Dimensional ETF Correlations

DUHP Etf

USD 34.78 0.36 1.05%

The current 90-days correlation between Dimensional ETF Trust and Dimensional International High is 0.52 (i.e., Very weak 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 0.39 (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.

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 rate.

Moving together with Dimensional Etf

0.73	VTI	Vanguard Total Stock	Pair Corr
0.7	SPY	SPDR SP 500 Aggressive Push	Pair Corr
0.7	IVV	iShares Core SP	Pair Corr
0.96	VIG	Vanguard Dividend	Pair Corr
0.68	VV	Vanguard Large Cap	Pair Corr
0.96	RSP	Invesco SP 500	Pair Corr
0.71	IWB	iShares Russell 1000	Pair Corr
0.71	ESGU	iShares ESG Aware	Pair Corr
0.91	DFAC	Dimensional Core Equity	Pair Corr
0.7	SPLG	SPDR Portfolio SP	Pair Corr
0.65	BKT	BlackRock Income Closed	Pair Corr
0.72	AA	Alcoa Corp	Pair Corr
0.71	TRV	The Travelers Companies Sell-off Trend	Pair Corr
0.64	VZ	Verizon Communications Earnings Call Today	Pair Corr
0.8	CAT	Caterpillar Fiscal Year End 3rd of February 2025	Pair Corr

Moving against Dimensional Etf

0.65	TBT	ProShares UltraShort	Pair Corr
0.57	YCS	ProShares UltraShort Yen Potential Growth	Pair Corr
0.4	BA	Boeing Fiscal Year End 29th of January 2025	Pair Corr

Related Correlations Analysis

	DIHP	DFAC	DFSV	DFIC	DFAT
DIHP		0.11	0.1	0.99	0.09	DIHP
DFAC	0.11		0.95	0.15	0.96	DFAC
DFSV	0.1	0.95		0.17	1.0	DFSV
DFIC	0.99	0.15	0.17		0.15	DFIC
DFAT	0.09	0.96	1.0	0.15		DFAT
	DIHP	DFAC	DFSV	DFIC	DFAT

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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
DIHP	0.56	(0.11)	0.00	(0.59)	0.00	0.00	0.80	(1.25)	4.02
DFAC	0.58	0.01	0.00	0.05	0.79	(0.57)	1.10	(1.24)	6.41
DFSV	0.85	0.03	0.02	0.08	1.01	(0.96)	1.72	(1.40)	10.71
DFIC	0.53	(0.09)	0.00	(0.38)	0.00	0.00	1.05	(1.22)	3.71
DFAT	0.84	0.03	0.02	0.09	1.01	(0.98)	1.66	(1.68)	10.69

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