Dimensional International Correlations

DFIC Etf

USD 38.14 0.06 0.16%

The current 90-days correlation between Dimensional International and iShares ESG Aware is 0.96 (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

Very poor diversification

The correlation between Dimensional International Core and DJI is 0.89 (i.e., Very 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	Pair Corr
1.0	IEFA	iShares Core MSCI	Pair Corr
1.0	VEU	Vanguard FTSE All	Pair Corr
1.0	EFA	iShares MSCI EAFE	Pair Corr
1.0	IXUS	iShares Core MSCI	Pair Corr
1.0	SPDW	SPDR SP World	Pair Corr
0.98	IDEV	iShares Core MSCI	Pair Corr
1.0	ESGD	iShares ESG Aware	Pair Corr
1.0	JIRE	JP Morgan Exchange	Pair Corr
0.98	DFAX	Dimensional World	Pair Corr
0.95	PCLN	2023 ETF	Pair Corr
0.96	MDY	SPDR SP MIDCAP	Pair Corr
0.91	SLYG	SPDR SP 600	Pair Corr
0.67	SPY	SPDR SP 500	Pair Corr
0.68	IVV	iShares Core SP	Pair Corr
0.95	SLYV	SPDR SP 600	Pair Corr
0.67	IXN	iShares Global Tech	Pair Corr
0.94	LALT	Invesco Multi Strategy	Pair Corr
0.97	MEXX	Direxion Daily MSCI Potential Growth	Pair Corr
0.82	DOO	BRP Inc Symbol Change	Pair Corr
0.78	GOCT	FT Cboe Vest	Pair Corr
0.98	PID	Invesco International	Pair Corr
0.94	EMIF	iShares Emerging Markets	Pair Corr
0.71	BDEC	Innovator SP 500	Pair Corr
0.95	CVMC	Morgan Stanley ETF	Pair Corr
0.97	CFA	VictoryShares 500	Pair Corr
0.89	GPGCX	Grandeur Peak Global	Pair Corr
0.89	QTAP	Innovator Growth 100	Pair Corr
0.82	DAUG	FT Cboe Vest	Pair Corr
0.85	IGEB	iShares Edge Investment	Pair Corr
1.0	DISV	Dimensional ETF Trust	Pair Corr
0.92	AUMI	Themes Gold Miners	Pair Corr
0.98	AVDS	Avantis International	Pair Corr
0.83	URA	Global X Uranium	Pair Corr
0.91	ERET	iShares Environmentally	Pair Corr
0.97	AVMC	American Century ETF	Pair Corr

Moving against Dimensional Etf

0.82	IGV	iShares Expanded Tech	Pair Corr
0.64	ENTR	EntrepreneurShares	Pair Corr

Related Correlations Analysis

	DFAI	DFAU	DFAS	SCZ	AVDE	AMLP	DUHP	DFAX	VPADX	ESGD
DFAI		0.76	0.91	0.98	0.99	0.9	0.89	1.0	0.98	0.98	DFAI
DFAU	0.76		0.88	0.8	0.79	0.56	0.92	0.73	0.71	0.81	DFAU
DFAS	0.91	0.88		0.94	0.94	0.81	0.92	0.9	0.9	0.94	DFAS
SCZ	0.98	0.8	0.94		1.0	0.9	0.92	0.98	0.98	1.0	SCZ
AVDE	0.99	0.79	0.94	1.0		0.91	0.92	0.99	0.99	1.0	AVDE
AMLP	0.9	0.56	0.81	0.9	0.91		0.77	0.92	0.95	0.89	AMLP
DUHP	0.89	0.92	0.92	0.92	0.92	0.77		0.87	0.88	0.93	DUHP
DFAX	1.0	0.73	0.9	0.98	0.99	0.92	0.87		0.99	0.98	DFAX
VPADX	0.98	0.71	0.9	0.98	0.99	0.95	0.88	0.99		0.98	VPADX
ESGD	0.98	0.81	0.94	1.0	1.0	0.89	0.93	0.98	0.98		ESGD
	DFAI	DFAU	DFAS	SCZ	AVDE	AMLP	DUHP	DFAX	VPADX	ESGD

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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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DFAI	0.59	0.20	0.16	(1.49)	0.50	(0.65)	1.50	(1.26)	3.13
DFAU	0.56	0.01	(0.01)	0.07	0.70	(0.59)	1.21	(1.20)	3.73
DFAS	0.78	0.12	0.15	0.17	0.62	(0.87)	2.31	(1.44)	4.70
SCZ	0.58	0.16	0.18	0.30	0.47	(0.65)	1.39	(1.23)	3.40
AVDE	0.58	0.18	0.20	0.32	0.45	(0.65)	1.31	(1.07)	3.41
AMLP	0.48	0.18	0.18	4.78	0.31	(0.57)	1.19	(0.88)	2.58
DUHP	0.51	0.01	(0.01)	0.08	0.65	(0.48)	1.16	(1.12)	3.94
DFAX	0.57	0.22	0.18	(1.81)	0.45	(0.62)	1.44	(1.13)	3.39
VPADX	0.69	0.23	0.23	0.39	0.48	(0.76)	1.69	(1.21)	3.92
ESGD	0.59	0.13	0.14	0.23	0.49	(0.64)	1.32	(1.29)	3.31

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