.07)	4.48
IJS	0.94	0.12	0.13	0.18	0.76	(1.08)	2.40	(1.82)	5.07
ACWX	0.60	0.11	0.11	0.25	0.56	(0.66)	1.34	(1.22)	3.21
HEFA	0.55	0.09	0.08	0.20	0.53	(0.59)	1.29	(1.16)	3.53
VASVX	0.96	0.32	0.35	0.47	0.26	(1.21)	2.30	(1.19)	13.77
EWZ	1.21	0.32	0.15	0.57	1.60	(1.37)	2.83	(2.79)	9.25
IEUR	0.65	0.16	0.08	(2.51)	0.60	(0.72)	1.45	(1.19)	3.20
FXI	0.88	(0.04)	(0.07)	0.02	1.01	(0.96)	2.05	(1.58)	6.86
URTH	0.56	0.01	(0.01)	0.10	0.72	(0.55)	1.11	(1.33)	3.32
DFSV	0.85	0.17	0.19	0.24	0.55	(1.03)	2.65	(1.31)	4.82

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