Dimensional International Correlations

Etfs . USA . 
Etf . Dimensional International Core
DFIC Etf  USD 35.17  0.03  0.09%   
The current 90-days correlation between Dimensional International and Dimensional International Core is 0.99 (i.e., No risk reduction). 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 0.78 (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

  0.93VEA Vanguard FTSE DevelopedPairCorr
  0.96IEFA iShares Core MSCIPairCorr
  0.94VEU Vanguard FTSE AllPairCorr
  0.96EFA iShares MSCI EAFEPairCorr
  0.93IXUS iShares Core MSCIPairCorr
  0.98SPDW SPDR SP WorldPairCorr
  0.98IDEV iShares Core MSCIPairCorr
  0.94ESGD iShares ESG AwarePairCorr
  0.97JIRE JP Morgan ExchangePairCorr
  0.92DFAX Dimensional WorldPairCorr
  0.69GDXU MicroSectors Gold MinersPairCorr
  0.84MUU Direxion Daily MU Upward RallyPairCorr
  0.78JNUG Direxion Daily JuniorPairCorr
  0.84MULL GraniteShares 2x Long Upward RallyPairCorr
  0.77NUGT Direxion Daily GoldPairCorr
  0.93AGQ ProShares Ultra Silver Upward RallyPairCorr
  0.62KORU Direxion Daily SouthPairCorr
  0.82GDMN WisdomTree Efficient Gold Low VolatilityPairCorr
  0.69SHNY Microsectors GoldPairCorr
  0.94PJFM PGIM ETF TrustPairCorr
  0.93CPSL Calamos LadderedPairCorr
  0.92DDFO Innovator Equity DualPairCorr
  0.87CALI iShares Short TermPairCorr

Related Correlations Analysis


Dimensional International Constituents 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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
DFAI  0.55  0.03  0.02  0.13  0.58 
(0.58)
 1.08 
(1.04)
 2.59 
DFAU  0.60 (0.03)(0.03) 0.06  0.90 
(0.57)
 1.21 
(1.16)
 3.33 
DFAS  0.86 (0.03) 0.00  0.06  1.03 
(0.85)
 1.96 
(1.53)
 4.29 
SCZ  0.56  0.01 (0.02) 0.09  0.66 
(0.56)
 1.11 
(1.11)
 3.02 
AVDE  0.55  0.08  0.02  0.53  0.59 
(0.56)
 1.15 
(1.18)
 2.63 
AMLP  0.55  0.00 (0.07) 0.09  0.74 
(0.55)
 1.22 
(1.52)
 3.25 
DUHP  0.48 (0.01)(0.11)(0.01) 0.74 
(0.43)
 1.08 
(1.13)
 2.56 
DFAX  0.57  0.08  0.01  0.53  0.69 
(0.60)
 1.03 
(1.13)
 3.07 
VPADX  0.74  0.05  0.03  0.14  0.96 
(0.73)
 1.68 
(1.55)
 4.80 
ESGD  0.58  0.01 (0.01) 0.09  0.71 
(0.57)
 1.17 
(1.29)
 2.66 

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