Dimensional ETF Correlations

DFSV Etf

USD 31.95 0.35 1.11%

The current 90-days correlation between Dimensional ETF Trust and Dimensional ETF Trust is 0.58 (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

Very poor diversification

The correlation between Dimensional ETF Trust and DJI is 0.8 (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

0.96	VBR	Vanguard Small Cap	Pair Corr
0.85	IWN	iShares Russell 2000	Pair Corr
0.97	IJJ	iShares SP Mid	Pair Corr
0.97	DFAT	Dimensional Targeted	Pair Corr
0.91	IJS	iShares SP Small	Pair Corr
0.91	SLYV	SPDR SP 600	Pair Corr
0.96	AVUV	Avantis Small Cap	Pair Corr
0.97	DES	WisdomTree SmallCap	Pair Corr
0.97	MDYV	SPDR SP 400	Pair Corr
0.94	CALF	Pacer Small Cap Low Volatility	Pair Corr
0.67	HD	Home Depot	Pair Corr
0.82	DD	Dupont De Nemours	Pair Corr
0.62	JPM	JPMorgan Chase	Pair Corr
0.73	TRV	The Travelers Companies	Pair Corr
0.81	HPQ	HP Inc	Pair Corr
0.67	CVX	Chevron Corp Earnings Call This Week	Pair Corr
0.71	XOM	Exxon Mobil Corp Earnings Call This Week	Pair Corr

Moving against Dimensional Etf

0.83	VIXY	ProShares VIX Short	Pair Corr
0.47	KO	Coca Cola Aggressive Push	Pair Corr

Related Correlations Analysis

	DISV	EFAV	FELC	ESGE	BBAX	EWT	XMHQ	VSGX	DLN	DFEM
DISV		0.6	0.95	0.93	0.83	0.87	0.75	0.89	0.95	0.95	DISV
EFAV	0.6		0.44	0.36	0.81	0.32	0.56	0.54	0.48	0.44	EFAV
FELC	0.95	0.44		0.96	0.76	0.91	0.75	0.84	0.98	0.97	FELC
ESGE	0.93	0.36	0.96		0.69	0.97	0.62	0.89	0.94	0.99	ESGE
BBAX	0.83	0.81	0.76	0.69		0.64	0.74	0.73	0.76	0.74	BBAX
EWT	0.87	0.32	0.91	0.97	0.64		0.52	0.85	0.87	0.96	EWT
XMHQ	0.75	0.56	0.75	0.62	0.74	0.52		0.62	0.76	0.67	XMHQ
VSGX	0.89	0.54	0.84	0.89	0.73	0.85	0.62		0.86	0.9	VSGX
DLN	0.95	0.48	0.98	0.94	0.76	0.87	0.76	0.86		0.95	DLN
DFEM	0.95	0.44	0.97	0.99	0.74	0.96	0.67	0.9	0.95		DFEM
	DISV	EFAV	FELC	ESGE	BBAX	EWT	XMHQ	VSGX	DLN	DFEM

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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
DISV	0.57	0.05	0.04	0.11	0.60	(0.64)	1.12	(1.11)	4.06
EFAV	0.44	(0.01)	(0.07)	0.02	0.53	(0.45)	0.92	(0.76)	2.53
FELC	0.48	0.05	0.06	0.10	0.57	(0.52)	1.16	(0.65)	4.27
ESGE	0.69	0.09	0.09	0.15	0.76	(0.80)	1.32	(1.06)	5.61
BBAX	0.55	(0.01)	(0.03)	0.04	0.67	(0.57)	1.13	(1.00)	3.57
EWT	0.89	0.09	0.07	0.14	1.13	(0.94)	1.86	(1.56)	7.01
XMHQ	0.71	(0.03)	(0.02)	0.03	0.75	(0.91)	1.67	(1.52)	4.21
VSGX	0.57	0.06	0.06	0.12	0.63	(0.62)	1.16	(0.88)	4.13
DLN	0.36	0.02	0.00	0.07	0.36	(0.40)	0.84	(0.64)	2.71
DFEM	0.63	0.07	0.07	0.14	0.73	(0.73)	1.24	(0.87)	4.94

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