Dimensional ETF Correlations

DUSB Etf

50.75 0.00 0.00%

The current 90-days correlation between Dimensional ETF Trust and Invesco FTSE RAFI is 0.06 (i.e., Significant 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

Very poor diversification

The correlation between Dimensional ETF Trust and DJI is 0.85 (i.e., Very poor 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 main economic indicators.

Moving together with Dimensional Etf

1.0	BIL	SPDR Bloomberg 1	Pair Corr
1.0	SHV	iShares Short Treasury	Pair Corr
1.0	JPST	JPMorgan Ultra Short	Pair Corr
1.0	USFR	WisdomTree Floating Rate	Pair Corr
1.0	ICSH	iShares Ultra Short	Pair Corr
1.0	FTSM	First Trust Enhanced	Pair Corr
1.0	SGOV	iShares 0 3	Pair Corr
1.0	GBIL	Goldman Sachs Access	Pair Corr
1.0	TFLO	iShares Treasury Floating	Pair Corr
0.99	FLRN	SPDR Bloomberg Investment	Pair Corr
0.92	KORU	Direxion Daily South	Pair Corr
0.94	MUU	Direxion Daily MU	Pair Corr
0.94	MULL	GraniteShares 2x Long	Pair Corr
0.78	GDXU	MicroSectors Gold Miners	Pair Corr
0.91	FNGD	MicroSectors FANG Index	Pair Corr
0.85	JNUG	Direxion Daily Junior	Pair Corr
0.87	NUGT	Direxion Daily Gold	Pair Corr
0.83	BWET	ETF Managers Group	Pair Corr
0.84	SHNY	Microsectors Gold	Pair Corr
0.93	IJS	iShares SP Small	Pair Corr
0.88	RSST	Return Stacked Stocks	Pair Corr
0.98	STXV	EA Series Trust	Pair Corr
0.95	FNK	First Trust Mid	Pair Corr
0.92	QTAP	Innovator Growth 100	Pair Corr
0.9	GPGCX	Grandeur Peak Global	Pair Corr
0.96	HIYS	Invesco High Yield Symbol Change	Pair Corr
0.95	EAFG	Pacer Funds Trust	Pair Corr
0.96	FTCS	First Trust Capital	Pair Corr
0.71	LGCF	Themes Cash Flow	Pair Corr
0.98	CCNR	CoreCommodity Natural	Pair Corr
0.99	IOCT	Innovator ETFs Trust	Pair Corr
0.96	CFA	VictoryShares 500	Pair Corr
0.87	LALT	Invesco Multi Strategy	Pair Corr
0.91	EMIF	iShares Emerging Markets	Pair Corr
0.96	TAXT	Northern Trust Tax	Pair Corr
0.9	RHRX	Starboard Investment	Pair Corr
0.94	UEVM	VictoryShares Emerging	Pair Corr
0.98	DFIC	Dimensional International	Pair Corr
0.98	ESGD	iShares ESG Aware	Pair Corr

Moving against Dimensional Etf

0.68

ENTR

EntrepreneurShares

Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		-0.12	-0.14	0.13	0.12	-0.31	-0.04	0.23	0.08	0.21	META
MSFT	-0.12		0.84	-0.65	-0.86	0.8	0.93	0.33	-0.91	-0.94	MSFT
UBER	-0.14	0.84		-0.57	-0.77	0.85	0.75	0.19	-0.81	-0.83	UBER
F	0.13	-0.65	-0.57		0.41	-0.59	-0.51	-0.05	0.75	0.7	F
T	0.12	-0.86	-0.77	0.41		-0.65	-0.84	-0.29	0.75	0.76	T
A	-0.31	0.8	0.85	-0.59	-0.65		0.67	0.2	-0.75	-0.84	A
CRM	-0.04	0.93	0.75	-0.51	-0.84	0.67		0.53	-0.82	-0.9	CRM
JPM	0.23	0.33	0.19	-0.05	-0.29	0.2	0.53		-0.13	-0.32	JPM
MRK	0.08	-0.91	-0.81	0.75	0.75	-0.75	-0.82	-0.13		0.92	MRK
XOM	0.21	-0.94	-0.83	0.7	0.76	-0.84	-0.9	-0.32	0.92		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

CRM	+ 0.93	MSFT
XOM	+ 0.92	MRK
A	+ 0.85	UBER
UBER	+ 0.84	MSFT
A	+ 0.8	MSFT
XOM	+ 0.76	T

High negative correlations

XOM	- 0.94	MSFT
MRK	- 0.91	MSFT
XOM	- 0.9	CRM
T	- 0.86	MSFT
XOM	- 0.84	A
CRM	- 0.84	T

Dimensional ETF Competition 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
META	1.54	0.08	0.04	0.17	1.53	(1.74)	3.43	(2.81)	13.69
MSFT	1.33	(0.31)	0.00	(0.50)	0.00	0.00	2.19	(2.87)	13.28
UBER	1.56	(0.19)	0.00	(0.30)	0.00	0.00	2.70	(3.82)	11.09
F	1.22	0.09	0.07	0.17	1.05	(1.50)	3.61	(2.22)	7.50
T	1.05	0.15	0.05	(0.64)	0.99	(1.22)	3.87	(1.76)	7.44
A	1.24	(0.41)	0.00	(0.32)	0.00	0.00	2.48	(2.73)	7.20
CRM	1.80	(0.30)	0.00	(0.18)	0.00	0.00	3.66	(4.75)	12.37
JPM	1.27	(0.11)	(0.03)	0.01	1.83	(1.30)	2.34	(3.11)	8.17
MRK	1.27	0.33	0.20	0.72	1.10	(1.42)	2.81	(2.06)	8.74
XOM	1.32	0.41	0.23	12.19	1.09	(1.57)	2.90	(2.44)	6.83

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