Dimensional ETF Correlations

DFIS Etf

USD 33.05 0.06 0.18%

The current 90-days correlation between Dimensional ETF Trust and Dimensional International High is 0.89 (i.e., Very poor 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

Poor diversification

The correlation between Dimensional ETF Trust and DJI is 0.73 (i.e., 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 gross domestic product.

Moving together with Dimensional Etf

0.98	SCZ	iShares MSCI EAFE	Pair Corr
0.95	VSS	Vanguard FTSE All	Pair Corr
0.96	GWX	SPDR SP International	Pair Corr
0.97	ISCF	iShares MSCI Intl	Pair Corr
0.83	HSCZ	iShares Currency Hedged	Pair Corr
0.65	UPRO	ProShares UltraPro SP500	Pair Corr
0.65	QTJA	Innovator ETFs Trust	Pair Corr
0.72	QTOC	Innovator ETFs Trust	Pair Corr
0.82	XTOC	Innovator ETFs Trust	Pair Corr
0.76	QTAP	Innovator Growth 100	Pair Corr
0.66	XTJA	Innovator ETFs Trust	Pair Corr
0.76	XTAP	Innovator Equity Acc	Pair Corr
0.74	BGIG	ETF Series Solutions	Pair Corr
0.88	RDVY	First Trust Rising	Pair Corr
0.79	BUFG	First Trust Exchange	Pair Corr
0.94	RSSE	First Trust Exchange	Pair Corr
0.78	IDLV	Invesco SP International	Pair Corr
0.68	KLMN	Invesco Exchange Traded	Pair Corr
0.9	BKIE	BNY Mellon International	Pair Corr
0.78	MORT	VanEck Mortgage REIT	Pair Corr
0.85	TFNS	T Rowe Price	Pair Corr
0.89	QVMS	Invesco Exchange Traded	Pair Corr
0.88	DXIV	Dimensional ETF Trust	Pair Corr
0.88	CPRY	Calamos ETF Trust	Pair Corr
0.73	FLXN	Horizon Flexible Income	Pair Corr
0.8	BJUN	Innovator SP 500	Pair Corr
0.83	PTIN	Pacer Trendpilot Int	Pair Corr
0.94	IQDG	WisdomTree International	Pair Corr

Related Correlations Analysis

	DIHP	DISV	SLYV	CALF	DXJ	IYF	BBEU	JMUB	FENI	VNQI
DIHP		0.91	0.87	0.76	0.82	0.64	0.97	0.62	0.95	0.47	DIHP
DISV	0.91		0.92	0.88	0.77	0.84	0.93	0.45	0.93	0.37	DISV
SLYV	0.87	0.92		0.94	0.7	0.82	0.87	0.41	0.88	0.42	SLYV
CALF	0.76	0.88	0.94		0.68	0.87	0.75	0.31	0.79	0.3	CALF
DXJ	0.82	0.77	0.7	0.68		0.55	0.75	0.8	0.75	0.02	DXJ
IYF	0.64	0.84	0.82	0.87	0.55		0.68	0.07	0.75	0.23	IYF
BBEU	0.97	0.93	0.87	0.75	0.75	0.68		0.55	0.97	0.48	BBEU
JMUB	0.62	0.45	0.41	0.31	0.8	0.07	0.55		0.47	0.08	JMUB
FENI	0.95	0.93	0.88	0.79	0.75	0.75	0.97	0.47		0.45	FENI
VNQI	0.47	0.37	0.42	0.3	0.02	0.23	0.48	0.08	0.45		VNQI
	DIHP	DISV	SLYV	CALF	DXJ	IYF	BBEU	JMUB	FENI	VNQI

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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	0.57	0.02	0.00	0.09	0.63	(0.58)	1.01	(1.06)	2.56
DISV	0.61	0.05	0.04	0.13	0.63	(0.69)	1.17	(1.29)	2.87
SLYV	0.90	(0.03)	0.00	0.05	1.11	(0.98)	2.22	(2.00)	4.78
CALF	0.73	(0.04)	(0.03)	0.04	0.95	(0.80)	1.37	(1.64)	4.69
DXJ	0.73	0.10	0.07	0.20	0.93	(0.76)	1.67	(1.21)	7.08
IYF	0.65	(0.01)	(0.02)	0.06	0.91	(0.70)	1.26	(1.46)	4.04
BBEU	0.61	0.04	0.03	0.12	0.55	(0.64)	1.17	(1.04)	2.44
JMUB	0.08	0.00	(0.59)	0.12	0.00	(0.09)	0.18	(0.18)	0.44
FENI	0.56	0.02	0.01	0.10	0.69	(0.56)	1.00	(1.17)	3.04
VNQI	0.49	(0.03)	(0.10)	0.01	0.62	(0.45)	0.96	(1.01)	2.11

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Dimensional ETF Correlations

Dimensional ETF Correlation With Market

Poor diversification

Moving together with Dimensional Etf

Related Correlations Analysis

Dimensional ETF Constituents Risk-Adjusted Indicators

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