Dimensional ETF Correlations

DFSD Etf

USD 48.01 0.02 0.04%

The current 90-days correlation between Dimensional ETF Trust and Dimensional ETF Trust is 0.26 (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.

Dimensional ETF Correlation With Market

Modest diversification

The correlation between Dimensional ETF Trust and DJI is 0.26 (i.e., Modest 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 real.

Moving together with Dimensional Etf

0.95	BSV	Vanguard Short Term	Pair Corr
0.95	IGSB	iShares 1 5	Pair Corr
0.94	SPSB	SPDR Barclays Short	Pair Corr
0.99	ISTB	iShares Core 1	Pair Corr
0.98	SLQD	iShares 0 5	Pair Corr
0.97	GVI	iShares Intermediate	Pair Corr
0.94	LDUR	PIMCO Enhanced Low	Pair Corr
0.98	SUSB	iShares ESG 1	Pair Corr
0.71	BND	Vanguard Total Bond	Pair Corr
0.8	VTV	Vanguard Value Index	Pair Corr
0.76	VEA	Vanguard FTSE Developed	Pair Corr
0.86	CPSL	Calamos Laddered	Pair Corr
0.78	PJFM	PGIM ETF Trust	Pair Corr
0.76	DDFO	Innovator Equity Dual Sell-off Trend	Pair Corr
0.77	DFCF	Dimensional ETF Trust	Pair Corr
0.9	CALI	iShares Short Term	Pair Corr
0.76	AXP	American Express	Pair Corr
0.82	JNJ	Johnson Johnson	Pair Corr
0.78	WMT	Walmart Common Stock Sell-off Trend	Pair Corr
0.68	CSCO	Cisco Systems	Pair Corr
0.73	MCD	McDonalds	Pair Corr
0.87	AA	Alcoa Corp	Pair Corr
0.67	CAT	Caterpillar	Pair Corr
0.62	KO	Coca Cola	Pair Corr

Moving against Dimensional Etf

0.7	MSFT	Microsoft Sell-off Trend	Pair Corr
0.64	HD	Home Depot	Pair Corr
0.59	HPQ	HP Inc	Pair Corr
0.54	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	DFSV	VNYTX	DLN	FELC	FEYAX	EFAV	XMHQ	EWT	LMBS	BBAX
DFSV		0.16	0.9	0.77	0.4	0.8	0.47	0.16	0.67	0.54	DFSV
VNYTX	0.16		0.36	0.42	0.29	0.42	-0.39	0.17	0.7	-0.08	VNYTX
DLN	0.9	0.36		0.88	0.46	0.91	0.39	0.28	0.73	0.59	DLN
FELC	0.77	0.42	0.88		0.64	0.74	0.41	0.5	0.61	0.69	FELC
FEYAX	0.4	0.29	0.46	0.64		0.34	0.19	0.46	0.31	0.39	FEYAX
EFAV	0.8	0.42	0.91	0.74	0.34		0.28	0.18	0.79	0.57	EFAV
XMHQ	0.47	-0.39	0.39	0.41	0.19	0.28		0.39	-0.16	0.79	XMHQ
EWT	0.16	0.17	0.28	0.5	0.46	0.18	0.39		-0.02	0.61	EWT
LMBS	0.67	0.7	0.73	0.61	0.31	0.79	-0.16	-0.02		0.11	LMBS
BBAX	0.54	-0.08	0.59	0.69	0.39	0.57	0.79	0.61	0.11		BBAX
	DFSV	VNYTX	DLN	FELC	FEYAX	EFAV	XMHQ	EWT	LMBS	BBAX

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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

EFAV	+ 0.91	DLN
DLN	+ 0.9	DFSV
FELC	+ 0.88	DLN
EFAV	+ 0.8	DFSV
LMBS	+ 0.79	EFAV
BBAX	+ 0.79	XMHQ

High negative correlations

XMHQ	- 0.39	VNYTX
LMBS	- 0.16	XMHQ
BBAX	- 0.08	VNYTX
LMBS	- 0.02	EWT

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
DFSV	0.82	(0.01)	0.01	0.06	1.05	(0.89)	2.04	(1.31)	4.80
VNYTX	0.09	0.01	(0.39)	0.93	0.00	(0.13)	0.19	(0.18)	0.74
DLN	0.45	(0.01)	(0.07)	0.05	0.45	(0.55)	0.85	(0.83)	1.90
FELC	0.59	(0.03)	(0.03)	0.04	0.88	(0.57)	1.25	(1.21)	3.21
FEYAX	0.62	(0.04)	0.00	(0.08)	0.00	0.00	1.03	(1.39)	6.70
EFAV	0.39	0.01	(0.07)	0.10	0.35	(0.46)	0.88	(0.67)	2.19
XMHQ	0.78	(0.07)	(0.07)	0.01	0.93	(0.85)	1.71	(1.53)	3.67
EWT	1.03	0.08	0.01	0.55	1.50	(0.95)	1.85	(2.19)	7.85
LMBS	0.09	0.01	(0.64)	1.03	0.00	(0.11)	0.18	(0.14)	0.48
BBAX	0.58	(0.03)	(0.05)	0.04	0.81	(0.54)	1.13	(1.26)	3.00

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