Dimensional Emerging Correlations

DFSE Etf

USD 44.95 0.96 2.18%

The current 90-days correlation between Dimensional Emerging and Dimensional ETF Trust is 0.68 (i.e., Poor diversification). The correlation of Dimensional Emerging 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 Emerging Correlation With Market

Very weak diversification

The correlation between Dimensional Emerging Markets and DJI is 0.56 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional Emerging Markets 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 Emerging Markets. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in producer price index.

Moving together with Dimensional Etf

0.8	VWO	Vanguard FTSE Emerging	Pair Corr
0.8	IEMG	iShares Core MSCI	Pair Corr
0.81	EMC	Global X Funds	Pair Corr
0.79	EEM	iShares MSCI Emerging	Pair Corr
0.8	SPEM	SPDR Portfolio Emerging	Pair Corr
0.99	FNDE	Schwab Fundamental	Pair Corr
0.79	ESGE	iShares ESG Aware	Pair Corr
0.93	SFGRX	Seafarer Overseas	Pair Corr
0.76	DGS	WisdomTree Emerging	Pair Corr
0.8	XSOE	WisdomTree Emerging	Pair Corr
0.77	ELON	Battleshares TSLA	Pair Corr
0.66	ITDD	iShares Trust	Pair Corr
0.68	BA	Boeing	Pair Corr
0.66	INTC	Intel	Pair Corr
0.69	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr

Moving against Dimensional Etf

0.46	MPAY	Exchange Traded Concepts	Pair Corr
0.57	HPQ	HP Inc	Pair Corr
0.49	MSFT	Microsoft	Pair Corr
0.42	MMM	3M Company	Pair Corr
0.31	TRV	The Travelers Companies	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		-0.47	-0.53	0.48	0.17	-0.58	-0.07	0.21	0.51	0.49	META
MSFT	-0.47		0.74	-0.51	-0.47	0.62	0.73	0.06	-0.81	-0.88	MSFT
UBER	-0.53	0.74		-0.46	-0.21	0.71	0.35	-0.11	-0.79	-0.66	UBER
F	0.48	-0.51	-0.46		-0.15	-0.35	-0.13	0.34	0.68	0.6	F
T	0.17	-0.47	-0.21	-0.15		-0.12	-0.64	-0.17	0.18	0.35	T
A	-0.58	0.62	0.71	-0.35	-0.12		0.31	-0.09	-0.53	-0.71	A
CRM	-0.07	0.73	0.35	-0.13	-0.64	0.31		0.49	-0.4	-0.73	CRM
JPM	0.21	0.06	-0.11	0.34	-0.17	-0.09	0.49		0.23	-0.07	JPM
MRK	0.51	-0.81	-0.79	0.68	0.18	-0.53	-0.4	0.23		0.77	MRK
XOM	0.49	-0.88	-0.66	0.6	0.35	-0.71	-0.73	-0.07	0.77		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

XOM	+ 0.77	MRK
UBER	+ 0.74	MSFT
CRM	+ 0.73	MSFT
A	+ 0.71	UBER
MRK	+ 0.68	F
A	+ 0.62	MSFT

High negative correlations

XOM	- 0.88	MSFT
MRK	- 0.81	MSFT
MRK	- 0.79	UBER
XOM	- 0.73	CRM
XOM	- 0.71	A
XOM	- 0.66	UBER

Dimensional Emerging Competition Risk-Adjusted Indicators

There is a big difference between Dimensional Etf performing well and Dimensional Emerging 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 Emerging'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	1.52	0.08	0.03	0.22	1.50	(1.76)	3.43	(2.67)	13.69
MSFT	1.36	(0.35)	0.00	(0.76)	0.00	0.00	1.90	(2.74)	13.28
UBER	1.48	(0.41)	0.00	(0.68)	0.00	0.00	2.41	(3.82)	11.09
F	1.21	0.03	0.02	0.12	1.19	(1.45)	3.38	(2.35)	7.16
T	0.94	0.16	0.08	1.67	0.82	(1.06)	2.02	(1.54)	5.31
A	1.21	(0.31)	0.00	(0.16)	0.00	0.00	2.90	(2.58)	7.85
CRM	1.68	(0.49)	0.00	(0.35)	0.00	0.00	2.94	(5.31)	12.37
JPM	1.20	0.10	(0.01)	(0.27)	1.67	(1.24)	2.34	(3.11)	7.38
MRK	1.31	0.47	0.32	0.81	0.99	(1.62)	3.59	(1.98)	8.09
XOM	1.18	0.43	0.27	3.64	0.93	(1.41)	2.69	(2.11)	5.85

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