Dimensional Equity Correlations

DFUS Etf

USD 66.40 0.55 0.84%

The current 90-days correlation between Dimensional Equity ETF and Dimensional Small Cap is -0.15 (i.e., Good diversification). The correlation of Dimensional Equity 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 Equity Correlation With Market

Good diversification

The correlation between Dimensional Equity ETF and DJI is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional Equity ETF 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 Equity ETF. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment.

Moving together with Dimensional Etf

0.94	VTI	Vanguard Total Stock	Pair Corr
0.93	SPY	SPDR SP 500 Aggressive Push	Pair Corr
0.94	IVV	iShares Core SP	Pair Corr
0.93	VIG	Vanguard Dividend	Pair Corr
0.94	VV	Vanguard Large Cap	Pair Corr
0.98	RSP	Invesco SP 500	Pair Corr
0.94	IWB	iShares Russell 1000	Pair Corr
0.94	ESGU	iShares ESG Aware	Pair Corr
0.94	DFAC	Dimensional Core Equity	Pair Corr
0.94	SPLG	SPDR Portfolio SP	Pair Corr
0.69	MSTY	YieldMax MSTR Option	Pair Corr
0.92	GE	GE Aerospace	Pair Corr
0.67	HD	Home Depot	Pair Corr
0.93	DIS	Walt Disney	Pair Corr
0.76	TRV	The Travelers Companies	Pair Corr
0.93	BAC	Bank of America Aggressive Push	Pair Corr
0.77	MMM	3M Company	Pair Corr
0.88	BA	Boeing Aggressive Push	Pair Corr
0.63	T	ATT Inc	Pair Corr
0.9	AXP	American Express	Pair Corr
0.92	CSCO	Cisco Systems Aggressive Push	Pair Corr

Moving against Dimensional Etf

0.85	WTID	UBS ETRACS	Pair Corr
0.81	ARKC	ARK 21Shares Active	Pair Corr

Related Correlations Analysis

	DFAS	DFAT	DFAC	DFAU	DFAI
DFAS		0.99	0.99	0.98	0.88	DFAS
DFAT	0.99		0.97	0.95	0.82	DFAT
DFAC	0.99	0.97		1.0	0.91	DFAC
DFAU	0.98	0.95	1.0		0.93	DFAU
DFAI	0.88	0.82	0.91	0.93		DFAI
	DFAS	DFAT	DFAC	DFAU	DFAI

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Dimensional Equity Constituents Risk-Adjusted Indicators

There is a big difference between Dimensional Etf performing well and Dimensional Equity 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 Equity'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
DFAS	1.26	0.03	0.02	0.06	1.85	(1.37)	2.48	(2.74)	13.23
DFAT	1.30	0.00	0.00	0.04	2.04	(1.36)	2.48	(2.95)	13.27
DFAC	1.12	0.06	0.03	0.09	1.70	(1.17)	2.08	(2.21)	12.89
DFAU	1.11	0.07	0.04	0.10	1.69	(1.17)	2.10	(2.28)	13.03
DFAI	0.81	0.08	0.04	0.15	1.45	(0.77)	1.73	(1.65)	8.70

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