Correlation is a measure of how two variables move when one of them changes. Correlation takes values between -1 and +1 where negative correlation means there is a general inverse relationship (i.e. prices move in opposite ways) and positive correlation means there is a general positive relationship (i.e. prices move in the same way). I say "general" because, for example, a positive correlation does not imply it is impossible for ETF prices to move in different ways at some points in time.
Now, your table has only values between 0.49 and 0.72, omitting the obvious 1s (a variable always moves perfectly with itself), which means that all ETFs in your portfolio are positively correlated. We can further qualify this correlation and say that the 0.49 is "moderately" correlated whereas 0.72 and 0.77 are quite strongly correlated to A. Therefore, your portfolio will tend to follow dips in the market (as well as upward movements) at the same time but to different extents.
Finally, with regards to risk, correlation tells you about portfolio risk rather than individual security / ETF risk. High correlation between all securities in a portfolio means that if a large dip in the market occurs, the entire portfolio will sink. This does not mean that dips will occur often (i.e. riskiness). Some measures that can be interesting to measure riskiness of ETF A are variance (which measures volatility) and Sharpe ratio which calculates the pay-off for taking risks.