Dimensional International Correlations

DFIC Etf

USD 33.59 0.15 0.44%

The current 90-days correlation between Dimensional International and Strategy Shares is 0.67 (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

Poor diversification

The correlation between Dimensional International Core and DJI is 0.75 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dimensional International Core 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 Core. 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

0.95	VEA	Vanguard FTSE Developed	Pair Corr
0.94	IEFA	iShares Core MSCI	Pair Corr
0.92	VEU	Vanguard FTSE All	Pair Corr
0.94	EFA	iShares MSCI EAFE	Pair Corr
0.92	IXUS	iShares Core MSCI	Pair Corr
0.95	SPDW	SPDR SP World	Pair Corr
0.96	IDEV	iShares Core MSCI	Pair Corr
0.92	ESGD	iShares ESG Aware	Pair Corr
0.93	JIRE	JP Morgan Exchange	Pair Corr
0.96	DFAX	Dimensional World	Pair Corr
0.9	ITDD	iShares Trust	Pair Corr
0.65	GE	GE Aerospace	Pair Corr
0.76	AA	Alcoa Corp	Pair Corr
0.64	CAT	Caterpillar	Pair Corr
0.74	IBM	International Business	Pair Corr
0.62	MMM	3M Company	Pair Corr

Moving against Dimensional Etf

0.59	VIXY	ProShares VIX Short	Pair Corr
0.48	PG	Procter Gamble	Pair Corr
0.46	VZ	Verizon Communications	Pair Corr
0.44	BA	Boeing	Pair Corr
0.38	DIS	Walt Disney	Pair Corr
0.34	HPQ	HP Inc Sell-off Trend	Pair Corr
0.31	CVX	Chevron Corp	Pair Corr

Related Correlations Analysis

	DHSB	MBOX	DIEM	MCHI	DIPS	DISO	DIVB	DIVD	DIVG
DHSB		0.34	0.86	0.36	-0.58	-0.21	0.68	0.56	0.35	DHSB
MBOX	0.34		0.13	0.67	0.15	0.1	0.77	0.38	0.84	MBOX
DIEM	0.86	0.13		0.4	-0.74	-0.25	0.47	0.51	0.06	DIEM
MCHI	0.36	0.67	0.4		-0.35	0.18	0.54	0.07	0.46	MCHI
DIPS	-0.58	0.15	-0.74	-0.35		-0.01	-0.18	-0.1	0.21	DIPS
DISO	-0.21	0.1	-0.25	0.18	-0.01		0.11	-0.29	0.06	DISO
DIVB	0.68	0.77	0.47	0.54	-0.18	0.11		0.61	0.8	DIVB
DIVD	0.56	0.38	0.51	0.07	-0.1	-0.29	0.61		0.39	DIVD
DIVG	0.35	0.84	0.06	0.46	0.21	0.06	0.8	0.39		DIVG
	DHSB	MBOX	DIEM	MCHI	DIPS	DISO	DIVB	DIVD	DIVG

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

DIEM	+ 0.86	DHSB
DIVG	+ 0.84	MBOX
DIVG	+ 0.8	DIVB
DIVB	+ 0.77	MBOX
DIVB	+ 0.68	DHSB
MCHI	+ 0.67	MBOX

High negative correlations

DIPS	- 0.74	DIEM
DIPS	- 0.58	DHSB
DIPS	- 0.35	MCHI
DIVD	- 0.29	DISO
DISO	- 0.25	DIEM
DISO	- 0.21	DHSB

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
DHSB	0.16	0.00	(0.11)	0.04	0.22	(0.17)	0.39	(0.46)	1.12
MBOX	0.53	(0.01)	(0.04)	0.03	0.61	(0.61)	1.17	(1.08)	3.23
DIEM	0.59	0.06	0.04	0.12	0.84	(0.58)	1.14	(1.19)	4.59
MCHI	1.02	0.01	0.00	0.06	1.40	(1.05)	1.74	(1.66)	8.40
DIPS	1.41	0.08	0.00	(0.06)	1.97	(1.43)	2.90	(3.20)	8.89
DISO	0.90	(0.11)	0.00	(0.07)	0.00	0.00	1.81	(1.46)	8.66
DIVB	0.52	(0.02)	(0.04)	0.02	0.70	(0.51)	1.04	(1.07)	3.36
DIVD	0.48	0.01	0.00	0.07	0.49	(0.57)	1.26	(0.85)	2.82
DIVG	0.52	(0.02)	(0.05)	0.01	0.70	(0.52)	0.97	(1.17)	2.82

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