Dimensional Emerging Correlations

DFSE Etf

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The current 90-days correlation between Dimensional Emerging and SPDR SP International is 0.38 (i.e., Weak 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 0.59 (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 population.

Moving together with Dimensional Etf

0.99	VWO	Vanguard FTSE Emerging	Pair Corr
0.99	IEMG	iShares Core MSCI	Pair Corr
0.93	EMC	Global X Funds	Pair Corr
0.98	EEM	iShares MSCI Emerging	Pair Corr
0.99	SPEM	SPDR Portfolio Emerging	Pair Corr
0.9	FNDE	Schwab Fundamental	Pair Corr
0.98	ESGE	iShares ESG Aware	Pair Corr
0.79	SFGRX	Seafarer Overseas	Pair Corr
0.93	DGS	WisdomTree Emerging	Pair Corr
0.99	XSOE	WisdomTree Emerging	Pair Corr
0.74	TOT	Advisor Managed Port	Pair Corr
0.89	SHLD	Global X Defense	Pair Corr
0.62	FB	ProShares Trust ProShares	Pair Corr
0.69	SWP	SWP Growth Income	Pair Corr
0.72	DUKH	Ocean Park High	Pair Corr
0.64	FIVA	Fidelity International	Pair Corr
0.69	DXUV	Dimensional ETF Trust	Pair Corr
0.7	RYLG	Global X Russell	Pair Corr
0.83	VT	Vanguard Total World	Pair Corr
0.87	SOXL	Direxion Daily Semic Aggressive Push	Pair Corr
0.64	USHY	iShares Broad USD	Pair Corr
0.98	MEM	MAYBANK EMERGING ETF	Pair Corr
0.67	PQJL	PGIM Nasdaq 100	Pair Corr
0.8	DDX	Defined Duration Symbol Change	Pair Corr
0.85	XLI	Industrial Select Sector Aggressive Push	Pair Corr
0.8	QTUM	Defiance Quantum ETF	Pair Corr
0.7	CEFZ	RiverNorth Active Income	Pair Corr
0.7	IWO	iShares Russell 2000	Pair Corr

Related Correlations Analysis

	DWX	ELM	DWLD	PIZ	SIXH	EIS	DGT	RSPU	RSPA	DFVX
DWX		0.86	0.91	0.84	0.92	0.89	0.94	-0.6	0.91	0.9	DWX
ELM	0.86		0.89	0.96	0.76	0.85	0.96	-0.45	0.92	0.95	ELM
DWLD	0.91	0.89		0.89	0.83	0.91	0.95	-0.72	0.93	0.94	DWLD
PIZ	0.84	0.96	0.89		0.75	0.9	0.95	-0.51	0.89	0.92	PIZ
SIXH	0.92	0.76	0.83	0.75		0.89	0.87	-0.63	0.9	0.87	SIXH
EIS	0.89	0.85	0.91	0.9	0.89		0.92	-0.75	0.9	0.91	EIS
DGT	0.94	0.96	0.95	0.95	0.87	0.92		-0.59	0.96	0.97	DGT
RSPU	-0.6	-0.45	-0.72	-0.51	-0.63	-0.75	-0.59		-0.59	-0.62	RSPU
RSPA	0.91	0.92	0.93	0.89	0.9	0.9	0.96	-0.59		0.98	RSPA
DFVX	0.9	0.95	0.94	0.92	0.87	0.91	0.97	-0.62	0.98		DFVX
	DWX	ELM	DWLD	PIZ	SIXH	EIS	DGT	RSPU	RSPA	DFVX

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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

DFVX	+ 0.98	RSPA
DFVX	+ 0.97	DGT
PIZ	+ 0.96	ELM
DGT	+ 0.96	ELM
RSPA	+ 0.96	DGT
DFVX	+ 0.95	ELM

High negative correlations

RSPU	- 0.75	EIS
RSPU	- 0.72	DWLD
RSPU	- 0.63	SIXH
DFVX	- 0.62	RSPU
RSPU	- 0.6	DWX
RSPA	- 0.59	RSPU

Dimensional Emerging Constituents 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
DWX	0.38	0.05	(0.02)	0.21	0.40	(0.39)	0.73	(0.77)	2.63
ELM	0.35	0.01	(0.07)	0.12	0.30	(0.41)	0.78	(0.85)	1.95
DWLD	0.66	0.02	0.01	0.11	0.76	(0.64)	1.41	(1.25)	4.16
PIZ	0.68	0.06	0.04	0.17	0.76	(0.71)	1.56	(1.37)	4.13
SIXH	0.35	0.03	(0.07)	0.20	0.23	(0.42)	0.92	(0.70)	2.07
EIS	0.89	0.18	0.14	0.27	1.00	(0.96)	1.93	(1.66)	5.60
DGT	0.48	0.03	0.01	0.14	0.41	(0.53)	1.01	(1.04)	2.34
RSPU	0.59	(0.08)	0.00	(0.15)	0.00	0.00	1.10	(1.30)	3.49
RSPA	0.46	0.00	(0.05)	0.09	0.50	(0.46)	0.99	(0.95)	2.90
DFVX	0.53	0.01	(0.01)	0.10	0.54	(0.55)	1.04	(0.95)	2.36

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