Dimensional Equity Correlations

DFUS Etf

USD 74.92 0.57 0.77%

The current 90-days correlation between Dimensional Equity ETF and iShares Russell 3000 is 1.0 (i.e., No risk reduction). The correlation of Dimensional Equity 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 Equity Correlation With Market

Very poor diversification

The correlation between Dimensional Equity ETF and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional Equity ETF 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 Equity ETF. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in private.

Moving together with Dimensional Etf

1.0	VTI	Vanguard Total Stock	Pair Corr
1.0	SPY	SPDR SP 500	Pair Corr
1.0	IVV	iShares Core SP	Pair Corr
0.88	VIG	Vanguard Dividend	Pair Corr
1.0	VV	Vanguard Large Cap	Pair Corr
0.79	RSP	Invesco SP 500	Pair Corr
1.0	IWB	iShares Russell 1000	Pair Corr
0.99	ESGU	iShares ESG Aware	Pair Corr
0.96	DFAC	Dimensional Core Equity	Pair Corr
0.64	ROM	ProShares Ultra Tech	Pair Corr
0.83	QLD	ProShares Ultra QQQ Potential Growth	Pair Corr
0.91	SMH	VanEck Semiconductor ETF	Pair Corr
0.97	SPXL	Direxion Daily SP500	Pair Corr
0.97	UPRO	ProShares UltraPro SP500	Pair Corr
0.9	SOXX	iShares Semiconductor ETF	Pair Corr
0.92	PSI	Invesco Dynamic Semi	Pair Corr
0.72	AA	Alcoa Corp	Pair Corr
0.7	IBM	International Business	Pair Corr
0.76	AXP	American Express	Pair Corr

Moving against Dimensional Etf

0.34	GBTC	Grayscale Bitcoin Trust	Pair Corr
0.5	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	IWV	DFAT	VHCIX	VHT	DFAS	IWS	SOXX	DFUV	FNDF	IWY
IWV		0.75	0.48	0.48	0.82	0.83	0.89	0.82	0.8	0.8	IWV
DFAT	0.75		0.58	0.59	0.98	0.97	0.55	0.94	0.82	0.24	DFAT
VHCIX	0.48	0.58		1.0	0.51	0.52	0.36	0.73	0.78	0.05	VHCIX
VHT	0.48	0.59	1.0		0.52	0.52	0.36	0.73	0.78	0.05	VHT
DFAS	0.82	0.98	0.51	0.52		0.98	0.64	0.91	0.79	0.36	DFAS
IWS	0.83	0.97	0.52	0.52	0.98		0.61	0.93	0.81	0.37	IWS
SOXX	0.89	0.55	0.36	0.36	0.64	0.61		0.66	0.7	0.79	SOXX
DFUV	0.82	0.94	0.73	0.73	0.91	0.93	0.66		0.96	0.32	DFUV
FNDF	0.8	0.82	0.78	0.78	0.79	0.81	0.7	0.96		0.36	FNDF
IWY	0.8	0.24	0.05	0.05	0.36	0.37	0.79	0.32	0.36		IWY
	IWV	DFAT	VHCIX	VHT	DFAS	IWS	SOXX	DFUV	FNDF	IWY

Please upgrade your account to get full access to Macroaxis premium features

Dimensional Equity Constituents Risk-Adjusted Indicators

There is a big difference between Dimensional Etf performing well and Dimensional Equity 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 Equity'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
IWV	0.59	(0.02)	(0.02)	0.03	0.90	(0.56)	1.22	(1.27)	3.38
DFAT	0.75	(0.02)	(0.01)	0.04	0.99	(0.76)	1.74	(1.33)	4.12
VHCIX	0.60	0.13	0.15	0.26	0.44	(0.69)	2.12	(1.13)	4.84
VHT	0.60	0.12	0.16	0.24	0.40	(0.71)	2.12	(1.10)	4.32
DFAS	0.82	(0.03)	(0.01)	0.03	1.05	(0.78)	1.96	(1.53)	4.29
IWS	0.65	(0.02)	(0.03)	0.03	0.85	(0.64)	1.19	(1.24)	3.04
SOXX	1.80	0.13	0.07	0.12	2.28	(1.89)	3.41	(3.93)	9.69
DFUV	0.61	0.02	0.03	0.08	0.71	(0.61)	1.25	(1.19)	3.10
FNDF	0.55	0.09	0.10	0.17	0.65	(0.58)	1.19	(1.26)	2.95
IWY	0.76	(0.05)	(0.04)	0.01	1.15	(0.72)	1.74	(1.89)	4.35

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC