Dimensional International Correlations

DFSI Etf

USD 42.43 0.22 0.52%

The current 90-days correlation between Dimensional International and Davis Select Equity is 0.7 (i.e., Poor diversification). The correlation of Dimensional International 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 International Correlation With Market

Average diversification

The correlation between Dimensional International Sust and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional International Sust 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 International Sustainability. 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

0.64	VEA	Vanguard FTSE Developed	Pair Corr
0.96	IEFA	iShares Core MSCI	Pair Corr
0.7	VEU	Vanguard FTSE All	Pair Corr
0.76	EFA	iShares MSCI EAFE	Pair Corr
0.7	IXUS	iShares Core MSCI	Pair Corr
0.75	SPDW	SPDR SP World	Pair Corr
0.99	IDEV	iShares Core MSCI	Pair Corr
0.62	ESGD	iShares ESG Aware	Pair Corr
0.94	JIRE	JP Morgan Exchange	Pair Corr
0.93	DFAX	Dimensional World	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.52	0.66	-0.74	0.69	-0.73	0.24	-0.05	-0.67	-0.65	META
MSFT	0.52		0.77	-0.36	0.13	-0.3	0.28	-0.17	-0.71	-0.53	MSFT
UBER	0.66	0.77		-0.53	0.45	-0.61	0.22	0.17	-0.81	-0.58	UBER
F	-0.74	-0.36	-0.53		-0.73	0.73	0.11	0.21	0.7	0.76	F
T	0.69	0.13	0.45	-0.73		-0.82	-0.28	0.06	-0.54	-0.48	T
A	-0.73	-0.3	-0.61	0.73	-0.82		-0.05	-0.19	0.73	0.44	A
CRM	0.24	0.28	0.22	0.11	-0.28	-0.05		0.16	-0.19	0.01	CRM
JPM	-0.05	-0.17	0.17	0.21	0.06	-0.19	0.16		-0.01	0.22	JPM
MRK	-0.67	-0.71	-0.81	0.7	-0.54	0.73	-0.19	-0.01		0.62	MRK
XOM	-0.65	-0.53	-0.58	0.76	-0.48	0.44	0.01	0.22	0.62		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

UBER	+ 0.77	MSFT
XOM	+ 0.76	F
A	+ 0.73	F
MRK	+ 0.73	A
MRK	+ 0.7	F
T	+ 0.69	META

High negative correlations

A	- 0.82	T
MRK	- 0.81	UBER
F	- 0.74	META
T	- 0.73	F
A	- 0.73	META
MRK	- 0.71	MSFT

Dimensional International Competition Risk-Adjusted Indicators

There is a big difference between Dimensional Etf performing well and Dimensional International 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 International'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	1.38	(0.28)	0.00	(0.24)	0.00	0.00	2.26	(2.72)	13.52
MSFT	0.95	(0.04)	0.00	0.47	0.00	0.00	1.85	(2.50)	5.08
UBER	1.57	(0.21)	0.00	(0.16)	0.00	0.00	3.34	(4.99)	10.91
F	1.50	0.29	0.12	1.44	1.66	(1.72)	3.38	(2.35)	16.30
T	0.94	(0.28)	0.00	(0.94)	0.00	0.00	1.61	(2.18)	5.75
A	1.30	0.08	0.06	0.14	1.33	(1.42)	2.34	(2.23)	11.03
CRM	1.57	0.03	0.02	0.10	1.98	(1.60)	3.66	(2.72)	9.91
JPM	0.98	(0.01)	0.00	0.06	1.44	(0.93)	2.00	(1.91)	7.02
MRK	1.41	0.22	0.15	0.32	1.18	(1.81)	4.84	(2.60)	11.45
XOM	0.91	0.09	0.03	0.63	0.90	(0.96)	1.96	(1.41)	4.63

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