Dimensional International Correlations

DFIV Etf

USD 36.73 0.47 1.30%

The current 90-days correlation between Dimensional International and Dimensional Targeted Value is 0.33 (i.e., Weak 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Dimensional International Correlation With Market

Weak diversification

The correlation between Dimensional International Valu and DJI is 0.36 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional International Valu and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dimensional International Value. 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

0.96	EFV	iShares MSCI EAFE	Pair Corr
0.97	FNDF	Schwab Fundamental	Pair Corr
0.95	VYMI	Vanguard International	Pair Corr
0.94	IDV	iShares International	Pair Corr
0.97	IVLU	iShares Edge MSCI	Pair Corr
0.95	RODM	Hartford Multifactor	Pair Corr
0.98	PXF	Invesco FTSE RAFI	Pair Corr
0.86	HDEF	Xtrackers MSCI EAFE	Pair Corr
0.78	PID	Invesco International	Pair Corr
0.69	MMM	3M Company Fiscal Year End 28th of January 2025	Pair Corr
0.75	KO	Coca Cola Aggressive Push	Pair Corr
0.69	MRK	Merck Company Fiscal Year End 6th of February 2025	Pair Corr

Moving against Dimensional Etf

0.66	BITX	Volatility Shares Trust	Pair Corr
0.66	DAPP	VanEck Digital Trans	Pair Corr
0.65	CONL	GraniteShares ETF Trust	Pair Corr
0.65	DPST	Direxion Daily Regional	Pair Corr
0.64	CRPT	First Trust SkyBridge	Pair Corr
0.61	WGMI	Valkyrie Bitcoin Miners	Pair Corr
0.45	NVDL	GraniteShares 15x Long	Pair Corr
0.45	NVDU	Direxion Daily NVDA	Pair Corr
0.44	NVDX	T Rex 2X	Pair Corr
0.7	JPM	JPMorgan Chase Sell-off Trend	Pair Corr
0.7	BAC	Bank of America Aggressive Push	Pair Corr
0.64	TRV	The Travelers Companies Fiscal Year End 17th of January 2025	Pair Corr
0.6	WMT	Walmart Aggressive Push	Pair Corr
0.55	T	ATT Inc Fiscal Year End 22nd of January 2025	Pair Corr
0.51	CSCO	Cisco Systems Sell-off Trend	Pair Corr
0.51	CVX	Chevron Corp Sell-off Trend	Pair Corr
0.41	AXP	American Express Fiscal Year End 24th of January 2025	Pair Corr

Related Correlations Analysis

	DFAT	DFAS	DFUV	DFAC	AVDV
DFAT		0.99	0.97	0.95	-0.36	DFAT
DFAS	0.99		0.98	0.97	-0.34	DFAS
DFUV	0.97	0.98		0.98	-0.32	DFUV
DFAC	0.95	0.97	0.98		-0.29	DFAC
AVDV	-0.36	-0.34	-0.32	-0.29		AVDV
	DFAT	DFAS	DFUV	DFAC	AVDV

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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

DFAS	+ 0.99	DFAT
DFUV	+ 0.98	DFAS
DFAC	+ 0.98	DFUV
DFUV	+ 0.97	DFAT
DFAC	+ 0.97	DFAS
DFAC	+ 0.95	DFAT

High negative correlations

AVDV	- 0.36	DFAT
AVDV	- 0.34	DFAS
AVDV	- 0.32	DFUV
AVDV	- 0.29	DFAC

Dimensional International Constituents 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
DFAT	0.90	(0.04)	0.02	0.10	0.81	(1.05)	1.83	(1.67)	7.97
DFAS	0.86	(0.02)	0.03	0.11	0.79	(1.00)	1.94	(1.39)	7.02
DFUV	0.64	(0.02)	(0.02)	0.11	0.52	(0.76)	1.30	(1.01)	5.19
DFAC	0.57	0.00	0.00	0.13	0.67	(0.62)	1.04	(1.23)	4.65
AVDV	0.64	(0.09)	0.00	(0.07)	0.00	0.00	1.32	(1.55)	3.62

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