Dimensional ETF Correlations

DFIP Etf

USD 42.06 0.04 0.1%

The current 90-days correlation between Dimensional ETF Trust and BNY Mellon International is 0.21 (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

Weak diversification

The correlation between Dimensional ETF Trust and DJI is 0.37 (i.e., 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 gross domestic product.

Moving together with Dimensional Etf

1.0	TIP	iShares TIPS Bond Sell-off Trend	Pair Corr
0.99	SPIP	SPDR Portfolio TIPS	Pair Corr
0.95	JCPI	JPMorgan Inflation	Pair Corr
0.98	TDTF	FlexShares iBoxx 5	Pair Corr
0.79	LTPZ	PIMCO 15 Year	Pair Corr
0.95	TIPZ	PIMCO Broad TIPS	Pair Corr
0.99	TIPSX	DEUTSCHE GLOBAL INFLATION	Pair Corr
0.66	FNGD	MicroSectors FANG Index	Pair Corr
0.62	IRTR	iShares Trust	Pair Corr
0.63	REGL	ProShares SP MidCap	Pair Corr
0.81	NCPB	Nuveen Core Plus	Pair Corr
0.64	BSMS	Invesco BulletShares 2028	Pair Corr
0.82	XLU	Utilities Select Sector	Pair Corr
0.71	QLV	FlexShares Quality Low	Pair Corr
0.73	SCDV	ETF Series Solutions	Pair Corr
0.71	DFSD	Dimensional ETF Trust	Pair Corr
0.83	DOGG	First Trust Exchange	Pair Corr
0.68	UDI	USCF ETF Trust	Pair Corr
0.67	TAXT	Northern Trust Tax	Pair Corr
0.83	IBTM	iShares iBonds Dec	Pair Corr

Moving against Dimensional Etf

0.75	HUM	Humana Inc	Pair Corr
0.45	NFLX	Netflix Aggressive Push	Pair Corr

Related Correlations Analysis

	SPIP	PDEC	DLS	OUSM	PSC	PAUG	IWC	FJUN	BKIE
SPIP		0.21	0.64	0.59	0.34	0.28	0.24	0.31	0.61	SPIP
PDEC	0.21		0.76	0.73	0.92	0.98	0.89	0.97	0.77	PDEC
DLS	0.64	0.76		0.95	0.86	0.84	0.81	0.87	1.0	DLS
OUSM	0.59	0.73	0.95		0.87	0.8	0.81	0.83	0.95	OUSM
PSC	0.34	0.92	0.86	0.87		0.95	0.97	0.95	0.87	PSC
PAUG	0.28	0.98	0.84	0.8	0.95		0.92	1.0	0.86	PAUG
IWC	0.24	0.89	0.81	0.81	0.97	0.92		0.91	0.82	IWC
FJUN	0.31	0.97	0.87	0.83	0.95	1.0	0.91		0.88	FJUN
BKIE	0.61	0.77	1.0	0.95	0.87	0.86	0.82	0.88		BKIE
	SPIP	PDEC	DLS	OUSM	PSC	PAUG	IWC	FJUN	BKIE

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
SPIP	0.14	0.00	(0.37)	0.19	0.10	(0.15)	0.31	(0.23)	0.65
PDEC	0.30	0.00	(0.08)	0.08	0.36	(0.30)	0.60	(0.60)	2.50
DLS	0.54	0.16	0.19	0.33	0.36	(0.62)	1.54	(1.06)	3.01
OUSM	0.65	0.06	0.08	0.14	0.53	(0.79)	1.78	(1.03)	3.70
PSC	0.81	0.06	0.07	0.12	0.80	(0.88)	1.92	(1.63)	5.27
PAUG	0.22	0.01	(0.12)	0.09	0.26	(0.23)	0.49	(0.55)	1.68
IWC	1.14	0.10	0.08	0.16	1.25	(1.13)	2.32	(1.92)	6.65
FJUN	0.21	0.01	(0.13)	0.10	0.17	(0.23)	0.46	(0.50)	1.59
BKIE	0.61	0.12	0.12	0.22	0.62	(0.68)	1.46	(1.35)	3.25

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