Dimensional International Correlations

DFIC Etf

USD 36.41 0.19 0.52%

The current 90-days correlation between Dimensional International and iShares ESG Aware is 0.98 (i.e., Almost no diversification). The correlation of Dimensional International 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 International Correlation With Market

Poor diversification

The correlation between Dimensional International Core and DJI is 0.6 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional International 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 International 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 gross domestic product.

Moving together with Dimensional Etf

0.99	VEA	Vanguard FTSE Developed Aggressive Push	Pair Corr
0.99	IEFA	iShares Core MSCI Aggressive Push	Pair Corr
0.98	VEU	Vanguard FTSE All	Pair Corr
0.99	EFA	iShares MSCI EAFE Aggressive Push	Pair Corr
0.98	IXUS	iShares Core MSCI	Pair Corr
0.99	SPDW	SPDR SP World	Pair Corr
1.0	IDEV	iShares Core MSCI	Pair Corr
0.98	ESGD	iShares ESG Aware	Pair Corr
0.71	JIRE	JP Morgan Exchange	Pair Corr
0.99	DFAX	Dimensional World	Pair Corr
0.62	AGQ	ProShares Ultra Silver Trending	Pair Corr
0.67	DFEN	Direxion Daily Aerospace	Pair Corr
0.94	DGP	DB Gold Double	Pair Corr
0.94	UGL	ProShares Ultra Gold	Pair Corr
0.78	DIG	ProShares Ultra Oil	Pair Corr
0.8	URNM	Sprott Uranium Miners	Pair Corr
0.83	BA	Boeing	Pair Corr

Moving against Dimensional Etf

0.75	FNGU	MicroSectors FANG Index Symbol Change	Pair Corr
0.48	T	ATT Inc Earnings Call Tomorrow	Pair Corr
0.32	TRV	The Travelers Companies Sell-off Trend	Pair Corr
0.32	HPQ	HP Inc	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.54	0.3	-0.12	-0.03	-0.16	0.54	0.02	-0.28	-0.24	META
MSFT	0.54		0.78	-0.54	0.48	0.28	0.33	-0.19	-0.85	-0.7	MSFT
UBER	0.3	0.78		-0.45	0.42	0.48	0.03	-0.32	-0.8	-0.51	UBER
F	-0.12	-0.54	-0.45		-0.6	-0.19	0.09	0.52	0.67	0.59	F
T	-0.03	0.48	0.42	-0.6		0.62	-0.15	-0.28	-0.47	-0.66	T
A	-0.16	0.28	0.48	-0.19	0.62		-0.24	-0.16	-0.3	-0.46	A
CRM	0.54	0.33	0.03	0.09	-0.15	-0.24		0.61	-0.11	-0.38	CRM
JPM	0.02	-0.19	-0.32	0.52	-0.28	-0.16	0.61		0.41	0.02	JPM
MRK	-0.28	-0.85	-0.8	0.67	-0.47	-0.3	-0.11	0.41		0.71	MRK
XOM	-0.24	-0.7	-0.51	0.59	-0.66	-0.46	-0.38	0.02	0.71		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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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

UBER	+ 0.78	MSFT
XOM	+ 0.71	MRK
MRK	+ 0.67	F
A	+ 0.62	T
JPM	+ 0.61	CRM
XOM	+ 0.59	F

High negative correlations

MRK	- 0.85	MSFT
MRK	- 0.8	UBER
XOM	- 0.7	MSFT
XOM	- 0.66	T
T	- 0.6	F
F	- 0.54	MSFT

Dimensional International Competition Risk-Adjusted Indicators

There is a big difference between Dimensional Etf performing well and Dimensional International 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 International'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
META	1.44	(0.12)	0.00	(1.43)	0.00	0.00	3.16	(2.67)	13.02
MSFT	1.05	(0.13)	0.00	0.63	0.00	0.00	1.78	(2.50)	4.90
UBER	1.45	(0.23)	0.00	(0.24)	0.00	0.00	2.60	(3.82)	10.23
F	1.47	0.11	0.09	0.15	1.32	(1.82)	3.65	(2.35)	16.30
T	0.88	(0.17)	0.00	(0.41)	0.00	0.00	1.53	(1.85)	4.30
A	1.19	(0.19)	0.00	(0.08)	0.00	0.00	2.90	(2.58)	7.85
CRM	1.43	(0.23)	0.00	(0.16)	0.00	0.00	2.94	(3.10)	12.37
JPM	1.11	(0.06)	(0.02)	0.03	1.66	(1.09)	2.00	(3.11)	7.38
MRK	1.24	0.28	0.19	0.47	1.13	(1.50)	3.59	(1.98)	8.09
XOM	1.07	0.27	0.17	4.15	0.96	(1.25)	2.38	(1.51)	5.82

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