Dimensional ETF Correlations

DFSD Etf

USD 47.37 0.06 0.13%

The current 90-days correlation between Dimensional ETF Trust and Dimensional ETF Trust is -0.01 (i.e., Good 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.

Dimensional ETF Correlation With Market

Average diversification

The correlation between Dimensional ETF Trust and DJI is 0.18 (i.e., Average 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.

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 state.

Moving together with Dimensional Etf

0.78	IGSB	iShares 1 5 Sell-off Trend	Pair Corr
0.9	SPSB	SPDR Barclays Short Sell-off Trend	Pair Corr
0.61	ISTB	iShares Core 1	Pair Corr
0.91	SLQD	iShares 0 5	Pair Corr
0.82	LDUR	PIMCO Enhanced Low	Pair Corr
0.76	SUSB	iShares ESG 1	Pair Corr
0.74	MSFT	Microsoft	Pair Corr

Moving against Dimensional Etf

0.51	INTC	Intel Fiscal Year End 23rd of January 2025	Pair Corr
0.38	JNJ	Johnson Johnson Fiscal Year End 28th of January 2025	Pair Corr

Related Correlations Analysis

	DFCF	DFIP	DFAC	DFNM	DFAE
DFCF		0.96	-0.48	0.66	0.13	DFCF
DFIP	0.96		-0.63	0.5	0.32	DFIP
DFAC	-0.48	-0.63		0.2	-0.31	DFAC
DFNM	0.66	0.5	0.2		-0.04	DFNM
DFAE	0.13	0.32	-0.31	-0.04		DFAE
	DFCF	DFIP	DFAC	DFNM	DFAE

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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

DFIP	+ 0.96	DFCF
DFNM	+ 0.66	DFCF
DFNM	+ 0.5	DFIP
DFAE	+ 0.32	DFIP
DFNM	+ 0.2	DFAC
DFAE	+ 0.13	DFCF

High negative correlations

DFAC	- 0.63	DFIP
DFAC	- 0.48	DFCF
DFAE	- 0.31	DFAC
DFAE	- 0.04	DFNM

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
DFCF	0.23	(0.04)	0.00	(7.51)	0.00	0.00	0.38	(0.61)	1.53
DFIP	0.22	(0.04)	0.00	(0.78)	0.00	0.00	0.36	(0.41)	1.17
DFAC	0.52	0.13	0.08	1.26	0.38	(0.59)	1.04	(0.79)	4.65
DFNM	0.10	(0.01)	(0.56)	0.30	0.16	(0.10)	0.21	(0.23)	0.77
DFAE	0.81	0.05	(0.04)	(1.47)	0.98	(0.87)	2.02	(1.78)	5.87

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